Bilateral risk sharing with heterogeneous beliefs and exposure constraints
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Cites work
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Cited in
(20)- Ex ante payments in self-enforcing risk-sharing contracts
- Investment and bilateral insurance
- Output shares in bilateral agency contracts
- Budget-constrained optimal insurance with belief heterogeneity
- The risk-sharing problem under limited liability constraints in a single-period model
- Pareto-optimal reinsurance policies with maximal synergy
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- Optimal Risk-Sharing When Risk Preferences are Uncertain
- Risk sharing with expected and dual utilities
- Optimal risk-sharing under mutually singular beliefs
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility
- A risk-sharing framework of bilateral contracts
- Are reference measures of law-invariant functionals unique?
- Risk sharing under heterogeneous beliefs without convexity
- Risk sharing, measuring variability, and distortion riskmetrics
- Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
- Axiomatic risk sharing and capital allocation
- Risk sharing with lambda value-at-risk under heterogeneous beliefs
- Comonotonic improvement under feasibility constraints
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