On comonotonicity of Pareto optimal risk sharing
type: Item
instance of: scholarly article
title: On comonotonicity of Pareto optimal risk sharing
zbMATH Open document ID: 1140.91424
author: Michael Ludkovski
author: Ludger Rüschendorf
published in: Statistics \& Probability Letters
publication date: 2008-08-08T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5309320
MaRDI profile type: Publication
full work available at URL: j.spl.2007.11.031
OpenAlex ID: W2025989322
cites work: Perspectives of Risk Sharing
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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: Comparison methods for stochastic models and risks
cites work: Ordering risks: expected utility theory versus Yaari's dual theory of risk
DOI: 10.1016/J.SPL.2007.11.031
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description: scientific article; zbMATH DE number 5309320