Competitive equilibria in a comonotone market (Q2074058): Difference between revisions

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+Equilibrium in risk-sharing games
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+Pricing rules and Arrow-Debreu ambiguous valuation
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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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+Equilibria Under Knightian Price Uncertainty
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+OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
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+COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES
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+RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES
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+Equilibrium in a Reinsurance Market
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+OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
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+Pareto-optimal reinsurance arrangements under general model settings
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+Pareto efficient insurance contracts when the insurer's cost function is discontinuous
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+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
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+Asset market equilibrium in infinite dimensional complete markets
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+Risk aversion in the theory of expected utility with rank dependent probabilities
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+Existence and Uniqueness of Equilibria When Preferences are Additively Separable
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+Arbitrage, duality and asset equilibria
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+OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES
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+Intertemporal equilibria with Knightian uncertainty
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+Financial market equilibria with cumulative prospect theory
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+Non-additive measure and integral
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+Quantile-Based Risk Sharing
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+Quantile-based risk sharing with heterogeneous beliefs
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+Stochastic finance. An introduction in discrete time.
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+Pareto Equilibria with coherent measures of risk
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+Normal rank
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+Three Solutions to the Pricing Kernel Puzzle*
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+Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+On comonotonicity of Pareto optimal risk sharing
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+Optimal risk sharing under distorted probabilities
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+Q4902563
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+Egalitarian-Equivalent Cost Sharing of a Public Good
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+Serial Cost Sharing
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+Asset Market Equilibrium with Short-Selling
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+Cumulative prospect theory and the St. Petersburg paradox
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+Mathematical Risk Analysis
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+Integral Representation Without Additivity
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+Risk Exchange with Distorted Probabilities
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+Normal rank
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+Advances in prospect theory: cumulative representation of uncertainty
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+Axiomatic characterization of insurance prices
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+Arbitrage and the Existence of Competitive Equilibrium
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+ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
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+Optimal insurance under rank‐dependent utility and incentive compatibility
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+The Dual Theory of Choice under Risk
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