On comonotonicity of Pareto optimal risk sharing (Q935821): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2007.11.031
@@ Property / DOI: 10.1016/j.spl.2007.11.031 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2007.11.031
+Normal rank
@@ Property / OpenAlex ID @@
+W2025989322
@@ Property / OpenAlex ID: W2025989322 / rank @@
+Normal rank
@@ Property / cites work @@
+Perspectives of Risk Sharing
@@ Property / cites work: Perspectives of Risk Sharing / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic orders and risk measures: consistency and bounds
+Normal rank
@@ Property / cites work @@
+On the optimal risk allocation problem
@@ Property / cites work: On the optimal risk allocation problem / rank @@
+Normal rank
@@ Property / cites work @@
+Core of convex distortions of a probability.
@@ Property / cites work: Core of convex distortions of a probability. / rank @@
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
+Normal rank
@@ Property / cites work @@
+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+Ordering risks: expected utility theory versus Yaari's dual theory of risk
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2007.11.031
@@ Property / DOI: 10.1016/J.SPL.2007.11.031 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:935821