Pages that link to "Item:Q935821"

The following pages link to On comonotonicity of Pareto optimal risk sharing (Q935821):

Displaying 24 items.

• Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
• Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
• A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
• Synergy effect of cooperative investment (Q513649) (← links)
• On optimal allocation of risk vectors (Q661232) (← links)
• Pareto efficiency for the concave order and multivariate comonotonicity (Q665460) (← links)
• Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
• Multivariate comonotonicity (Q1041082) (← links)
• Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
• A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
• Optimal risk sharing under distorted probabilities (Q1932519) (← links)
• Competitive equilibria in a comonotone market (Q2074058) (← links)
• Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
• Multivariate risk sharing and the derivation of individually rational Pareto optima (Q2344378) (← links)
• Convex order and comonotonic conditional mean risk sharing (Q2445340) (← links)
• Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance''. (Q2513309) (← links)
• Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
• COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
• PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
• COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES (Q4917303) (← links)
• Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
• Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
• WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
• Optimal multivariate financial decision making (Q6107002) (← links)