Pages that link to "Item:Q471182"

The following pages link to Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182):

Displayed 7 items.

• Risk sharing for capital requirements with multidimensional security markets (Q2274226) ‎ (← links)
• Efficient allocations under law-invariance: a unifying approach (Q2338653) ‎ (← links)
• Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) ‎ (← links)
• Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) ‎ (← links)
• Robust optimal risk sharing and risk premia in expanding pools (Q2520446) ‎ (← links)
• Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) ‎ (← links)
• Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) ‎ (← links)