Robust optimal risk sharing and risk premia in expanding pools (Q2520446): Difference between revisions

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Latest revision as of 02:40, 13 July 2024

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Robust optimal risk sharing and risk premia in expanding pools
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    Robust optimal risk sharing and risk premia in expanding pools (English)
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    13 December 2016
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    risk sharing
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    Pareto optimality
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    large pools
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    ambiguity
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    robust preferences
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    convex risk measures
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    risk premia
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