FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2002133786> ?p ?o ?g. }

• W2002133786 endingPage "151" @default.
• W2002133786 startingPage "144" @default.
• W2002133786 abstract "This short note revisits the classical Theorem of Borch on the characterization of Pareto optimal risk exchange treaties under the expected utility paradigm. Our objective is to approach the optimal risk exchange problem by a new method, which is based on a Breeden–Litzenberger type integral representation formula for increasing convex functions and the theory of comonotonicity. Our method allows us to derive Borch’s characterization without using Kuhn–Tucker theory, and also without the need of assuming that all utility functions are continuously differentiable everywhere. We demonstrate that our approach can be used effectively to solve the Pareto optimal risk-sharing problem with a positivity constraint being imposed on the admissible allocations when the aggregate risk is positive." @default.
• W2002133786 created "2016-06-24" @default.
• W2002133786 creator A5059199610 @default.
• W2002133786 creator A5075984844 @default.
• W2002133786 creator A5084054549 @default.
• W2002133786 date "2014-01-01" @default.
• W2002133786 modified "2023-10-16" @default.
• W2002133786 title "Borch’s Theorem from the perspective of comonotonicity" @default.
• W2002133786 cites W1912589976 @default.
• W2002133786 cites W1963541556 @default.
• W2002133786 cites W2039105106 @default.
• W2002133786 cites W2045529815 @default.
• W2002133786 cites W2147965521 @default.
• W2002133786 cites W2156481473 @default.
• W2002133786 cites W2169446525 @default.
• W2002133786 cites W2208900418 @default.
• W2002133786 cites W2327195030 @default.
• W2002133786 cites W3121841769 @default.
• W2002133786 cites W3125343648 @default.
• W2002133786 cites W3125638283 @default.
• W2002133786 cites W3190347665 @default.
• W2002133786 cites W4232421565 @default.
• W2002133786 cites W4233421505 @default.
• W2002133786 cites W4247991480 @default.
• W2002133786 doi "https://doi.org/10.1016/j.insmatheco.2013.11.006" @default.
• W2002133786 hasPublicationYear "2014" @default.
• W2002133786 type Work @default.
• W2002133786 sameAs 2002133786 @default.
• W2002133786 citedByCount "7" @default.
• W2002133786 countsByYear W20021337862015 @default.
• W2002133786 countsByYear W20021337862016 @default.
• W2002133786 countsByYear W20021337862017 @default.
• W2002133786 countsByYear W20021337862018 @default.
• W2002133786 countsByYear W20021337862019 @default.
• W2002133786 countsByYear W20021337862023 @default.
• W2002133786 crossrefType "journal-article" @default.
• W2002133786 hasAuthorship W2002133786A5059199610 @default.
• W2002133786 hasAuthorship W2002133786A5075984844 @default.
• W2002133786 hasAuthorship W2002133786A5084054549 @default.
• W2002133786 hasConcept C112680207 @default.
• W2002133786 hasConcept C120665830 @default.
• W2002133786 hasConcept C121332964 @default.
• W2002133786 hasConcept C126255220 @default.
• W2002133786 hasConcept C12713177 @default.
• W2002133786 hasConcept C137635306 @default.
• W2002133786 hasConcept C144237770 @default.
• W2002133786 hasConcept C162324750 @default.
• W2002133786 hasConcept C17744445 @default.
• W2002133786 hasConcept C18903297 @default.
• W2002133786 hasConcept C199539241 @default.
• W2002133786 hasConcept C202444582 @default.
• W2002133786 hasConcept C202615002 @default.
• W2002133786 hasConcept C205706631 @default.
• W2002133786 hasConcept C2524010 @default.
• W2002133786 hasConcept C2776036281 @default.
• W2002133786 hasConcept C2776359362 @default.
• W2002133786 hasConcept C2777299769 @default.
• W2002133786 hasConcept C2780841128 @default.
• W2002133786 hasConcept C28826006 @default.
• W2002133786 hasConcept C2986314615 @default.
• W2002133786 hasConcept C33923547 @default.
• W2002133786 hasConcept C68781425 @default.
• W2002133786 hasConcept C86803240 @default.
• W2002133786 hasConcept C94625758 @default.
• W2002133786 hasConceptScore W2002133786C112680207 @default.
• W2002133786 hasConceptScore W2002133786C120665830 @default.
• W2002133786 hasConceptScore W2002133786C121332964 @default.
• W2002133786 hasConceptScore W2002133786C126255220 @default.
• W2002133786 hasConceptScore W2002133786C12713177 @default.
• W2002133786 hasConceptScore W2002133786C137635306 @default.
• W2002133786 hasConceptScore W2002133786C144237770 @default.
• W2002133786 hasConceptScore W2002133786C162324750 @default.
• W2002133786 hasConceptScore W2002133786C17744445 @default.
• W2002133786 hasConceptScore W2002133786C18903297 @default.
• W2002133786 hasConceptScore W2002133786C199539241 @default.
• W2002133786 hasConceptScore W2002133786C202444582 @default.
• W2002133786 hasConceptScore W2002133786C202615002 @default.
• W2002133786 hasConceptScore W2002133786C205706631 @default.
• W2002133786 hasConceptScore W2002133786C2524010 @default.
• W2002133786 hasConceptScore W2002133786C2776036281 @default.
• W2002133786 hasConceptScore W2002133786C2776359362 @default.
• W2002133786 hasConceptScore W2002133786C2777299769 @default.
• W2002133786 hasConceptScore W2002133786C2780841128 @default.
• W2002133786 hasConceptScore W2002133786C28826006 @default.
• W2002133786 hasConceptScore W2002133786C2986314615 @default.
• W2002133786 hasConceptScore W2002133786C33923547 @default.
• W2002133786 hasConceptScore W2002133786C68781425 @default.
• W2002133786 hasConceptScore W2002133786C86803240 @default.
• W2002133786 hasConceptScore W2002133786C94625758 @default.
• W2002133786 hasLocation W20021337861 @default.
• W2002133786 hasOpenAccess W2002133786 @default.
• W2002133786 hasPrimaryLocation W20021337861 @default.
• W2002133786 hasRelatedWork W1963790170 @default.
• W2002133786 hasRelatedWork W2009156627 @default.
• W2002133786 hasRelatedWork W2033790662 @default.
• W2002133786 hasRelatedWork W2049264236 @default.
• W2002133786 hasRelatedWork W2073298047 @default.
• W2002133786 hasRelatedWork W2102258838 @default.

• next