Optimal risk sharing under distorted probabilities (Q1932519): Difference between revisions

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+W3102340514
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+.3778
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+Perspectives of Risk Sharing
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+Optimal risk sharing with non-monotone monetary functionals
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+Are generalized call-spreads efficient?
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+Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
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+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
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+Risk measurement with equivalent utility principles
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+Non-additive measure and integral
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+OPTIMAL NUMERAIRES FOR RISK MEASURES
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+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
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+Stochastic finance. An introduction in discrete time
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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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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+On comonotonicity of Pareto optimal risk sharing
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+Optimal risk sharing under distorted probabilities
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+Unifying framework for optimal insurance
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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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+The Dual Theory of Choice under Risk
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+Publication:1932519