A numerical approach for a class of risk-sharing problems
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Publication:533900
DOI10.1016/j.jmateco.2010.10.004zbMath1211.91114OpenAlexW2074104247MaRDI QIDQ533900
Aimé Lachapelle, Guillaume Carlier
Publication date: 10 May 2011
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.10.004
Related Items (3)
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory ⋮ Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities ⋮ Equimeasurable Rearrangements with Capacities
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