The average risk sharing problem under risk measure and expected utility theory
Tiantian Mao, Jiuyun Hu, Haiyan Liu
| Year of publication: |
November 2018
|
|---|---|
| Authors: | Mao, Tiantian ; Hu, Jiuyun ; Liu, Haiyan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 83.2018, p. 170-179
|
| Subject: | Risk sharing | Average-inf-convolution | Expected utility | Convex risk measure | Utility-based shortfall | Erwartungsnutzen | Risiko | Risk | Theorie | Theory | Entscheidung unter Risiko | Decision under risk | Risikomaß | Risk measure | Messung | Measurement | Risikomanagement | Risk management | Nutzen | Utility | Portfolio-Management | Portfolio selection |