Quantile-Based Risk Sharing (Q4971388): Difference between revisions

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+Optimal risk sharing with non-monotone monetary functionals
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+Q5807957
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+Existence of an Equilibrium for a Competitive Economy
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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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+Stochastic orders and risk measures: consistency and bounds
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+On elicitable risk measures
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+Q3182207
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+OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
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+Equilibrium in a Reinsurance Market
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+Optimal reinsurance under VaR and CTE risk measures
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+Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
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+Pareto optima and equilibria when preferences are incompletely known
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+Pareto efficiency for the concave order and multivariate comonotonicity
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+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
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+RISK MEASURES ON ORLICZ HEARTS
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+Robustness and sensitivity analysis of risk measurement procedures
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES
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+Verification of internal risk measure estimates
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+Risk measures with the CxLS property
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+Remarks on quantiles and distortion risk measures
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
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+A note on generalized inverses
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+Seven proofs for the subadditivity of expected shortfall
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+Aggregation-robustness and model uncertainty of regulatory risk measures
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+Measures of Systemic Risk
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+Optimal capital and risk allocations for law- and cash-invariant convex functions
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+Higher order elicitability and Osband's principle
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+Convex measures of risk and trading constraints
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+Stochastic finance. An introduction in discrete time.
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+Q3526970
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+Maxmin expected utility with non-unique prior
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+Making and Evaluating Point Forecasts
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+Stochastic dominance with respect to a capacity and risk measures
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+Robustness
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+Pareto Equilibria with coherent measures of risk
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+Robust Statistics
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Robust optimal risk sharing and risk premia in expanding pools
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+On the Measurement of Economic Tail Risk
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+External Risk Measures and Basel Accords
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+Qualitative and infinitesimal robustness of tail-dependent statistical functionals
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+Comparative and qualitative robustness for law-invariant risk measures
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+Q4552656
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Structured products equilibria in conic two price markets
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+Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
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+Q5253267
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+Q5702484
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+Mathematical Risk Analysis
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+Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
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+To split or not to split: Capital allocation with convex risk measures
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+Regulatory arbitrage of risk measures
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+How Superadditive Can a Risk Measure Be?
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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+ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
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+A definition of qualitative robustness for general point estimators, and examples
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+COHERENCE AND ELICITABILITY
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