Multi-period risk sharing under financial fairness
Year of publication: |
January 2017
|
---|---|
Authors: | Bao, Hailong ; Ponds, Eduard ; Schumacher, Johannes M. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 72.2017, p. 49-66
|
Subject: | Intertemporal risk sharing | Pareto efficiency | Financial fairness | Contract design | Collective pension funds | Prinzipal-Agent-Theorie | Agency theory | Pensionskasse | Pension fund | Risiko | Risk | Gerechtigkeit | Justice | Theorie | Theory | Pareto-Optimum |
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