The composite iteration algorithm for finding efficient and financially fair risk-sharing rules

DOI10.1016/j.jmateco.2017.07.008zbMath1394.91226MaRDI 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

zbMATH Keywords

fair division; risk sharing; Perron-Frobenius theory; eigenvector computation; collectives

Mathematics Subject Classification ID

91B50: General equilibrium theory

91B32: Resource and cost allocation (including fair division, apportionment, etc.)

Related Items

LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS, A multi-objective interpretation of optimal transport, Ex-ante estate division under strong Pareto efficiency, Constrained stochastic cost allocation, Cooperative investment in incomplete markets under financial fairness

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