Equimeasurable Rearrangements with Capacities
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Publication:5252228
DOI10.1287/moor.2014.0677zbMath1377.91110OpenAlexW3121967162MaRDI QIDQ5252228
Publication date: 29 May 2015
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2014.0677
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Related Items (11)
A Neyman-Pearson problem with ambiguity and nonlinear pricing ⋮ Pareto-optimal insurance with an upper limit on the insurer's exposure ⋮ Arrow's Theorem of the Deductible with Heterogeneous Beliefs ⋮ Budget-constrained optimal insurance without the nonnegativity constraint on indemnities ⋮ On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence ⋮ Budget-constrained optimal insurance with belief heterogeneity ⋮ Budget-constrained optimal retention with an upper limit on the retained loss ⋮ BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS ⋮ Vigilant measures of risk and the demand for contingent claims ⋮ Ambiguity on the insurer's side: the demand for insurance ⋮ Cost-efficient contingent claims with market frictions
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