Pareto efficiency for the concave order and multivariate comonotonicity
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DOI: 10.1016/j.jet.2011.11.011
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Cited by:- Matteo Burzoni & Alessandro Doldi & Enea Monzio Compagnoni, 2022. "Risk Sharing with Deep Neural Networks," Papers 2212.11752, arXiv.org, revised Jun 2023.
- Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," SciencePo Working papers Main hal-03588294, HAL.
- Bernard, C. & De Gennaro Aquino, L. & Vanduffel, S., 2023. "Optimal multivariate financial decision making," European Journal of Operational Research, Elsevier, vol. 307(1), pages 468-483.
- Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," SciencePo Working papers Main hal-03470461, HAL.
- Runhuan Feng & Chongda Liu & Stephen Taylor, 2023. "Peer-to-peer risk sharing with an application to flood risk pooling," Annals of Operations Research, Springer, vol. 321(1), pages 813-842, February.
- Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2023. "Risk sharing, measuring variability, and distortion riskmetrics," Papers 2302.04034, arXiv.org.
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