The diversification theorem restated: risk-pooling without assignment of probabilities

DOI10.1007/S11166-005-2929-0MaRDI QIDQ813063zbMATH OpenOpenAlexFDO

Authors Göran Skogh, Hong Wu

Publication date 30 January 2006

Published in Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11166-005-2929-0

zbMATH Keywords

uncertaintypoolingriskdecision-makingjustice

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites work

• scientific article; zbMATH DE number 3001285 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Perspectives of Risk Sharing
• Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes
• Risk Aversion in the Small and in the Large

Cited in

(3)

• Choices at various levels of uncertainty: an experimental test of the restated diversification theorem
• Does diversification promote risk reduction and profitability raise? Estimation of dynamic impacts using the pooled mean group model
• An optimal co-reinsurance strategy

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