Optimal risk-sharing under mutually singular beliefs
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Publication:477786
DOI10.1016/J.MATHSOCSCI.2014.09.006zbMATH Open1308.91049OpenAlexW2035705137MaRDI QIDQ477786FDOQ477786
Authors: Weidong Tian, Dejian Tian 
Publication date: 9 December 2014
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2014.09.006
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Cites Work
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- Minimax tests and the Neyman-Pearson lemma for capacities
- Subjective Beliefs and ex ante Trade
- Sharing Beliefs: Between Agreeing and Disagreeing
- Equilibrium in a Reinsurance Market
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- The arbitrage pricing theorem with incomplete preferences
- Agreeable bets with multiple priors
Cited In (13)
- A note on optimal risk sharing on $L^p$ spaces
- Quantile-based risk sharing with heterogeneous beliefs
- Weighted comonotonic risk sharing under heterogeneous beliefs
- Beliefs and Pareto efficient sets: a remark.
- Sharing beliefs and the absence of betting in the Choquet expected utility model
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Robust optimal risk sharing and risk premia in expanding pools
- Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
- Optimal risk sharing with different reference probabilities
- Effective risk aversion in thin risk‐sharing markets
- The risk-sharing problem under limited liability constraints in a single-period model
- Optimal risk sharing with background risk
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
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