Paul Embrechts, Haiyan Liu, Ruodu Wang. Quantile-Based Risk Sharing. Operations Research, 66(4):936-949, 2018. [doi]
@article{EmbrechtsLW18,
title = {Quantile-Based Risk Sharing},
author = {Paul Embrechts and Haiyan Liu and Ruodu Wang},
year = {2018},
doi = {10.1287/opre.2017.1716},
url = {https://doi.org/10.1287/opre.2017.1716},
researchr = {https://researchr.org/publication/EmbrechtsLW18},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {66},
number = {4},
pages = {936-949},
}