A note on optimal risk sharing on $L^p$ spaces (Q1785746)
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scientific article; zbMATH DE number 6945856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on optimal risk sharing on $L^p$ spaces |
scientific article; zbMATH DE number 6945856 |
Statements
A note on optimal risk sharing on $L^p$ spaces (English)
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1 October 2018
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risk sharing
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law-invariant convex risk measures
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maximum risk measure
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Pareto optimality
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portfolio theory
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0.91572297
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0.9090394
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0.90064347
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0.89556843
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0.8934557
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0.89241594
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0.88770443
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0.88515186
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0.88049245
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0.8796994
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