Pages that link to "Item:Q939347"
From MaRDI portal
The following pages link to Allocation of risks and equilibrium in markets with finitely many traders (Q939347):
Displaying 32 items.
- The center of a convex set and capital allocation (Q319165) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- On optimal allocation of risk vectors (Q661232) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Competitive equilibrium on risk exchanges: A constrained market approach (Q795461) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
- The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
- Optimal risk sharing with general deviation measures (Q1931641) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Risk allocation and financial intermediation (Q2108767) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- Equilibrium in risk-sharing games (Q2364537) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342) (← links)
- OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
- Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)
- Existence of linear equilibria in the Kyle model with multiple informed traders (Q5941378) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- Risk sharing under heterogeneous beliefs without convexity (Q6619587) (← links)