Pages that link to "Item:Q2463715"
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The following pages link to Optimal risk sharing with non-monotone monetary functionals (Q2463715):
Displaying 31 items.
- Jensen's inequality for monetary utility functions (Q372209) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- On optimal allocation of risk vectors (Q661232) (← links)
- Short note on inf-convolution preserving the Fatou property (Q666299) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- The effect of market power on risk-sharing (Q1679556) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
- Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
- Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← 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)
- Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
- General Pareto Optimal Allocations and Applications to Multi-Period Risks (Q3395763) (← links)
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- (Q4605379) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
- A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification (Q6160278) (← 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)
- Collective dynamic risk measures (Q6643153) (← links)
