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Another look at risk apportionment

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  • Denuit, Michel
  • Rey, Beatrice

Abstract

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  • Denuit, Michel & Rey, Beatrice, 2013. "Another look at risk apportionment," LIDAM Reprints ISBA 2013027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2013027
    Note: In : Journal of Mathematical Economics, vol. 49, no. 4, p. 335-343 (2013)
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    Cited by:

    1. Hongxia Wang, 2019. "Generalized Multiplicative Risk Apportionment," Risks, MDPI, vol. 7(2), pages 1-9, June.
    2. Christophe Courbage & Beatrice Rey, 2016. "On ambiguity apportionment," Journal of Economics, Springer, vol. 118(3), pages 265-275, July.
    3. Denuit, Michel M. & Mesfioui, Mhamed, 2017. "Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 1-5.
    4. Paan Jindapon & Liqun Liu & William S. Neilson, 2021. "Comparative risk apportionment," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 91-112, April.
    5. Ignacia Benitez & Claudio A. Bonilla & Marcos Vergara, 2024. "Hybrid entrepreneurship and risk," Small Business Economics, Springer, vol. 63(3), pages 1171-1196, October.
    6. Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
    7. Denuit, Michel, 2016. "Risk Apportionment and Multiply Monotone Targets," LIDAM Discussion Papers ISBA 2016044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    8. Denuit, Michel M., 2018. "Risk apportionment and multiply monotone targets," Mathematical Social Sciences, Elsevier, vol. 92(C), pages 74-77.

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