Robust optimal risk sharing and risk premia in expanding pools (Q2520446)
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scientific article; zbMATH DE number 6662959
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Robust optimal risk sharing and risk premia in expanding pools |
scientific article; zbMATH DE number 6662959 |
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Robust optimal risk sharing and risk premia in expanding pools (English)
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13 December 2016
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risk sharing
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Pareto optimality
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large pools
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ambiguity
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robust preferences
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convex risk measures
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risk premia
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0.91198707
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0.8970405
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0.89617455
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0.8904913
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0.8871278
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0.8816035
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0.8812604
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0.8794245
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0.8787084
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