Optimal risk sharing with general deviation measures (Q1931641): Difference between revisions

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+https://doi.org/10.1007/s10479-010-0834-7
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+W1975961363
@@ Property / OpenAlex ID: W1975961363 / rank @@
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+Perspectives of Risk Sharing
@@ Property / cites work: Perspectives of Risk Sharing / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / rank @@
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@@ Property / cites work @@
+Allocation of risks and equilibrium in markets with finitely many traders
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES
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@@ Property / cites work @@
+Maximum Entropy Principle with General Deviation Measures
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@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
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@@ Property / cites work @@
+Optimality conditions in portfolio analysis with general deviation measures
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@@ Property / cites work @@
+Risk Tuning with Generalized Linear Regression
@@ Property / cites work: Risk Tuning with Generalized Linear Regression / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1931641