Pages that link to "Item:Q1003351"
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The following pages link to Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351):
Displaying 49 items.
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
- On optimal allocation of risk vectors (Q661232) (← links)
- Short note on inf-convolution preserving the Fatou property (Q666299) (← links)
- Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- The strong Fatou property of risk measures (Q2283647) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Efficient allocations under law-invariance: a unifying approach (Q2338653) (← 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)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
- Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
- Optimal Risk Sharing for Maxmin Choquet Expected Utility Model (Q6489816) (← links)
- Multivariate systemic optimal risk transfer equilibrium (Q6549604) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- Law-invariant return and star-shaped risk measures (Q6573820) (← links)
- Risk sharing under heterogeneous beliefs without convexity (Q6619587) (← links)
- Distortion risk measures: prudence, coherence, and the expected shortfall (Q6641087) (← links)
- Collective dynamic risk measures (Q6643153) (← links)
