Bilateral risk sharing in a comonotone market with rank-dependent utilities
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Publication:2682994
DOI10.1016/j.insmatheco.2022.09.006OpenAlexW4297141705MaRDI QIDQ2682994
Publication date: 1 February 2023
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.09.006
Pareto optimalitycalculus of variationsrisk sharingcomonotonicityrank-dependent expected utilitycomonotone market
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