The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
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Publication:2402823
DOI10.1016/j.jmateco.2017.07.008zbMath1394.91226OpenAlexW3125018432MaRDI QIDQ2402823
Bas J. M. Werker, Jaroslav Pazdera, Johannes M. Schumacher
Publication date: 14 September 2017
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://pure.uva.nl/ws/files/25395658/SSRN_id2393288.pdf
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Related Items (5)
Cooperative investment in incomplete markets under financial fairness ⋮ A multi-objective interpretation of optimal transport ⋮ Ex-ante estate division under strong Pareto efficiency ⋮ LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS ⋮ Constrained stochastic cost allocation
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