A numerical approach for a class of risk-sharing problems (Q533900): Difference between revisions

@@ Property / author @@
-Guillaume Carlier
@@ Property / author: Guillaume Carlier / rank @@
-Normal rank
@@ Property / author @@
-Aimé Lachapelle
@@ Property / author: Aimé Lachapelle / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B16
@@ Property / Mathematics Subject Classification ID: 91B16 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B70
@@ Property / Mathematics Subject Classification ID: 91B70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5886231
@@ Property / zbMATH DE Number: 5886231 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk-sharing
@@ Property / zbMATH Keywords: risk-sharing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+comonotonicity
@@ Property / zbMATH Keywords: comonotonicity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sup-convolution
@@ Property / zbMATH Keywords: sup-convolution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+calculus of variations
@@ Property / zbMATH Keywords: calculus of variations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical approximation
@@ Property / zbMATH Keywords: numerical approximation / rank @@
+Normal rank
@@ Property / author @@
+Guillaume Carlier
@@ Property / author: Guillaume Carlier / rank @@
+Normal rank
@@ Property / author @@
+Aimé Lachapelle
@@ Property / author: Aimé Lachapelle / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmateco.2010.10.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2074104247
@@ Property / OpenAlex ID: W2074104247 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance and generalized deductibles
@@ Property / cites work: Optimal insurance and generalized deductibles / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities for E k(X, Y) when the marginals are fixed
+Normal rank
@@ Property / cites work @@
+Core of convex distortions of a probability.
@@ Property / cites work: Core of convex distortions of a probability. / rank @@
+Normal rank
@@ Property / cites work @@
+Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints
+Normal rank
@@ Property / cites work @@
+Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
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+OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES
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+Pareto efficiency for the concave order and multivariate comonotonicity
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Non-additive measure and integral
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@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
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+Representative consumer's risk aversion and efficient risk-sharing rules
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@@ Property / cites work @@
+Q4039929
@@ Property / cites work: Q4039929 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
+Normal rank
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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+An Inequality for Rearrangements
@@ Property / cites work: An Inequality for Rearrangements / rank @@
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@@ Property / cites work @@
+Extreme Points of Some Convex Subsets of L 1 (0, 1)
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@@ Property / cites work @@
+Measure preserving transformations and rearrangements
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:533900