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Optimal risk sharing for lambda value-at-risk
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- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 29 July 2024, pp. 1-33
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Optimal Design of Dynamic Default Risk Measures
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- Journal:
- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
- Published online by Cambridge University Press:
- 30 January 2018, pp. 967-977
- Print publication:
- December 2012
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