Pages that link to "Item:Q2488480"
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The following pages link to Inf-convolution of risk measures and optimal risk transfer (Q2488480):
Displaying 50 items.
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk (Q495448) (← links)
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- On optimal allocation of risk vectors (Q661232) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Short note on inf-convolution preserving the Fatou property (Q666299) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Risk minimization and optimal derivative design in a principal agent game (Q841647) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives) (Q1408118) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- The effect of market power on risk-sharing (Q1679556) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- The risk transfer of non-tradable risks under model uncertainty (Q1757937) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- Efficiency and equilibria in games of optimal derivative design (Q1938971) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
