Competitive equilibria in a comonotone market
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Publication:2074058
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Cites work
- Advances in prospect theory: cumulative representation of uncertainty
- Arbitrage and the Existence of Competitive Equilibrium
- Arbitrage, duality and asset equilibria
- Arrow-Debreu equilibria for rank-dependent utilities
- Arrow-Debreu equilibria for rank-dependent utilities with heterogeneous probability weighting
- Asset market equilibrium in infinite dimensional complete markets
- Asset Market Equilibrium with Short-Selling
- Axiomatic characterization of insurance prices
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
- Coherent measures of risk
- Competitive equilibria with distortion risk measures
- Cumulative prospect theory and the St. Petersburg paradox
- Egalitarian-Equivalent Cost Sharing of a Public Good
- Equilibria under Knightian price uncertainty
- Equilibrium in a Reinsurance Market
- Equilibrium in risk-sharing games
- Existence and Uniqueness of Equilibria When Preferences are Additively Separable
- Existence of an Equilibrium for a Competitive Economy
- Financial market equilibria with cumulative prospect theory
- Inf-convolution of risk measures and optimal risk transfer
- Integral Representation Without Additivity
- Intertemporal equilibria with Knightian uncertainty
- Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios
- Microeconomic theory
- Non-additive measure and integral
- On comonotonicity of Pareto optimal risk sharing
- Optimal insurance design under rank-dependent expected utility
- Optimal insurance under rank-dependent utility and incentive compatibility
- Optimal reinsurance from the perspectives of both an insurer and a reinsurer
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
- Optimal risk sharing under distorted probabilities
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
- Pareto efficient insurance contracts when the insurer's cost function is discontinuous
- Pareto Equilibria with coherent measures of risk
- Pareto-optimal reinsurance arrangements under general model settings
- Pricing rules and Arrow-Debreu ambiguous valuation
- Quantile-based risk sharing
- Quantile-based risk sharing with heterogeneous beliefs
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Risk Exchange with Distorted Probabilities
- Risk redistribution games with dual utilities
- Serial Cost Sharing
- Stochastic finance. An introduction in discrete time.
- The Dual Theory of Choice under Risk
- Three solutions to the pricing kernel puzzle
Cited in
(21)- The existence and computation of competitive equilibria in markets with an indivisible commodity
- Competitive equilibria without free disposal or nonsatiation
- On competing mechanisms under exclusive competition
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- Game-theoretical analysis of a single-commodity market with equal utilities
- Competitive equilibrium with intuitionistic agents
- Getting to a Competitive Equilibrium
- ONE-SELLER/TWO-BUYER MARKETS WITH BUYER EXTERNALITIES AND (IM)PERFECT COMPETITION
- Dynamic risked equilibrium
- Bilateral risk sharing with heterogeneous beliefs and exposure constraints
- Equilibrium reinsurance strategies for \(n\) insurers under a unified competition and cooperation framework
- Bowley vs. Pareto optima in reinsurance contracting
- Equilibria and efficiency in a reinsurance market
- Robust insurance design with distortion risk measures
- Efficiency in pure-exchange economies with risk-averse monetary utilities
- Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
- Worst-case reinsurance strategy with likelihood ratio uncertainty
- Axiomatic risk sharing and capital allocation
- Counter-monotonic risk sharing with heterogeneous distortion risk measures
- Moral-hazard-free insurance contract design under the rank-dependent utility theory
- Perfectly competitive markets as the limits of Cournot markets
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