Cooperative investment in incomplete markets under financial fairness

DOI10.1016/j.insmatheco.2016.10.008zbMath1371.91163OpenAlexW3122642228MaRDI QIDQ2374132

Bas J. M. Werker, Jaroslav Pazdera, Johannes M. Schumacher

Publication date: 14 December 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.10.008

zbMATH Keywords

incomplete marketsrisk sharingfinancial fairnesscooperative investmentsyndicates

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items

Utilitarian versus neutralitarian design of endowment fund policies, The composite iteration algorithm for finding efficient and financially fair risk-sharing rules, Optimal multivariate financial decision making, Actuarial fairness and social welfare in mixed-cohort tontines, Optimal collective investment: an analysis of individual welfare, A collective investment problem in a stochastic volatility environment: the impact of sharing rules

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