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

@@ Property / cites work @@
+Perspectives of Risk Sharing
@@ Property / cites work: Perspectives of Risk Sharing / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing with non-monotone monetary functionals
+Normal rank
@@ Property / cites work @@
+Inf-convolution of risk measures and optimal risk transfer
+Normal rank
@@ Property / cites work @@
+Stochastic orders and risk measures: consistency and bounds
+Normal rank
@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / rank @@
+Normal rank
@@ Property / cites work @@
+Allocation of risks and equilibrium in markets with finitely many traders
+Normal rank
@@ Property / cites work @@
+Are generalized call-spreads efficient?
@@ Property / cites work: Are generalized call-spreads efficient? / rank @@
+Normal rank
@@ Property / cites work @@
+Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
+Normal rank
@@ Property / cites work @@
+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
+Normal rank
@@ Property / cites work @@
+Risk measurement with equivalent utility principles
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL NUMERAIRES FOR RISK MEASURES
@@ Property / cites work: OPTIMAL NUMERAIRES FOR RISK MEASURES / rank @@
+Normal rank
@@ Property / cites work @@
+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
@@ Property / cites work: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Law invariant risk measures have the Fatou property
+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 @@
+On comonotonicity of Pareto optimal risk sharing
@@ Property / cites work: On comonotonicity of Pareto optimal risk sharing / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing under distorted probabilities
+Normal rank
@@ Property / cites work @@
+Unifying framework for optimal insurance
@@ Property / cites work: Unifying framework for optimal insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Ordering risks: expected utility theory versus Yaari's dual theory of risk
+Normal rank
@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank