Robust optimal risk sharing and risk premia in expanding pools (Q2520446)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal risk sharing and risk premia in expanding pools |
scientific article |
Statements
Robust optimal risk sharing and risk premia in expanding pools (English)
0 references
13 December 2016
0 references
risk sharing
0 references
Pareto optimality
0 references
large pools
0 references
ambiguity
0 references
robust preferences
0 references
convex risk measures
0 references
risk premia
0 references
0 references
0 references
