SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
16 references·16 citing·33 second hopsampled
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (2008)OPTIMAL RISK SHARING FOR LAW INVARIANT MO…Behavioral Game Theory (2025)Behavioral Game TheoryInf-convolution of risk measures and optimal risk transfer (2005)Inf-convolution of risk measu…Stochastic Finance (2004)Stochastic FinanceBehavioral Game Theory (2004)Behavioral Game TheoryThe concept of comonotonicity in actuarial science and finance: theory (2002)The concept of comonotonicity…Putting order in risk measures (2002)Putting order in risk measuresConvex measures of risk and trading constraints (2002)Convex measures of risk and t…Coherent Risk Measures on General Probability Spaces (2002)Coherent Risk Measures on Gen…On law invariant coherent risk measures (2001)On law invariant coherent ris…In Search of Homo Economicus: Behavioral Experiments in 15 Small-Scale Societies (2001)In Search of Homo Economicus:…Fairness Versus Reason in the Ultimatum Game (2000)Fairness Versus Reason in the…Coherent risk measures (2000)Coherent risk measuresCoherent Measures of Risk (1999)Coherent Measures of RiskEquilibrium in a Reinsurance Market (1992)Equilibrium in a Reinsurance …An introduction to mathematical risk theory (1979)An introduction to mathematic…Equilibrium in a Reinsurance Market (1962)Equilibrium in a Reinsurance …Quantile-Based Risk Sharing (2018)Quantile-Based Risk SharingPareto-Optimal Reinsurance Arrangements Under General Model Settings (2016)Pareto-Optimal Reinsurance Ar…Approaches to Conditional Risk (2012)Approaches to Conditional RiskTIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (2011)TIME‐CONSISTENT AND MARKET‐CO…Pareto efficiency for the concave order and multivariate comonotonicity (2011)Pareto efficiency for the con…An Overview of Comonotonicity and Its Applications in Finance and Insurance (2011)An Overview of Comonotonicity…RISK MEASURES: RATIONALITY AND DIVERSIFICATION (2010)RISK MEASURES: RATIONALITY AN…OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (2010)OPTIMAL DEMAND FOR CONTINGENT…Continuity properties of law-invariant (quasi-)convex risk functions on L ∞ (2010)Continuity properties of law-…CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (2009)CASH SUBADDITIVE RISK MEASURE…Risk minimizing portfolios and HJBI equations for stochastic differential games (2008)Risk minimizing portfolios an…Optimal capital and risk allocations for law- and cash-invariant convex functions (2008)Optimal capital and risk allo…On comonotonicity of Pareto optimal risk sharing (2008)On comonotonicity of Pareto o…EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (2008)EQUILIBRIUM PRICES FOR MONETA…To Split or Not to Split: Capital Allocation with Convex Risk Measures (2007)To Split or Not to Split: Cap…DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (2007)DYNAMIC INDIFFERENCE VALUATIO…Equilibrium points in n -person games (1950)Trust, Reciprocity, and Social History (1995)A Theory of Fairness, Competition, and Cooperation (1999)Trust, risk and betrayal (2004)Evolution of indirect reciprocity (2005)THE POLITICAL EVOLUTION OF PRINCIPAL-AGENT MODELS (2005)Cores of convex games (1971)Modelling Extremal Events (1997)Generalized deviations in risk analysis (2005)Fairness and Retaliation: The Economics of Reciprocity (2000)Social Capital and Community Governance (2002)The nature of human altruism (2003)Does Culture Affect Economic Outcomes? (2006)The Strategy of Conflict (1960)Evolution and the Theory of Games (1982)The evolution of strong reciprocity: cooperation in heterogeneous populations (2003)Iterated Prisoner’s Dilemma contains strategies that dominate any evolutionary opponent (2012)A mutualistic approach to morality: The evolution of fairness by partner choice (2013)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Convex Optimization (2014)Why Social Preferences Matter – the Impact of non‐Selfish Motives on Competition, Cooperation and Incentives (2002)IDENTIFYING SOCIAL NORMS USING COORDINATION GAMES: WHY DOES DICTATOR GAME SHARING VARY? (2013)Coherent multiperiod risk adjusted values and Bellman’s principle (2006)AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)Robustness and sensitivity analysis of risk measurement procedures (2010)The Design of an Optimal Insurance Policy (1992)The Market for Catastrophe Risk: A Clinical Examination (1999)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2001In Search of Homo Economicus: Behavioral Experiments in 15 Small-Scale Societies2,615 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 2025Behavioral Game Theory1,290 cited
  • 2004Behavioral Game Theory945 cited
  • 1979An introduction to mathematical risk theory914 cited
  • 2000Fairness Versus Reason in the Ultimatum Game824 cited
  • 2002Coherent Risk Measures on General Probability Spaces753 cited
  • 2004Stochastic Finance701 cited
  • 1962Equilibrium in a Reinsurance Market700 cited
  • 2002Putting order in risk measures684 cited
  • 2001On law invariant coherent risk measures676 cited
  • 2002The concept of comonotonicity in actuarial science and finance: theory634 cited
  • 1992Equilibrium in a Reinsurance Market562 cited
  • 2000Coherent risk measures308 cited
  • 2005Inf-convolution of risk measures and optimal risk transfer295 cited

Cited by

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2007
DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
168 cited
  • 2008Risk minimizing portfolios and HJBI equations for stochastic differential games165 cited
  • 2018Quantile-Based Risk Sharing152 cited
  • 2009CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY144 cited
  • 2007To Split or Not to Split: Capital Allocation with Convex Risk Measures130 cited
  • 2008Optimal capital and risk allocations for law- and cash-invariant convex functions125 cited
  • 2010RISK MEASURES: RATIONALITY AND DIVERSIFICATION120 cited
  • 2010OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES88 cited
  • 2011An Overview of Comonotonicity and Its Applications in Finance and Insurance74 cited
  • 2011TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS71 cited
  • 2016Pareto-Optimal Reinsurance Arrangements Under General Model Settings66 cited
  • 2008On comonotonicity of Pareto optimal risk sharing64 cited
  • 2010Continuity properties of law-invariant (quasi-)convex risk functions on L ∞63 cited
  • 2008EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS61 cited
  • 2012Approaches to Conditional Risk59 cited
  • 2011Pareto efficiency for the concave order and multivariate comonotonicity58 cited