The following pages link to Perspectives of Risk Sharing (Q4791988):
Displaying 34 items.
- The center of a convex set and capital allocation (Q319165) (← links)
- Coupled projects, core imputations, and the CAPM (Q443759) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
- Optimal joint survival reinsurance: an efficient frontier approach (Q661206) (← links)
- The diversification theorem restated: risk-pooling without assignment of probabilities (Q813063) (← links)
- Excess of loss reinsurance under joint survival optimality (Q860508) (← links)
- Optimal insurance under the insurer's risk constraint (Q931186) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
- Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
- On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
- Core of the reinsurance market with dependent risks (Q1655918) (← links)
- Three environmental probabilistic risk problems (Q1764310) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Optimal risk sharing with general deviation measures (Q1931641) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
- Borch's theorem from the perspective of comonotonicity (Q2015483) (← links)
- The economics of sharing macro-longevity risk (Q2038269) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Pareto-optimal insurance policies: the case of normal summary risk (Q2255587) (← links)
- A Bowley solution with limited ceded risk for a monopolistic reinsurer (Q2306102) (← links)
- An insurance network: Nash equilibrium (Q2492181) (← links)
- Optimal decision rule in forming an insurance portfolio (Q2494828) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075) (← links)
- Optimal portfolio delegation when parties have different coefficients of risk aversion (Q3375392) (← links)
- Optimal retention levels, given the joint survival of cedent and reinsurer (Q3440868) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
- LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (Q5140090) (← links)
- Optimal risk control and dividend policies under excess of loss reinsurance (Q5711152) (← links)
- The Nash bargaining solution vs. equilibrium in a reinsurance syndicate (Q5894131) (← links)
- The Nash bargaining solution vs. equilibrium in a reinsurance syndicate (Q5894132) (← links)