Optimal risk sharing under distorted probabilities (Q1932519)

From MaRDI portal
Revision as of 23:51, 18 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Optimal risk sharing under distorted probabilities
scientific article

    Statements

    title
    Optimal risk sharing under distorted probabilities (English)
    0 references
    author
    Michael Ludkovski
    0 references
    Virginia R. Young
    0 references
    publication date
    20 January 2013
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    91B32
    0 references
    62P05
    0 references
    46E30
    0 references
    zbMATH DE Number
    6127165
    0 references
    zbMATH Keywords
    distortion risk measures
    0 references
    comonotonicity
    0 references
    risk sharing
    0 references
    Pareto optimal allocations
    0 references
    OpenAlex ID
    W3102340514
    0 references
    arXiv ID
    0809.3778
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1932519&oldid=33430390"
    Powered by MediaWiki