The following pages link to Quantile-Based Risk Sharing (Q4971388):
Displayed 46 items.
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
- Scenario-based risk evaluation (Q2238773) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- Weak comonotonicity (Q2282525) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Centers of probability measures without the mean (Q2312782) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
- A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (Q4645328) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Robustness in the Optimization of Risk Measures (Q5031002) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle (Q6082446) (← links)
- Peer-to-peer risk sharing with an application to flood risk pooling (Q6099429) (← links)
- Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
- One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles (Q6109912) (← links)
- The impact of correlation on (Range) Value-at-Risk (Q6114644) (← links)
- A framework for measures of risk under uncertainty (Q6130333) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)
- Multivariate Insurance Portfolio Risk Retention Using the Method of Multipliers (Q6192618) (← links)
- Equilibria and efficiency in a reinsurance market (Q6193112) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)