Competitive equilibria in a comonotone market (Q2074058): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00199-020-01319-4 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2782977396 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium in risk-sharing games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing rules and Arrow-Debreu ambiguous valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of an Equilibrium for a Competitive Economy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inf-convolution of risk measures and optimal risk transfer / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibria Under Knightian Price Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY / rank
 
Normal rank
Property / cites work
 
Property / cites work: COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES / rank
 
Normal rank
Property / cites work
 
Property / cites work: RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium in a Reinsurance Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pareto-optimal reinsurance arrangements under general model settings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pareto efficient insurance contracts when the insurer's cost function is discontinuous / 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: Asset market equilibrium in infinite dimensional complete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk aversion in the theory of expected utility with rank dependent probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Uniqueness of Equilibria When Preferences are Additively Separable / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage, duality and asset equilibria / 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: Intertemporal equilibria with Knightian uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial market equilibria with cumulative prospect theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-additive measure and integral / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile-Based Risk Sharing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile-based risk sharing with heterogeneous beliefs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time. / 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: Three Solutions to the Pricing Kernel Puzzle* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting / 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: 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: Q4902563 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Egalitarian-Equivalent Cost Sharing of a Public Good / rank
 
Normal rank
Property / cites work
 
Property / cites work: Serial Cost Sharing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset Market Equilibrium with Short-Selling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cumulative prospect theory and the St. Petersburg paradox / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical Risk Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integral Representation Without Additivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Exchange with Distorted Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advances in prospect theory: cumulative representation of uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Axiomatic characterization of insurance prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and the Existence of Competitive Equilibrium / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance under rank‐dependent utility and incentive compatibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 21:47, 27 July 2024

scientific article
Language Label Description Also known as
English
Competitive equilibria in a comonotone market
scientific article

    Statements

    Competitive equilibria in a comonotone market (English)
    0 references
    0 references
    0 references
    0 references
    4 February 2022
    0 references
    competitive equilibria
    0 references
    comonotone market
    0 references
    dual utilities
    0 references
    rank-dependent utilities
    0 references
    pricing kernel
    0 references
    0 references
    0 references

    Identifiers