General Pareto Optimal Allocations and Applications to Multi-Period Risks
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Publication:3395763
DOI10.2143/AST.38.1.2030405zbMath1169.91382OpenAlexW4233718276MaRDI QIDQ3395763
Giacomo Scandolo, Pauline Barrieu
Publication date: 13 September 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.38.1.2030405
Related Items (12)
Cooperative investment in incomplete markets under financial fairness ⋮ Intragroup transfers, intragroup diversification and their risk assessment ⋮ The composite iteration algorithm for finding efficient and financially fair risk-sharing rules ⋮ Multiobjective optimization, scalarization, and maximal elements of preorders ⋮ Risk measures induced by efficient insurance contracts ⋮ Pareto-optimal reinsurance arrangements under general model settings ⋮ Optimal collective investment: an analysis of individual welfare ⋮ Partial equilibria with convex capital requirements: existence, uniqueness and stability ⋮ Multi-period risk sharing under financial fairness ⋮ Ex-ante estate division under strong Pareto efficiency ⋮ ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS ⋮ LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS
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- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
- Pareto-optimal Contracts in an Insurance Market
- Optimal Growth with Intertemporally Dependent Preferences
- Equilibrium in a Reinsurance Market
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