Pages that link to "Item:Q471182"
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The following pages link to Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182):
Displaying 9 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)
- Optimal Risk Sharing for Maxmin Choquet Expected Utility Model (Q6489816) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
