RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798): Difference between revisions

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+W3124384788
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+Existence and uniqueness of equilibrium in a reinsurance syndicate
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+Existence of an Equilibrium for a Competitive Economy
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+Coherent Measures of Risk
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+COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES
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+RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES
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+Equilibrium in a Reinsurance Market
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+Q4729218
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+Pareto efficiency for the concave order and multivariate comonotonicity
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+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
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+Risk aversion in the theory of expected utility with rank dependent probabilities
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+Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
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+OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES
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+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
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+Investigating Generalizations of Expected Utility Theory Using Experimental Data
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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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+Optimal risk sharing under distorted probabilities
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+Subjective Probability and Expected Utility without Additivity
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+Efficient allocations under ambiguity
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+Risk Exchange with Distorted Probabilities
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+Q5844986
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+Ordering risks: expected utility theory versus Yaari's dual theory of risk
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+Axiomatic characterization of insurance prices
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+Arbitrage and the Existence of Competitive Equilibrium
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+The Dual Theory of Choice under Risk
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