Equilibrium in risk-sharing games

DOI10.1007/S00780-017-0323-9zbMath1416.91012DBLPjournals/fs/AnthropelosK17arXiv1412.4208OpenAlexW3021452402WikidataQ59614217 ScholiaQ59614217MaRDI QIDQ2364537

Michail Anthropelos, Constantinos Kardaras

Publication date: 21 July 2017

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.4208

zbMATH Keywords

Nash equilibriumrisk sharingheterogeneous beliefsreporting of beliefs

Mathematics Subject Classification ID

Noncooperative games (91A10) 2-person games (91A05) (n)-person games, (n>2) (91A06) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (10)

Endogenous Inverse Demand Functions ⋮ The effect of market power on risk-sharing ⋮ Quantile-based risk sharing with heterogeneous beliefs ⋮ Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments ⋮ Price impact under heterogeneous beliefs and restricted participation ⋮ WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS ⋮ Competitive equilibria in a comonotone market ⋮ Nash equilibria in optimal reinsurance bargaining ⋮ Characterizing optimal allocations in quantile-based risk sharing ⋮ Constrained stochastic cost allocation

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