Robust optimal risk sharing and risk premia in expanding pools (Q2520446): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal risk sharing and risk premia in expanding pools |
scientific article |
Statements
Robust optimal risk sharing and risk premia in expanding pools (English)
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13 December 2016
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risk sharing
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Pareto optimality
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large pools
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ambiguity
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robust preferences
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convex risk measures
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risk premia
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