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WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS - MaRDI portal

WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571)

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scientific article; zbMATH DE number 7241936
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WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS
scientific article; zbMATH DE number 7241936

    Statements

    title
    WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (English)
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    author
    Haiyan Liu
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    publication date
    31 August 2020
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    zbMATH Keywords
    distortion risk measure
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    heterogeneous beliefs
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    individual rationality
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    value at risk
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    tail value at risk
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    cites work
    Q3277804
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    Q3526970
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    Convex Analysis
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    Identifiers

    DOI
    10.1017/asb.2020.6
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    zbMATH DE Number
    7241936
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    OpenAlex ID
    W3125840396
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