Pareto efficiency for the concave order and multivariate comonotonicity (Q665460): Difference between revisions

@@ Property / cites work @@
+Optimal insurance and generalized deductibles
@@ Property / cites work: Optimal insurance and generalized deductibles / rank @@
+Normal rank
@@ Property / cites work @@
+Q3782303
@@ Property / cites work: Q3782303 / 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 @@
+Polar factorization and monotone rearrangement of vector‐valued functions
+Normal rank
@@ Property / cites work @@
+Testable Restrictions on the Equilibrium Manifold
@@ Property / cites work: Testable Restrictions on the Equilibrium Manifold / 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
+Normal rank
@@ Property / cites work @@
+Comparaison, des mesures portées par un ensemble convexe compact
+Normal rank
@@ Property / cites work @@
+Market behavior when preferences are generated by second-order stochastic dominance
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+On the variational principle
@@ Property / cites work: On the variational principle / rank @@
+Normal rank
@@ Property / cites work @@
+Q4085497
@@ Property / cites work: Q4085497 / rank @@
+Normal rank
@@ Property / cites work @@
+Dual theory of choice with multivariate risks
@@ Property / cites work: Dual theory of choice with multivariate risks / rank @@
+Normal rank
@@ Property / cites work @@
+COMONOTONIC MEASURES OF MULTIVARIATE RISKS
@@ Property / cites work: COMONOTONIC MEASURES OF MULTIVARIATE RISKS / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Optimal maps for the multidimensional Monge-Kantorovich problem
+Normal rank
@@ Property / cites work @@
+Comonotonic processes
@@ Property / cites work: Comonotonic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional comonotonicity
@@ Property / cites work: Conditional comonotonicity / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
+Normal rank
@@ Property / cites work @@
+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
+Normal rank
@@ Property / cites work @@
+Q5779006
@@ Property / cites work: Q5779006 / rank @@
+Normal rank
@@ Property / cites work @@
+On comonotonicity of Pareto optimal risk sharing
@@ Property / cites work: On comonotonicity of Pareto optimal risk sharing / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+A Price Characterization of Efficient Random Variables
+Normal rank
@@ Property / cites work @@
+Multivariate comonotonicity
@@ Property / cites work: Multivariate comonotonicity / rank @@
+Normal rank
@@ Property / cites work @@
+Law invariant convex risk measures for portfolio vectors
+Normal rank
@@ Property / cites work @@
+The Existence of Probability Measures with Given Marginals
+Normal rank