Pages that link to "Item:Q3417655"

The following pages link to On the optimal risk allocation problem (Q3417655):

Displaying 46 items.

• Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
• On a capital allocation by minimization of some risk indicators (Q303736) (← links)
• Optimal risk allocation for convex risk functionals in general risk domains (Q490351) (← links)
• Optimal risk transfer for agents with germs (Q661203) (← links)
• On optimal allocation of risk vectors (Q661232) (← links)
• Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
• Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755) (← links)
• Optimization of expected shortfall on convex sets (Q889467) (← links)
• On comonotonicity of Pareto optimal risk sharing (Q935821) (← 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)
• On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
• On the cyclical allocation of risk (Q1349576) (← links)
• Fair linking mechanisms for resource allocation with correlated player types (Q1698330) (← links)
• Optimal risk sharing with general deviation measures (Q1931641) (← links)
• On efficient portfolio selection using convex risk measures (Q1932548) (← links)
• Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
• Risk management with expected shortfall (Q2230765) (← links)
• Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
• Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
• Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
• Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance''. (Q2513309) (← links)
• Borch's theorem, equal margins, and efficient allocation (Q2520444) (← links)
• Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
• An optimal allocation of risk and insurance problems (Q2839624) (← links)
• OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
• Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
• PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
• BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
• On the price of risk in a mean-risk optimization model (Q4619512) (← links)
• On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
• Optimal payoffs under state-dependent preferences (Q4683070) (← links)
• (Q4729218) (← links)
• Construction and Hedging of Optimal Payoffs in Lévy Models (Q4976508) (← links)
• The optimal payoff for a Yaari investor (Q5041665) (← links)
• Group cohesion under individual regulatory constraints (Q5083401) (← links)
• Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
• The operation of infimal/supremal convolution in mathematical economics (Q5739575) (← links)
• Generalized statistical arbitrage concepts and related gain strategies (Q6054359) (← links)
• Fairness principles for insurance contracts in the presence of default risk (Q6054422) (← links)
• An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435) (← links)
• A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification (Q6160278) (← links)
• Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)