Pages that link to "Item:Q4827309"
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The following pages link to Pareto Equilibria with coherent measures of risk (Q4827309):
Displayed 41 items.
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems (Q301665) (← links)
- The center of a convex set and capital allocation (Q319165) (← links)
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- On optimal allocation of risk vectors (Q661232) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Benefit-cost analysis using data envelopment analysis (Q863552) (← links)
- Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
- Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Law invariant risk measures and information divergences (Q2283649) (← links)
- Implied risk aversion: an alternative rating system for retail structured products (Q2328778) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Borch's theorem, equal margins, and efficient allocation (Q2520444) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Randomized stopping times and coherent multiperiod risk measures (Q3017918) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Risk Measures and Robust Optimization Problems (Q3424149) (← links)
- Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342) (← links)
- OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
- Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Group cohesion under individual regulatory constraints (Q5083401) (← links)
- Dynamic Risked Equilibrium (Q5095185) (← links)
- (Q5158544) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (Q5459958) (← links)
- Fairness principles for insurance contracts in the presence of default risk (Q6054422) (← links)
- A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification (Q6160278) (← links)