Dynamic capital allocation rules via BSDEs: an axiomatic approach
Crossref DOI link: https://doi.org/10.1007/s10479-022-04917-8
Published Online: 2022-08-28
Published Print: 2024-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mastrogiacomo, Elisa http://orcid.org/0000-0002-3996-8954
Rosazza Gianin, Emanuela
Funding for this research was provided by:
Università degli Studi dell’Insubria
Text and Data Mining valid from 2022-08-28
Version of Record valid from 2022-08-28
Article History
Accepted: 2 August 2022
First Online: 28 August 2022