The average risk sharing problem under risk measure and expected utility theory

DOI10.1016/j.insmatheco.2018.05.006zbMath1417.91279OpenAlexW2809459885WikidataQ129638707 ScholiaQ129638707MaRDI QIDQ1622526

Haiyan Liu, Jiuyun Hu, Tiantian Mao

Publication date: 19 November 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.05.006

zbMATH Keywords

expected utilityrisk sharingconvex risk measureaverage-inf-convolutionutility-based shortfall

Mathematics Subject Classification ID

Utility theory (91B16)

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