In this paper we will discuss the optimal risk transfer problems when risk measures are generated by G-expectations,and we present the relationship between inf-convolution of G-expectations and the infconvolution of d...In this paper we will discuss the optimal risk transfer problems when risk measures are generated by G-expectations,and we present the relationship between inf-convolution of G-expectations and the infconvolution of drivers G.展开更多
文摘In this paper we will discuss the optimal risk transfer problems when risk measures are generated by G-expectations,and we present the relationship between inf-convolution of G-expectations and the infconvolution of drivers G.
