Pages that link to "Item:Q2370496"

The following pages link to Optimal risk sharing with background risk (Q2370496):

Displaying 50 items.

• Optimal reinsurance with multiple tranches (Q306745) (← links)
• Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization (Q506061) (← links)
• Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
• On cross-risk vulnerability (Q659125) (← links)
• Securitizing and tranching longevity exposures (Q659204) (← links)
• Robustness regions for measures of risk aggregation (Q727667) (← links)
• Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
• Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
• Optimal risk sharing with different reference probabilities (Q1023105) (← links)
• Optimal saving in the presence of two risks (Q1028683) (← links)
• Who buys and who sells options: the role of options in an economy with background risk (Q1270754) (← links)
• A note on optimal insurance in the presence of a nonpecuniary background risk (Q1408480) (← links)
• Standard risk aversion and efficient risk sharing (Q1626970) (← links)
• Optimal insurance design under background risk with dependence (Q1641137) (← links)
• Optimal insurance design with a bonus (Q1681091) (← links)
• Revenue-sharing clubs provide economic insurance and incentives for sustainability in common-pool resource systems (Q1714188) (← links)
• A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
• Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts (Q1916300) (← links)
• Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
• Insurance with heterogeneous preferences (Q2092781) (← links)
• Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
• Risk sharing with multiple indemnity environments (Q2239902) (← links)
• Equilibrium recoveries in insurance markets with limited liability (Q2283131) (← links)
• The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility (Q2336900) (← links)
• Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
• Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
• On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
• Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
• The solution of the optimal insurance problem with background risk (Q2422471) (← links)
• Risky asset allocation and consumption rule in the presence of background risk and insurance markets (Q2427821) (← links)
• Optimal insurance under multiple sources of risk with positive dependence (Q2445360) (← links)
• Are generalized call-spreads efficient? (Q2457249) (← links)
• Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
• Optimal reinsurance with regulatory initial capital and default risk (Q2513436) (← links)
• Preserving the Rothschild-Stiglitz type of increasing risk with background risk (Q2520442) (← links)
• Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
• Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
• Structured reinsurance deals with reference to relative market performance (Q2665848) (← links)
• Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
• Regret-based optimal insurance design (Q2670106) (← links)
• Risk measures induced by efficient insurance contracts (Q2670123) (← links)
• Optimal insurance under maxmin expected utility (Q2697500) (← links)
• Optimal insurance contract with stochastic background wealth (Q2868602) (← links)
• Law invariant risk measures on <i>L</i> ^∞ (ℝ^<i>d</i>)<i /> (Q3104431) (← links)
• An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
• CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
• OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES (Q4691246) (← links)
• Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
• Endogenous Inverse Demand Functions (Q5058034) (← links)
• OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK (Q5152553) (← links)