Systemic optimal risk transfer equilibrium (Q829331): Difference between revisions

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+Optimal risk sharing with non-monotone monetary functionals
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+Multivariate Shortfall Risk Allocation and Systemic Risk
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+Inf-convolution of risk measures and optimal risk transfer
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+On the Existence of Minimax Martingale Measures
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+A unified approach to systemic risk measures via acceptance sets
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+On fairness of systemic risk measures
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+Utility maximization in incomplete markets for unbounded processes
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+A unified framework for utility maximization problems: An Orlicz space approach
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+Q3400706
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+Equilibrium in a Reinsurance Market
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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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+Convex duality in constrained portfolio optimization
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+OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES
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+Q5588318
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+Quantile-based risk sharing with heterogeneous beliefs
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+Quantile-Based Risk Sharing
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+Measures of Systemic Risk
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+OPTIMAL NUMERAIRES FOR RISK MEASURES
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+Optimal capital and risk allocations for law- and cash-invariant convex functions
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+Stochastic finance. An introduction in discrete time.
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+Handbook on Systemic Risk
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+Pareto Equilibria with coherent measures of risk
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+Contagion! Systemic Risk in Financial Networks
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Systemic risk measures on general measurable spaces
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+Risk sharing for capital requirements with multidimensional security markets
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+Q4389637
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+Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
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+Q4000065
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+Integrals which are convex functionals
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+Optimal investment in incomplete markets when wealth may become negative.
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+To split or not to split: Capital allocation with convex risk measures
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+Solvency II, or how to sweep the downside risk under the carpet
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