Optimal risk sharing under distorted probabilities (Q1932519)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk sharing under distorted probabilities |
scientific article |
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Optimal risk sharing under distorted probabilities (English)
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20 January 2013
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distortion risk measures
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comonotonicity
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risk sharing
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Pareto optimal allocations
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