OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (Q5459958): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2007.00332.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2167264394
@@ Property / OpenAlex ID: W2167264394 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Inf-convolution of risk measures and optimal risk transfer
+Normal rank
@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / 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 @@
+Optimal risk sharing with background risk
@@ Property / cites work: Optimal risk sharing with background risk / rank @@
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+Pareto Equilibria with coherent measures of risk
@@ Property / cites work: Pareto Equilibria with coherent measures of risk / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional comonotonicity
@@ Property / cites work: Conditional comonotonicity / rank @@
+Normal rank
@@ Property / cites work @@
+Law invariant risk measures have the Fatou property
+Normal rank
@@ Property / cites work @@
+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
+Normal rank
@@ Property / cites work @@
+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
+Normal rank
@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank