Pages that link to "Item:Q1931641"

The following pages link to Optimal risk sharing with general deviation measures (Q1931641):

Displaying 22 items.

• Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
• The center of a convex set and capital allocation (Q319165) (← links)
• Optimal risk-sharing under mutually singular beliefs (Q477786) (← links)
• Synergy effect of cooperative investment (Q513649) (← 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)
• Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
• On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
• Optimal risk sharing with different reference probabilities (Q1023105) (← links)
• The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
• Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← links)
• A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
• Optimal risk sharing under distorted probabilities (Q1932519) (← links)
• Extended gradient of convex function and capital allocation (Q2083970) (← links)
• Optimal sharing rule for a household with a portfolio management problem (Q2334838) (← links)
• Optimal risk sharing with background risk (Q2370496) (← links)
• Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
• Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
• Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
• COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES (Q4917303) (← links)
• Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)