Pages that link to "Item:Q533900"
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The following pages link to A numerical approach for a class of risk-sharing problems (Q533900):
Displaying 4 items.
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
