A note on optimal risk sharing on $L^p$ spaces (Q1785746): Difference between revisions

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+https://doi.org/10.1016/j.orl.2016.01.001
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+W2236407910
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+Perspectives of Risk Sharing
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+Coherent Measures of Risk
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+Inf-convolution of risk measures and optimal risk transfer
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+Stochastic orders and risk measures: consistency and bounds
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+RISK MEASURES: RATIONALITY AND DIVERSIFICATION
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+Optimal risk sharing with background risk
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+CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
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+Optimal capital and risk allocations for law- and cash-invariant convex functions
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+Stochastic finance. An introduction in discrete time
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+COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES
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+Optimal risk sharing with general deviation measures
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+Law invariant risk measures have the Fatou property
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+On convex risk measures on \(L^{p}\)-spaces
@@ Property / cites work: On convex risk measures on \(L^{p}\)-spaces / rank @@
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+On comonotonicity of Pareto optimal risk sharing
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+Generalized deviations in risk analysis
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+Optimization of Convex Risk Functions
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+Q3149262
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