Optimal risk-sharing under mutually singular beliefs
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Cites work
- scientific article; zbMATH DE number 1154013 (Why is no real title available?)
- scientific article; zbMATH DE number 3086058 (Why is no real title available?)
- Agreeable bets with multiple priors
- Ambiguity, uncertainty aversion and equilibrium welfare
- Equilibrium in a Reinsurance Market
- Infinite dimensional analysis. A hitchhiker's guide.
- Intertemporal equilibria with Knightian uncertainty
- Knightian decision theory. I.
- Lexicographic Probabilities and Choice Under Uncertainty
- Maxmin expected utility with non-unique prior
- Minimax tests and the Neyman-Pearson lemma for capacities
- Monotone continuous multiple priors
- Mutual absolute continuity of multiple priors
- On equilibria when agents have multiple priors
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Sharing Beliefs: Between Agreeing and Disagreeing
- Sharing risk and ambiguity
- Subjective Beliefs and ex ante Trade
- The arbitrage pricing theorem with incomplete preferences
- Uncertainty and Risk in Financial Markets
- Uncertainty, risk-neutral measures and security price booms and crashes
Cited in
(14)- Sharing beliefs and the absence of betting in the Choquet expected utility model
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Optimal risk sharing with background risk
- A note on optimal risk sharing on $L^p$ spaces
- Weighted comonotonic risk sharing under heterogeneous beliefs
- Beliefs and Pareto efficient sets: a remark.
- Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
- The risk-sharing problem under limited liability constraints in a single-period model
- Risk sharing under heterogeneous beliefs without convexity
- Optimal risk sharing with different reference probabilities
- Effective risk aversion in thin risk‐sharing markets
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
- Robust optimal risk sharing and risk premia in expanding pools
- Quantile-based risk sharing with heterogeneous beliefs
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