Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Elisa Mastrogiacomo; Emanuela Rosazza Gianin
| Year of publication: |
2015
|
|---|---|
| Authors: | Mastrogiacomo, Elisa ; Rosazza Gianin, Emanuela |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 2, p. 149-167
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| Subject: | Risk measures | Quasiconvex | Pareto optimal | Risk sharing | Inf-convolution | Risiko | Risk | Pareto-Optimum | Pareto efficiency | Risikomaß | Risk measure | Risikomanagement | Risk management | Messung | Measurement | Wohlfahrtsökonomik | Welfare economics | Vertragstheorie | Contract theory | Allokation | Allocation | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011349444