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
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+Perspectives of Risk Sharing
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+Coherent Measures of Risk
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+Equilibrium in a Reinsurance Market
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+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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+Maximum Entropy Principle with General Deviation Measures
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Q4552656
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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+Generalized deviations in risk analysis
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+Optimality conditions in portfolio analysis with general deviation measures
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+Risk Tuning with Generalized Linear Regression
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