Risk Sharing with Higher Dimensional Security Spaces


We discuss the risk sharing problem in a Riesz space economy where the commodities are aggregated financial losses a system of finitely many agents may incur. We analyse the problem using a notion of risk measurement which... [ view full abstract ]


  1. Felix-Benedikt Liebrich (University of Munich)
  2. Gregor Svindland (University of Munich)

Topic Areas

Capital Requirements , Insurance , Risk Measures


TH-A-B1 » Risk Measures (11:30 - Thursday, 19th July, Beckett 1)

Presentation Files

The presenter has not uploaded any presentation files.