Pages that link to "Item:Q1023105"
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The following pages link to Optimal risk sharing with different reference probabilities (Q1023105):
Displaying 27 items.
- Optimal risk-sharing under mutually singular beliefs (Q477786) (← links)
- Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (Q506085) (← links)
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents (Q514488) (← links)
- A numerical approach for a class of risk-sharing problems (Q533900) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387) (← 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)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- Optimal risk-sharing across a network of insurance companies (Q2212158) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- Optimal sharing rule for a household with a portfolio management problem (Q2334838) (← links)
- Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
- Optimal risk sharing with background risk (Q2370496) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798) (← links)
- WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
- BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS (Q5213448) (← links)
- Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- Are reference measures of law-invariant functionals unique? (Q6607489) (← links)
- Risk sharing under heterogeneous beliefs without convexity (Q6619587) (← links)