Pages that link to "Item:Q1587387"
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The following pages link to Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387):
Displaying 50 items.
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Sharing risk and ambiguity (Q449190) (← links)
- Optimal risk-sharing under mutually singular beliefs (Q477786) (← links)
- Optimal lottery (Q478108) (← links)
- Uncertain equilibria and incomplete preferences (Q478115) (← links)
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents (Q514488) (← links)
- Efficient allocations under ambiguity (Q548260) (← links)
- Informational efficiency with ambiguous information (Q641824) (← links)
- Ambiguity aversion and trade (Q641835) (← links)
- Diversification, convex preferences and non-empty core in the Choquet expected utility model. (Q699019) (← links)
- Participation in risk sharing under ambiguity (Q829510) (← links)
- Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
- Aggregation under homogeneous ambiguity: a two-fund separation result (Q868600) (← links)
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity (Q926235) (← links)
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349) (← links)
- Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
- Effects of uncertainty aversion on the call option market (Q944232) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion (Q1049235) (← links)
- Sharing beliefs and the absence of betting in the Choquet expected utility model (Q1402924) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Optimal insurance design with a bonus (Q1681091) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Risk sharing in the small and in the large (Q1753718) (← links)
- Aggregate risk sharing and equivalent financial mechanisms in an endowment economy of incomplete participation (Q1762767) (← links)
- Strategy-proof risk sharing (Q1779831) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Interim efficiency with MEU-preferences (Q1958962) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Lack of prevalence of the endowment effect: an equilibrium analysis (Q2092789) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- General equilibrium, preferences and financial institutions after the crisis (Q2256987) (← links)
- Sharing ambiguous risks (Q2258846) (← links)
- When does aggregation reduce risk aversion? (Q2276555) (← links)
- The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility (Q2336900) (← links)
- Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- Multivariate risk sharing and the derivation of individually rational Pareto optima (Q2344378) (← links)
- Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
- Equilibrium in risk-sharing games (Q2364537) (← links)
- The composite iteration algorithm for finding efficient and financially fair risk-sharing rules (Q2402823) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- Competitive insurance market in the presence of ambiguity (Q2427809) (← links)
- Agreeable bets with multiple priors (Q2496237) (← links)
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- On sharing of risk and resources (Q2906481) (← links)
- Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
- OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
- Risk Exchange with Distorted Probabilities (Q3632869) (← links)
