COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES (Q4917303): Difference between revisions

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+Coherent Measures of Risk
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Optimal risk sharing with general deviation 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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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+On comonotonicity of Pareto optimal risk sharing
@@ Property / cites work: On comonotonicity of Pareto optimal risk sharing / rank @@
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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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+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank