Multi-period risk sharing under financial fairness

DOI10.1016/j.insmatheco.2016.10.015zbMath1394.91187OpenAlexW3126041614MaRDI QIDQ506070

Eduard H. M. Ponds, Hailong Bao, Johannes M. Schumacher

Publication date: 31 January 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/04b62738-dea6-4591-95c9-e13b1d60621e

zbMATH Keywords

Pareto efficiencycontract designcollective pension fundsfinancial fairnessintertemporal risk sharing

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (4)

Utilitarian versus neutralitarian design of endowment fund policies ⋮ Cooperative investment in incomplete markets under financial fairness ⋮ The composite iteration algorithm for finding efficient and financially fair risk-sharing rules ⋮ LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Budget-constrained Pareto-efficient allocations
• General Pareto Optimal Allocations and Applications to Multi-Period Risks
• Financial fairness and conditional indexation
• A Note on an Iterative Test of Edelstein⁽¹⁾
• Equilibrium in a Reinsurance Market

This page was built for publication: Multi-period risk sharing under financial fairness