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  • Search: subject:"comonotonicity"
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Year of publication
Subject
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Comonotonicity 68 comonotonicity 34 Risk 31 Risiko 28 Theorie 25 Theory 25 Risikomaß 14 Risk measure 14 Messung 13 Risk measures 13 Measurement 12 Risikomodell 12 Risk model 12 Erwartungsnutzen 9 Expected utility 9 Risk management 8 Choquet integral 7 Risikomanagement 7 Choquet expected utility 6 Decision under uncertainty 6 Entscheidung unter Unsicherheit 6 Pareto efficiency 6 Portfolio selection 6 Convex order 5 Copula 5 Decision theory 5 Esscher transform 5 Option pricing theory 5 Optionspreistheorie 5 Portfolio-Management 5 value at risk 5 Additivity 4 Counter-monotonicity 4 Entscheidungstheorie 4 Exponential order 4 Finanzmathematik 4 HIX 4 Hedging 4 Laplace transform order 4 Lebensversicherung 4
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Online availability
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Free 48 Undetermined 45 CC license 2
Type of publication
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Article 66 Book / Working Paper 51
Type of publication (narrower categories)
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Article in journal 36 Aufsatz in Zeitschrift 36 Working Paper 11 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article 2
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Language
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English 60 Undetermined 57
Author
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Dhaene, Jan 17 Chateauneuf, Alain 10 Cheung, Ka Chun 7 Denuit, Michel 7 Galichon, Alfred 7 Tang, Qihe 7 Dana, Rose-Anne 6 Henry, Marc 6 Jouini, Elyès 6 Linders, Daniël 6 Penta, Antonio 5 Schoutens, Wim 5 Vyncke, David 5 Gavan, Malachy James 4 Goovaerts, Marc J. 4 Lo, Ambrose 4 Mostoufi, Mina 4 Napp, Clotilde 4 Tallon, Jean-Marc 4 Wang, Ruodu 4 Carlier, Guillaume 3 Ekeland, Ivar 3 Feng, Runhuan 3 Jing, Xiaochen 3 Kaas, Rob 3 Kojima, Hiroyuki 3 Laeven, Roger J.A. 3 Robert, Christian Yann 3 Wakker, P.P. 3 Wei, Wei 3 Bastianello, Lorenzo 2 Brandtner, Mario 2 Cai, Jun 2 Chopra, Anand 2 Cornet, Bernard 2 DE SCHEPPER, Ann 2 Dana, R.-A. 2 Dana, Rose Anne 2 Diecidue, E. 2 Durante, Fabrizio 2
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Institution
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Université Paris-Dauphine (Paris IX) 9 HAL 8 Tilburg University, Center for Economic Research 3 Tinbergen Instituut 3 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 2 Institute of Economic Research, Kyoto University 2 Université Paris-Dauphine 2 Department of Economics, Sciences économiques 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 International Centre for Economic Research (ICER) 1 Risk and Insurance Archive 1 Sciences économiques, Sciences Po 1 Tinbergen Institute 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Insurance 16 Insurance: Mathematics and Economics 13 Economics Papers from University Paris Dauphine 9 Post-Print / HAL 6 Tinbergen Institute Discussion Papers 4 Discussion Paper / Tilburg University, Center for Economic Research 3 Discussion paper / Tinbergen Institute 3 Tinbergen Institute Discussion Paper 3 Applied Econometrics 2 BSE working paper : working papers 2 Documents de travail du Centre d'Economie de la Sorbonne 2 European journal of operational research : EJOR 2 Finance and Stochastics 2 Journal of Economic Theory 2 KIER Working Papers 2 Open Access publications from Université Paris-Dauphine 2 Theoretical economics : TE ; an open access journal in economic theory 2 Working Papers / Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 2 Working Papers / HAL 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Astin bulletin : the journal of the International Actuarial Association 1 Dependence Modeling 1 EURO Journal on decision processes 1 Economic theory 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 European Journal of Operational Research 1 ICER Working Papers - Applied Mathematics Series 1 Insurance : mathematics and economics 1 International journal of financial engineering 1 International review of financial analysis 1 Journal of Banking & Finance 1 Journal of Mathematical Economics 1 Journal of banking & finance 1 MPRA Paper 1 Mathematical social sciences 1 Mathematics of operations research 1 Physica A: Statistical Mechanics and its Applications 1 Psychometrika 1 Quantitative finance 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1
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Source
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RePEc 68 ECONIS (ZBW) 44 EconStor 5
Showing 1 - 10 of 117
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Antimonotonicity for preference axioms : the natural counterpart to comonotonicity
Principi, Giulio; Wakker, Peter P.; Wang, Ruodu - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 3, pp. 831-855
Comonotonicity (''same variation'') of random variables minimizes hedging possibilities and has been widely used, e …''; abbreviated ''AC''), the natural counterpart to comonotonicity. It minimizes leveraging rather than hedging possibilities …
Persistent link: https://www.econbiz.de/10015455276
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Safe implementation in mixed nash equilibrium
Chopra, Anand; Gavan, Malachy James; Penta, Antonio - 2025
Persistent link: https://www.econbiz.de/10015437702
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Safe implementation in mixed nash equilibrium
Chopra, Anand; Gavan, Malachy James; Penta, Antonio - 2025
Persistent link: https://www.econbiz.de/10015439374
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Comonotonicity and Pareto optimality, with application to collaborative insurance
Denuit, Michel; Dhaene, Jan; Ghossoub, Mario; Robert, … - In: Insurance : mathematics and economics 120 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015431877
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Safe implementation
Gavan, Malachy J.; Penta, Antonio - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 4, pp. 1285-1322
necessary and sufficient conditions (namely, Comonotonicity and Safe No-Veto) that restrict the joint behavior of the SCC and of …
Persistent link: https://www.econbiz.de/10015532991
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Monotonicity of equilibria in nonatomic congestion games
Cominetti, Roberto; Dose, Valerio; Scarsini, Marco - In: European journal of operational research : EJOR 316 (2024) 2, pp. 754-766
Persistent link: https://www.econbiz.de/10014575607
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Gain-loss hedging and cumulative prospect theory
Bastianello, Lorenzo; Chateauneuf, Alain; Cornet, Bernard - 2024
Persistent link: https://www.econbiz.de/10015443165
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Gain-loss hedging and cumulative prospect theory
Bastianello, Lorenzo; Chateauneuf, Alain; Cornet, Bernard - In: Mathematical social sciences 131 (2024), pp. 40-47
Persistent link: https://www.econbiz.de/10015531698
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Ambiguity, randomization and the timing of resolution of uncertainty
Monet, Benjamin; Vergopoulos, Vassilios - In: Economic theory 78 (2024) 4, pp. 1021-1045
Persistent link: https://www.econbiz.de/10015185139
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Safe implementation
Gavan, Malachy James; Penta, Antonio - 2023 - Revised: May 2023
Persistent link: https://www.econbiz.de/10014307353
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