Bilateral risk sharing in a comonotone market with rank-dependent utilities
Tim J. Boonen, Wenjun Jiang
| Year of publication: |
2022
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|---|---|
| Authors: | Boonen, Tim J. ; Jiang, Wenjun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 107.2022, p. 361-378
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| Subject: | Risk sharing | Rank-dependent expected utility | Comonotonicity | Comonotone market | Calculus of variations | Pareto optimality | Theorie | Theory | Risiko | Risk | Nutzen | Utility | Erwartungsnutzen | Expected utility | Erwartungsbildung | Expectation formation | Pareto-Optimum | Pareto efficiency | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013471256