Pages that link to "Item:Q1421884"
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The following pages link to Core of convex distortions of a probability. (Q1421884):
Displaying 33 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- A numerical approach for a class of risk-sharing problems (Q533900) (← links)
- Behavioral optimal insurance (Q654822) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
- Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- A characterization of the core of convex games through Gâteaux derivatives (Q1876642) (← links)
- On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
- Differentiating ambiguity and ambiguity attitude (Q1886292) (← links)
- Bipolar behavior of submodular, law-invariant capacities (Q2076039) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
- Rearrangement inequalities in non-convex insurance models (Q2387404) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Are generalized call-spreads efficient? (Q2457249) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Differentiability properties of rank-linear utilities (Q2468505) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Representation of the core of convex measure games via Kantorovich potentials (Q2581794) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION (Q3008491) (← links)
- OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (Q3084596) (← links)
- Risk Measures and Robust Optimization Problems (Q3424149) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (Q5459958) (← links)
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY (Q5488981) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
