Pages that link to "Item:Q784448"
From MaRDI portal
The following pages link to Characterizing optimal allocations in quantile-based risk sharing (Q784448):
Displaying 10 items.
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
- Risk Attribution Using the Shapley Value: Methodology and Policy Applications (Q4555585) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- (Q6154768) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)