Competitive equilibria in a comonotone market
type: Item
instance of: scholarly article
title: Competitive equilibria in a comonotone market
zbMATH Open document ID: 1482.91123
author: Tim J. Boonen
author: F. Liu
author: Ruodu Wang
published in: Economic Theory
publication date: 2022-02-04T00:00:00Z
Mathematics Subject Classification ID: 91B52
zbMATH DE Number: 7469139
zbMATH Keywords: competitive equilibria
zbMATH Keywords: comonotone market
zbMATH Keywords: dual utilities
zbMATH Keywords: rank-dependent utilities
zbMATH Keywords: pricing kernel
MaRDI profile type: Publication
full work available at URL: s00199-020-01319-4
OpenAlex ID: W2782977396
cites work: Equilibrium in risk-sharing games
cites work: Pricing rules and Arrow-Debreu ambiguous valuation
cites work: Existence of an Equilibrium for a Competitive Economy
cites work: Coherent measures of risk
cites work: Inf-convolution of risk measures and optimal risk transfer
cites work: Equilibria Under Knightian Price Uncertainty
cites work: OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
cites work: COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES
cites work: RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES
cites work: Equilibrium in a Reinsurance Market
cites work: OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
cites work: Pareto-optimal reinsurance arrangements under general model settings
cites work: Pareto efficient insurance contracts when the insurer's cost function is discontinuous
cites work: Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
cites work: Asset market equilibrium in infinite dimensional complete markets
cites work: Risk aversion in the theory of expected utility with rank dependent probabilities
cites work: Existence and Uniqueness of Equilibria When Preferences are Additively Separable
cites work: Arbitrage, duality and asset equilibria
cites work: OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES
cites work: Intertemporal equilibria with Knightian uncertainty
cites work: Financial market equilibria with cumulative prospect theory
cites work: Non-additive measure and integral
cites work: Quantile-Based Risk Sharing
cites work: Quantile-based risk sharing with heterogeneous beliefs
cites work: Stochastic finance. An introduction in discrete time.
cites work: Pareto Equilibria with coherent measures of risk
cites work: Three Solutions to the Pricing Kernel Puzzle*
cites work: Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting
cites work: OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
cites work: Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
cites work: On comonotonicity of Pareto optimal risk sharing
cites work: Optimal risk sharing under distorted probabilities
cites work: Q4902563
cites work: Egalitarian-Equivalent Cost Sharing of a Public Good
cites work: Serial Cost Sharing
cites work: Asset Market Equilibrium with Short-Selling
cites work: Cumulative prospect theory and the St. Petersburg paradox
cites work: Mathematical Risk Analysis
cites work: Integral Representation Without Additivity
cites work: Risk Exchange with Distorted Probabilities
cites work: Advances in prospect theory: cumulative representation of uncertainty
cites work: Axiomatic characterization of insurance prices
cites work: Arbitrage and the Existence of Competitive Equilibrium
cites work: ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
cites work: Optimal insurance under rank‐dependent utility and incentive compatibility
cites work: The Dual Theory of Choice under Risk
DOI: 10.1007/S00199-020-01319-4
description: scientific article; zbMATH DE number 7469139