COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2437394079 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness of equilibrium in a reinsurance syndicate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk sharing with non-monotone monetary functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk transfers in insurance groups / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium in a Reinsurance Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Allocation of risks and equilibrium in markets with finitely many traders / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk-sharing rules and equilibria with Choquet-expected-utility. / rank
 
Normal rank
Property / cites work
 
Property / cites work: CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity aversion and trade / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-additive measure and integral / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Measures and Comonotonicity: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal capital and risk allocations for law- and cash-invariant convex functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exchanges and measures of risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pareto Equilibria with coherent measures of risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On convex risk measures on \(L^{p}\)-spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal allocation of risk vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On comonotonicity of Pareto optimal risk sharing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk sharing under distorted probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharing risk and ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subjective Probability and Expected Utility without Additivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient allocations under ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimal product mix in life insurance companies using conditional value at risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic capital allocation with distortion risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Exchange with Distorted Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Insurance pricing and increased limits ratemaking by proportional hazards transforms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Axiomatic characterization of insurance prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 20:09, 15 July 2024

scientific article; zbMATH DE number 6880316
Language Label Description Also known as
English
COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES
scientific article; zbMATH DE number 6880316

    Statements

    COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (English)
    0 references
    0 references
    0 references
    4 June 2018
    0 references
    0 references
    competitive equilibria
    0 references
    distortion risk measures
    0 references
    capital asset pricing model
    0 references
    0 references