Pages that link to "Item:Q929349"
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The following pages link to Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349):
Displaying 36 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Optimal lottery (Q478108) (← links)
- A numerical approach for a class of risk-sharing problems (Q533900) (← links)
- Extreme events and entropy: a multiple quantile utility model (Q648372) (← links)
- Pareto efficiency for the concave order and multivariate comonotonicity (Q665460) (← links)
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Strategy-proof risk sharing (Q1779831) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- Restrictions and identification in a multidimensional risk-sharing problem (Q2249579) (← 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)
- Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- Representative consumer's risk aversion and efficient risk-sharing rules (Q2469863) (← 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)
- OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (Q3084596) (← links)
- Efficient Risk Sharing: The Last Frontier (Q3114665) (← links)
- RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798) (← links)
- Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
- ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
- Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)
