Pages that link to "Item:Q5459958"
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The following pages link to OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (Q5459958):
Displaying 50 items.
- The center of a convex set and capital allocation (Q319165) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Jensen's inequality for monetary utility functions (Q372209) (← links)
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- A numerical approach for a class of risk-sharing problems (Q533900) (← 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)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Pareto efficiency for the concave order and multivariate comonotonicity (Q665460) (← links)
- Short note on inf-convolution preserving the Fatou property (Q666299) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
- Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← 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 capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- The effect of market power on risk-sharing (Q1679556) (← links)
- Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- Robust return risk measures (Q1702877) (← links)
- Revenue-sharing clubs provide economic insurance and incentives for sustainability in common-pool resource systems (Q1714188) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
- Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
- Optimal risk sharing with general deviation measures (Q1931641) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- Efficiency and equilibria in games of optimal derivative design (Q1938971) (← links)
- Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims (Q2015622) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- The strong Fatou property of risk measures (Q2283647) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
