Pages that link to "Item:Q5459958"
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The following pages link to OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (Q5459958):
Displaying 50 items.
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- Equilibrium in risk-sharing games (Q2364537) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- The composite iteration algorithm for finding efficient and financially fair risk-sharing rules (Q2402823) (← links)
- Optimal derivatives design for mean-variance agents under adverse selection (Q2459036) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
- OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (Q3084596) (← links)
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- General Pareto Optimal Allocations and Applications to Multi-Period Risks (Q3395763) (← links)
- An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
- VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123) (← links)
- Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) (← links)
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342) (← links)
- OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
- CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (Q3650923) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798) (← links)
- Optimal insurance in the presence of reinsurance (Q4577192) (← links)
- (Q4605379) (← links)
- Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
- LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)
- COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES (Q4917303) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- Regulatory arbitrage of risk measures (Q5001133) (← links)
- Endogenous Inverse Demand Functions (Q5058034) (← links)
- Group cohesion under individual regulatory constraints (Q5083401) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
- Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
- (Q5158544) (← links)
- BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS (Q5213448) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? (Q5411987) (← links)
- Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
- Fairness principles for insurance contracts in the presence of default risk (Q6054422) (← links)
- Peer-to-peer risk sharing with an application to flood risk pooling (Q6099429) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
