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Econometric modeling of input-driven output risk through a versatile CES production function
Zeytoon-Nejad, Ali; Goodwin, Barry K. - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-23
The conventional functional form of the Constant-Elasticity-of-Substitution (CES) production function is a general production function nesting a number of other forms of production functions. Examples of such functions include Leontief, Cobb–Douglas, and linear production functions....
Persistent link: https://www.econbiz.de/10014305969
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Optimal risk sharing under distorted probabilities
Ludkovski, Michael; Young, Virginia R. - In: Mathematics and financial economics 2 (2009) 2, pp. 87-105
Persistent link: https://www.econbiz.de/10003871600
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On tail value-at-risk for sums of non-independent random variables with a generalized Pareto distribution
Campana, Antonella - In: The Geneva risk and insurance review 32 (2007) 2, pp. 169-180
Persistent link: https://www.econbiz.de/10003569000
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Pareto efficiency for the concave order and multivariate comonotonicity
Carlier, Guillaume; Dana, Rose-Anne; Galichon, A. - In: Journal of economic theory 147 (2012) 1, pp. 207-229
Persistent link: https://www.econbiz.de/10009548953
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The idea of a sociology of risk and uncertainty : insight from Pareto
Marshall, Alasdair J.; Guidi, Marco G. D. - In: Vilfredo Pareto : beyond disciplinary boundaries, (pp. 85-110). 2012
Persistent link: https://www.econbiz.de/10009522940
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Pareto weights as wedges in two-country models
Backus, David; Coleman, Chase; Ferriere, Axelle; Lyon, … - 2015
Persistent link: https://www.econbiz.de/10011428017
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Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela - In: Mathematics and financial economics 9 (2015) 2, pp. 149-167
Persistent link: https://www.econbiz.de/10011349444
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Game-theoretic approaches to optimal risk sharing
Boonen, Tim - 2014
Persistent link: https://www.econbiz.de/10010238900
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Borch's Theorem from the perspective of comonotonicity
Cheung, Ka Chun; Rong, Yian; Yam, Sheung Chi Phillip - In: Insurance / Mathematics & economics 54 (2014), pp. 144-151
Persistent link: https://www.econbiz.de/10010259657
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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