Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bilateral risk sharing in a comonotone market with rank-dependent utilities |
scientific article |
Statements
Bilateral risk sharing in a comonotone market with rank-dependent utilities (English)
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1 February 2023
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risk sharing
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rank-dependent expected utility
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comonotonicity
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comonotone market
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calculus of variations
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Pareto optimality
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