Pages that link to "Item:Q1587387"

The following pages link to Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387):

Displaying 50 items.

• An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
• Sharing risk and ambiguity (Q449190) (← links)
• Optimal risk-sharing under mutually singular beliefs (Q477786) (← links)
• Optimal lottery (Q478108) (← links)
• Uncertain equilibria and incomplete preferences (Q478115) (← links)
• Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents (Q514488) (← links)
• Efficient allocations under ambiguity (Q548260) (← links)
• Informational efficiency with ambiguous information (Q641824) (← links)
• Ambiguity aversion and trade (Q641835) (← links)
• Participation in risk sharing under ambiguity (Q829510) (← links)
• Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
• Aggregation under homogeneous ambiguity: a two-fund separation result (Q868600) (← links)
• Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity (Q926235) (← links)
• Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
• Effects of uncertainty aversion on the call option market (Q944232) (← links)
• Optimal risk sharing with different reference probabilities (Q1023105) (← links)
• Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion (Q1049235) (← links)
• Sharing beliefs and the absence of betting in the Choquet expected utility model (Q1402924) (← links)
• The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
• Optimal insurance design with a bonus (Q1681091) (← links)
• Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
• Risk sharing in the small and in the large (Q1753718) (← links)
• Strategy-proof risk sharing (Q1779831) (← links)
• Optimal risk sharing under distorted probabilities (Q1932519) (← links)
• Interim efficiency with MEU-preferences (Q1958962) (← links)
• Competitive equilibria in a comonotone market (Q2074058) (← links)
• Lack of prevalence of the endowment effect: an equilibrium analysis (Q2092789) (← links)
• General equilibrium, preferences and financial institutions after the crisis (Q2256987) (← links)
• Sharing ambiguous risks (Q2258846) (← links)
• When does aggregation reduce risk aversion? (Q2276555) (← links)
• The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility (Q2336900) (← links)
• Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
• Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
• Multivariate risk sharing and the derivation of individually rational Pareto optima (Q2344378) (← links)
• Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
• The composite iteration algorithm for finding efficient and financially fair risk-sharing rules (Q2402823) (← links)
• Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
• Competitive insurance market in the presence of ambiguity (Q2427809) (← links)
• Agreeable bets with multiple priors (Q2496237) (← links)
• Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
• Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
• Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
• Risk Exchange with Distorted Probabilities (Q3632869) (← links)
• COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
• PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
• RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798) (← links)
• AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL (Q4563813) (← links)
• LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)
• Quantile-Based Risk Sharing (Q4971388) (← links)
• WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)