Pages that link to "Item:Q4563755"
From MaRDI portal
The following pages link to COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755):
Displaying 19 items.
- Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator (Q322594) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs (Q1735045) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS (Q4563794) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798) (← links)
- AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL (Q4563813) (← links)
- Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses (Q5051108) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- Equilibria and efficiency in a reinsurance market (Q6193112) (← links)