Perspectives of Risk Sharing
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Cites work
- A Limit Theorem on the Core of an Economy
- Arbitrage and the Existence of Competitive Equilibrium
- Equilibrium in a Reinsurance Market
- Equilibrium in CAPM without a Riskless Asset
- Existence of equilibrium in CAPM
- Existence Theorems in the Capital Asset Pricing Model
- Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
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- Justifying the First-Order Approach to Principal-Agent Problems
- On convex principles of premium calculation
- On the different notions of arbitrage and existence of equilibrium
- On the optimality of equilibrium when the market structure is incomplete
- Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing
- Risk exchange I: A unification of some existing results
- Risk exchange II: Optimal reinsurance contracts
- Risk Theory and Insurance Premiums
- The Price Equilibrium Existence Problem in Topological Vector Lattices
Cited in
(48)- Risk theory and serendipity
- Risk sharing with competition
- Risk capital allocation and cooperative pricing of insurance liabilities.
- On Pareto-optimal reinsurance with constraints under distortion risk measures
- Core of the reinsurance market with dependent risks
- Three environmental probabilistic risk problems
- A note on optimal risk sharing on $L^p$ spaces
- Optimal risk sharing with general deviation measures
- Optimal risk sharing under distorted probabilities
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization
- Borch's theorem from the perspective of comonotonicity
- The economics of sharing macro-longevity risk
- Extended gradient of convex function and capital allocation
- Risk sharing with multiple indemnity environments
- Pareto-optimal insurance policies: the case of normal summary risk
- A Bowley solution with limited ceded risk for a monopolistic reinsurer
- Riskprice in (re-)insurance: an alternative model to the shortfall-loading
- An insurance network: Nash equilibrium
- Optimal decision rule in forming an insurance portfolio
- Pareto-optimal reinsurance policies with maximal synergy
- Globalization and Risk Sharing
- Two-agent Pareto optimal cooperative investment in general semimartingale model
- The center of a convex set and capital allocation
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- Sharing catastrophe risk under model uncertainty
- Optimal portfolio delegation when parties have different coefficients of risk aversion
- Optimal retention levels, given the joint survival of cedent and reinsurer
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- Coupled projects, core imputations, and the CAPM
- Group Formation in Risk-Sharing Arrangements
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- Optimal risk transfer: a numerical optimization approach
- Synergy effect of cooperative investment
- Large-loss behavior of conditional mean risk sharing
- Optimal risk control and dividend policies under excess of loss reinsurance
- An Industrial Organization Theory of Risk Sharing
- The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
- Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
- Optimal joint survival reinsurance: an efficient frontier approach
- Pareto-optimal risk exchange in a continuous-time economy: application to target benefit pension
- Pareto efficiency and financial fairness under limited expected loss constraint
- Bowley-optimal convex-loaded premium principles
- Competitive equilibrium on risk exchanges: A constrained market approach
- The diversification theorem restated: risk-pooling without assignment of probabilities
- Excess of loss reinsurance under joint survival optimality
- Optimal insurance under the insurer's risk constraint
- On comonotonicity of Pareto optimal risk sharing
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