scientific article; zbMATH DE number 4113816
From MaRDI portal
Publication:4729218
zbMath0679.62090MaRDI QIDQ4729218
William S. Jewell, Hans Bühlmann
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
portfolioutility functioninsurance concept of fairnessPareto-optimal risk-sharing agreementsimultaneous improvement of risk
Related Items (14)
Equilibrium in risk-sharing games ⋮ PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS ⋮ RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES ⋮ RISK SHARING WITH EXPECTED AND DUAL UTILITIES ⋮ Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization ⋮ A multi-objective interpretation of optimal transport ⋮ Obituary: William S. Jewell (1932--2003) ⋮ LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING ⋮ Optimal risk transfer for agents with germs ⋮ On optimal allocation of risk vectors ⋮ Allocation of risks and equilibrium in markets with finitely many traders ⋮ Monotone and cash-invariant convex functions and hulls ⋮ BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS ⋮ Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
This page was built for publication: