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Risk Exchange as a Market or Production Game

Author

  • Anders Borglin
  • Sjur Flåm

Publishing year

2007

Language

English

Publication/Series

Working Papers, Department of Economics, Lund University

Issue

16

Document type

Working paper

Publisher

Department of Economics, Lund University

Topic

  • Economics

Keywords

  • securities
  • mutual insurance
  • market or production games
  • transferable utility
  • extremal convolution
  • core solutions
  • variance or risk aversion
  • two-fund separation
  • CAPM

Status

Published