Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bilateral risk sharing in a comonotone market with rank-dependent utilities |
scientific article |
Statements
Bilateral risk sharing in a comonotone market with rank-dependent utilities (English)
0 references
1 February 2023
0 references
risk sharing
0 references
rank-dependent expected utility
0 references
comonotonicity
0 references
comonotone market
0 references
calculus of variations
0 references
Pareto optimality
0 references
0 references