Participation in risk sharing under ambiguity
From MaRDI portal
Publication:829510
DOI10.1007/s11238-020-09787-9zbMath1460.91076OpenAlexW2336727512MaRDI QIDQ829510
Publication date: 6 May 2021
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-020-09787-9
Related Items (2)
PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS ⋮ Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
Cites Work
- Unnamed Item
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
- Efficient allocations under ambiguity
- Ambiguity aversion and trade
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information
- Ambiguity made precise: A comparative foundation
- Agreeable trade with optimism and pessimism
- Interim efficient allocations under uncertainty
- Maxmin expected utility with non-unique prior
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Risk sharing in the small and in the large
- Ambiguity aversion and the absence of indexed debt
- Ambiguity, uncertainty aversion and equilibrium welfare
- Interim efficiency with MEU-preferences
- Sharing ambiguous risks
- Agreeable bets with multiple priors
- Ambiguity Aversion and Incompleteness of Financial Markets
- Axiomatic Foundations of Multiplier Preferences
- Subjective Beliefs and ex ante Trade
- Subjective Probability and Expected Utility without Additivity
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Sharing Beliefs: Between Agreeing and Disagreeing
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
This page was built for publication: Participation in risk sharing under ambiguity
