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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

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

Game-theoretic approaches to optimal risk sharing

Boonen, Tim - 2014

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The design of private reinsurance contracts

Baptiste, Eslyn Jean; Santomero, Anthony M. - 1998

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Pareto optimal pension risk allocations

Muns, Sander; Werker, Bas J. M. - In: De economist : quarterly review of the Royal … 170 (2022) 1, pp. 133-172

Persistent link: https://www.econbiz.de/10013184164

Pareto Optimal Allocations and Optimal Risk Sharing for Quasiconvex Risk Measures

Mastrogiacomo, Elisa - 2014

Pareto optimal allocations and optimal risk sharing for coherent or convex risk measures as well as for insurance prices have been studied widely in the literature. In particular, Pareto optimal allocations have been characterized by applying inf-convolution of risk measures and convex...

Persistent link: https://www.econbiz.de/10013060083