BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS
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Publication:5213448
DOI10.1017/asb.2019.39zbMath1431.91094OpenAlexW2999984739WikidataQ126404082 ScholiaQ126404082MaRDI QIDQ5213448
Publication date: 3 February 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2019.39
Related Items (5)
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility ⋮ Pareto-optimal reinsurance policies with maximal synergy ⋮ Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance ⋮ Bilateral risk sharing in a comonotone market with rank-dependent utilities ⋮ Budget-constrained optimal insurance with belief heterogeneity
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