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isPartOf:"Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risiko"
~type_genre:"Article in journal"
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Search: subject_exact:"Pareto efficiency"
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Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
Insurance / Mathematics & economics
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4
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3
Astin bulletin : the journal of the International Actuarial Association
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Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
2
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
Saved in:
3
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
4
Multi-period risk sharing under financial fairness
Bao, Hailong
;
Ponds, Eduard
;
Schumacher, Johannes M.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 49-66
Persistent link: https://www.econbiz.de/10011691513
Saved in:
5
Risk aggregation in multivariate dependent Pareto distributions
Sarabia Alzaga, José Maria
;
Gómez-Déniz, Emilio
; …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 154-163
Persistent link: https://www.econbiz.de/10011630633
Saved in:
6
Robust optimal risk sharing and risk premia in expanding pools
Knispel, Thomas
;
Laeven, Roger J. A.
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011597263
Saved in:
7
Borch's Theorem from the perspective of comonotonicity
Cheung, Ka Chun
;
Rong, Yian
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 144-151
Persistent link: https://www.econbiz.de/10010259657
Saved in:
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