Bilateral risk sharing with heterogeneous beliefs and exposure constraints (Q5213448)
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scientific article; zbMATH DE number 7162007
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bilateral risk sharing with heterogeneous beliefs and exposure constraints |
scientific article; zbMATH DE number 7162007 |
Statements
BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS (English)
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3 February 2020
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risk sharing
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Pareto optimality
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heterogeneous beliefs
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probability distortion
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exposure constraints
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0.8698217868804932
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0.8294728994369507
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0.8235276341438293
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0.8203855156898499
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0.8167678713798523
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