On the optimal risk allocation problem
type: Item
instance of: scholarly article
title: On the optimal risk allocation problem
zbMATH Open document ID: 1186.91117
author: Christian Burgert
author: Ludger Rüschendorf
published in: Statistics & Risk Modeling
publication date: 2007-01-30T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 5119810
zbMATH Keywords: Pareto optimal risk allocation
zbMATH Keywords: risk sharing
zbMATH Keywords: risk measures
zbMATH Keywords: equilibrium
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2060969953
DOI: 10.1524/STND.2006.24.1.153
Recommended article: On optimal allocation of risk vectors
Recommended article: An optimal allocation of risk and insurance problems
Recommended article: Optimal risk allocation for convex risk functionals in general risk domains
Recommended article: Risk measures in the portfolio optimization problems
Recommended article: Problem of selecting an optimal portfolio with a probabilistic risk function
Recommended article: Optimal expected utility risk measures
Recommended article: OPTIMAL NUMERAIRES FOR RISK MEASURES
Recommended article: Characterization of optimal risk allocations for convex risk functionals
Recommended article: On Minimax Risk
description: scientific article; zbMATH DE number 5119810