Pages that link to "Item:Q2488480"

The following pages link to Inf-convolution of risk measures and optimal risk transfer (Q2488480):

Displaying 50 items.

• Weak runs in sequences of binary trials (Q2142462) (← links)
• Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
• Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
• Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
• Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
• The strictest common relaxation of a family of risk measures (Q2276204) (← links)
• Exhibiting abnormal returns under a risk averse strategy (Q2282734) (← links)
• The strong Fatou property of risk measures (Q2283647) (← links)
• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
• A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
• Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
• Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
• Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
• Equilibrium in risk-sharing games (Q2364537) (← links)
• Optimal risk transfer and investment policies based upon stochastic differential utilities (Q2372259) (← links)
• Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
• The composite iteration algorithm for finding efficient and financially fair risk-sharing rules (Q2402823) (← links)
• Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
• Convex pricing by a generalized entropy penalty (Q2426607) (← links)
• Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints (Q2442509) (← links)
• Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
• Optimal derivatives design for mean-variance agents under adverse selection (Q2459036) (← links)
• Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
• Computing strategies for achieving acceptability: a Monte Carlo approach (Q2464857) (← links)
• Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
• Dynamic exponential utility indifference valuation (Q2572403) (← links)
• Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
• Minkowski deviation measures (Q2679207) (← links)
• Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
• Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• A quadratic hedging approach to comparison of catastrophe indices (Q2909516) (← links)
• Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
• Risk Measures and Efficient use of Capital (Q3067085) (← links)
• Conditional Analysis and a Principal-Agent Problem (Q3188152) (← links)
• General Pareto Optimal Allocations and Applications to Multi-Period Risks (Q3395763) (← links)
• RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396) (← links)
• Risk Measures and Robust Optimization Problems (Q3424149) (← links)
• Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
• VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123) (← links)
• DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
• EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342) (← links)
• SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS (Q3527431) (← links)
• OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
• ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
• Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
• The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)
• PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
• Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← links)
• LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)