Risk sharing with lambda value at risk

Peng Liu

Year of publication:	2025
Authors:	Liu, Peng
Published in:	Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 1, p. 313-333
Subject:	distortion risk measure \| expected shortfall \| expected utility \| inf-convolution \| lambda value at risk \| rank-dependent expected utility \| risk sharing \| value at risk \| Risikomaß \| Risk measure \| Risiko \| Risk \| Erwartungsnutzen \| Expected utility \| Theorie \| Theory \| Risikomanagement \| Risk management \| Messung \| Measurement \| Portfolio-Management \| Portfolio selection \| Erwartungsbildung \| Expectation formation \| Entscheidung unter Risiko \| Decision under risk

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