Optimal Risk Sharing for Maxmin Choquet Expected Utility Model

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
A representation of risk measures
Stochastic finance. An introduction in discrete time.
Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\)
Optimal risk-sharing under mutually singular beliefs
Uncertainty averse preferences
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
Agreeable trade with optimism and pessimism
Foundations of neo-Bayesian statistics
Coherent risk measure, equilibrium and equilibrium pricing
Invariance principles for the law of the iterated logarithm under \(G\)-framework
Optimal capital and risk allocations for law- and cash-invariant convex functions
Maxmin expected utility with non-unique prior
Non-additive measure and integral
Axiomatic characterization of insurance prices
Sharing beliefs and the absence of betting in the Choquet expected utility model
Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
Updating ambiguous beliefs
On equilibria when agents have multiple priors
Ambiguity, uncertainty aversion and equilibrium welfare
Differentiating ambiguity and ambiguity attitude
Optimal risk sharing under distorted probabilities
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
A strong law of large numbers for non-additive probabilities
Choice under uncertainty with the best and worst in mind: Neo-additive capacities
Inf-convolution of risk measures and optimal risk transfer
Agreeable bets with multiple priors
Subjective Beliefs and ex ante Trade
Subjective Probability and Expected Utility without Additivity
Bayesian updating and belief functions
Sharing Beliefs: Between Agreeing and Disagreeing
Pareto Equilibria with coherent measures of risk
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS

This page was built for publication: Optimal Risk Sharing for Maxmin Choquet Expected Utility Model