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Quantile-based risk sharing with heterogeneous beliefs - MaRDI portal

Quantile-based risk sharing with heterogeneous beliefs (Q2189443)

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Quantile-based risk sharing with heterogeneous beliefs
scientific article

    Statements

    title
    Quantile-based risk sharing with heterogeneous beliefs (English)
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    author
    Paul Embrechts
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    Haiyan Liu
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    Tiantian Mao
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    Ruodu Wang
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    publication date
    15 June 2020
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    zbMATH Keywords
    risk sharing
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    competitive equilibrium
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    belief heterogeneity
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    quantiles
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    non-convexity
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    risk measures
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    Identifiers

    Mathematics Subject Classification ID
    91B05
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    91G70
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    62P20
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    zbMATH DE Number
    7212157
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    OpenAlex ID
    W2909397041
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    Wikidata QID
    Q87411836
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