Robust optimal risk sharing and risk premia in expanding pools
Thomas Knispel, Roger J.A. Laeven, Gregor Svindland
| Year of publication: |
September 2016
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|---|---|
| Authors: | Knispel, Thomas ; Laeven, Roger J. A. ; Svindland, Gregor |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 182-195
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| Subject: | Risk sharing | Pareto optimality | Large pools | Ambiguity | Robust preferences | Convex risk measures | Risk premia | Risiko | Risk | Theorie | Theory | Risikoprämie | Risk premium | Risikomanagement | Risk management | Pareto-Optimum | Pareto efficiency | Entscheidung unter Risiko | Decision under risk | Risikomaß | Risk measure | Messung | Measurement | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.05.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597263