WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571)
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scientific article; zbMATH DE number 7241936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS |
scientific article; zbMATH DE number 7241936 |
Statements
WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (English)
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31 August 2020
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distortion risk measure
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heterogeneous beliefs
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individual rationality
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value at risk
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tail value at risk
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