Pages that link to "Item:Q533900"
From MaRDI portal
The following pages link to A numerical approach for a class of risk-sharing problems (Q533900):
Displaying 14 items.
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Multi-period risk sharing under financial fairness (Q506070) (← links)
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349) (← links)
- A numerical approach to utility functions in risk theory (Q1082025) (← links)
- Risk transportation via a clique number problem formulation. (Q1412758) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Restrictions and identification in a multidimensional risk-sharing problem (Q2249579) (← links)
- Optimal sharing rule for a household with a portfolio management problem (Q2334838) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- The composite iteration algorithm for finding efficient and financially fair risk-sharing rules (Q2402823) (← links)
- (Q4430539) (← links)
- Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)