A numerical approach for a class of risk-sharing problems (Q533900): Difference between revisions

@@ Property / cites work @@
+Optimal insurance and generalized deductibles
@@ Property / cites work: Optimal insurance and generalized deductibles / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities for E k(X, Y) when the marginals are fixed
+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 @@
+Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints
+Normal rank
@@ Property / cites work @@
+Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
+Normal rank
@@ Property / cites work @@
+OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES
+Normal rank
@@ Property / cites work @@
+Pareto efficiency for the concave order and multivariate comonotonicity
+Normal rank
@@ Property / cites work @@
+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Representative consumer's risk aversion and efficient risk-sharing rules
+Normal rank
@@ Property / cites work @@
+Q4039929
@@ Property / cites work: Q4039929 / rank @@
+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 @@
+An Inequality for Rearrangements
@@ Property / cites work: An Inequality for Rearrangements / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme Points of Some Convex Subsets of L 1 (0, 1)
+Normal rank
@@ Property / cites work @@
+Measure preserving transformations and rearrangements
+Normal rank