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Compensation, reward, and the measurement of unfair inequalities

Brunori, Paolo; Peragine, Vitorocco - In: Inequality of opportunity : theory and measurement, (pp. 1-21). 2011

Persistent link: https://www.econbiz.de/10009425162

Earnings of self-employed workers and peer effects among teenagers

Kawaguchi, Daiji - 2002

Persistent link: https://www.econbiz.de/10003777005

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

Robust optimal risk sharing and risk premia in expanding pools

Knispel, Thomas; Laeven, Roger J. A.; Svindland, Gregor - In: Insurance / Mathematics & economics 70 (2016), pp. 182-195

Persistent link: https://www.econbiz.de/10011597263

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

A form of multivariate pareto distribution with applications to financial risk measurement

Su, Jianxi; Furman, Edward - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 331-357

Persistent link: https://www.econbiz.de/10011671067

A note on optimal risk sharing on image spaces

Kromer, Eduard; Overbeck, Ludger - In: Operations research letters 44 (2016) 2, pp. 202-208

Persistent link: https://www.econbiz.de/10011457296

On Pareto-Optimal Reinsurance with Constraints Under Distortion Risk Measures

Jiang, Wenjun - 2017

This paper studies the Pareto-optimal reinsurance policies, where both the insurer's and the reinsurer's risks and returns are considered. We assume that the risks of the insurer and the reinsurer, as well as the reinsurance premium, are determined by some distortion risk measures with different...

Persistent link: https://www.econbiz.de/10012958228

Chapter 1 Compensation, Reward, and the Measurement of Unfair Inequalities

Brunori, Paolo; Peragine, Vito - In: Inequality of opportunity : theory and measurement, (pp. 1-21). 2011

Purpose – In this chapter we discuss to what extent some of the measures of inequality of opportunity (IOp hereafter) proposed in the literature meet the reward and the compensation principles. Methodology – We study the direct unfairness and fairness gap measures proposed by Fleurbaey and...

Persistent link: https://www.econbiz.de/10015379675

Risk measures induced by efficient insurance contracts

Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas - In: Insurance / Mathematics & economics 103 (2022), pp. 56-65

Persistent link: https://www.econbiz.de/10013198326