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Multivariate risk sharing and the derivation of individually rational Pareto optima
Chateauneuf, Alain; Mostoufi, Mina; Vyncke, David - In: Mathematical social sciences 74 (2015), pp. 73-78
Persistent link: https://www.econbiz.de/10011438520
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Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
Denuit, Michel; Rey, Béatrice - In: Mathematical social sciences 60 (2010) 2, pp. 137-143
Persistent link: https://www.econbiz.de/10009300837
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Risk apportionment and multiply monotone targets
Denuit, Michel - In: Mathematical social sciences 92 (2018), pp. 74-77
Persistent link: https://www.econbiz.de/10012109086