Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Knispel, Thomas & Laeven, Roger J.A. & Svindland, Gregor, 2016.
"Robust optimal risk sharing and risk premia in expanding pools,"
Insurance: Mathematics and Economics,
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- Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2016. "Robust Optimal Risk Sharing and Risk Premia in Expanding Pools," Papers 1601.06979, arXiv.org.
More about this item
KeywordsLaw invariant utilities; Comonotonicity; Pareto efficiency; Equilibria with short-selling; Aggregation; Representative agent;
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