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

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+Coherent Measures of Risk
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+Inf-convolution of risk measures and optimal risk transfer
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+Equilibrium in a Reinsurance Market
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+Normal rank
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+Core of convex distortions of a probability.
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+Normal rank
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+Optimal risk sharing with background risk
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+Normal rank
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Convex measures of risk and trading constraints
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+Normal rank
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+Q3868650
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+Normal rank
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+Pareto Equilibria with coherent measures of risk
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+Conditional comonotonicity
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+Normal rank
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+Law invariant risk measures have the Fatou property
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+Q4235027
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+Normal rank