Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121569019> ?p ?o ?g. }
- W3121569019 endingPage "274" @default.
- W3121569019 startingPage "233" @default.
- W3121569019 abstract "Abstract We propose a novel concept of a Systemic Optimal Risk Transfer Equilibrium (SORTE), which is inspired by the Bühlmann’s classical notion of an Equilibrium Risk Exchange. We provide sufficient general assumptions that guarantee existence, uniqueness, and Pareto optimality of such a SORTE. In both the Bühlmann and the SORTE definition, each agent is behaving rationally by maximizing his/her expected utility given a budget constraint. The two approaches differ by the budget constraints. In Bühlmann’s definition the vector that assigns the budget constraint is given a priori. On the contrary, in the SORTE approach, the vector that assigns the budget constraint is endogenously determined by solving a systemic utility maximization. SORTE gives priority to the systemic aspects of the problem, in order to optimize the overall systemic performance, rather than to individual rationality." @default.
- W3121569019 created "2021-02-01" @default.
- W3121569019 creator A5044090390 @default.
- W3121569019 creator A5051801244 @default.
- W3121569019 creator A5063719227 @default.
- W3121569019 creator A5065755537 @default.
- W3121569019 creator A5075672273 @default.
- W3121569019 date "2021-01-19" @default.
- W3121569019 modified "2023-09-25" @default.
- W3121569019 title "Systemic optimal risk transfer equilibrium" @default.
- W3121569019 cites W1482237821 @default.
- W3121569019 cites W1482462766 @default.
- W3121569019 cites W1531876192 @default.
- W3121569019 cites W1861828790 @default.
- W3121569019 cites W1995848650 @default.
- W3121569019 cites W1996450459 @default.
- W3121569019 cites W2022958749 @default.
- W3121569019 cites W2023147992 @default.
- W3121569019 cites W2031661360 @default.
- W3121569019 cites W2052493589 @default.
- W3121569019 cites W2100630492 @default.
- W3121569019 cites W2112693915 @default.
- W3121569019 cites W2114261196 @default.
- W3121569019 cites W2139926592 @default.
- W3121569019 cites W2155051900 @default.
- W3121569019 cites W2159223185 @default.
- W3121569019 cites W2167264394 @default.
- W3121569019 cites W2467495308 @default.
- W3121569019 cites W2594096445 @default.
- W3121569019 cites W2667583655 @default.
- W3121569019 cites W2909397041 @default.
- W3121569019 cites W2963052900 @default.
- W3121569019 cites W3005031461 @default.
- W3121569019 cites W3104396334 @default.
- W3121569019 cites W3121728749 @default.
- W3121569019 cites W3123372851 @default.
- W3121569019 cites W3124458081 @default.
- W3121569019 cites W3125962284 @default.
- W3121569019 cites W4230327943 @default.
- W3121569019 cites W4232421565 @default.
- W3121569019 cites W4248704747 @default.
- W3121569019 cites W4300560339 @default.
- W3121569019 cites W51204563 @default.
- W3121569019 cites W600933876 @default.
- W3121569019 doi "https://doi.org/10.1007/s11579-020-00277-8" @default.
- W3121569019 hasPublicationYear "2021" @default.
- W3121569019 type Work @default.
- W3121569019 sameAs 3121569019 @default.
- W3121569019 citedByCount "5" @default.
- W3121569019 countsByYear W31215690192019 @default.
- W3121569019 countsByYear W31215690192020 @default.
- W3121569019 countsByYear W31215690192021 @default.
- W3121569019 countsByYear W31215690192022 @default.
- W3121569019 crossrefType "journal-article" @default.
- W3121569019 hasAuthorship W3121569019A5044090390 @default.
- W3121569019 hasAuthorship W3121569019A5051801244 @default.
- W3121569019 hasAuthorship W3121569019A5063719227 @default.
- W3121569019 hasAuthorship W3121569019A5065755537 @default.
- W3121569019 hasAuthorship W3121569019A5075672273 @default.
- W3121569019 hasBestOaLocation W31215690191 @default.
- W3121569019 hasConcept C106159729 @default.
- W3121569019 hasConcept C126255220 @default.
- W3121569019 hasConcept C134306372 @default.
- W3121569019 hasConcept C137635306 @default.
- W3121569019 hasConcept C144237770 @default.
- W3121569019 hasConcept C162324750 @default.
- W3121569019 hasConcept C175444787 @default.
- W3121569019 hasConcept C17744445 @default.
- W3121569019 hasConcept C199539241 @default.
- W3121569019 hasConcept C201717286 @default.
- W3121569019 hasConcept C2524010 @default.
- W3121569019 hasConcept C2776036281 @default.
- W3121569019 hasConcept C2776330181 @default.
- W3121569019 hasConcept C2777021972 @default.
- W3121569019 hasConcept C2779044140 @default.
- W3121569019 hasConcept C2985793214 @default.
- W3121569019 hasConcept C33923547 @default.
- W3121569019 hasConcept C41008148 @default.
- W3121569019 hasConcept C8505890 @default.
- W3121569019 hasConcept C93373587 @default.
- W3121569019 hasConceptScore W3121569019C106159729 @default.
- W3121569019 hasConceptScore W3121569019C126255220 @default.
- W3121569019 hasConceptScore W3121569019C134306372 @default.
- W3121569019 hasConceptScore W3121569019C137635306 @default.
- W3121569019 hasConceptScore W3121569019C144237770 @default.
- W3121569019 hasConceptScore W3121569019C162324750 @default.
- W3121569019 hasConceptScore W3121569019C175444787 @default.
- W3121569019 hasConceptScore W3121569019C17744445 @default.
- W3121569019 hasConceptScore W3121569019C199539241 @default.
- W3121569019 hasConceptScore W3121569019C201717286 @default.
- W3121569019 hasConceptScore W3121569019C2524010 @default.
- W3121569019 hasConceptScore W3121569019C2776036281 @default.
- W3121569019 hasConceptScore W3121569019C2776330181 @default.
- W3121569019 hasConceptScore W3121569019C2777021972 @default.
- W3121569019 hasConceptScore W3121569019C2779044140 @default.
- W3121569019 hasConceptScore W3121569019C2985793214 @default.
- W3121569019 hasConceptScore W3121569019C33923547 @default.
- W3121569019 hasConceptScore W3121569019C41008148 @default.