scholarly journals Optimal dynamic risk sharing when enforcement is a decision variable

2007 ◽  
Vol 134 (1) ◽  
pp. 34-60 ◽  
Author(s):  
Thorsten V. Koeppl
Keyword(s):  
Risk Sharing ◽  
Decision Variable ◽  
Dynamic Risk ◽  
Optimal Dynamic

Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion

2021 ◽  
Vol 31 (2) ◽  
pp. 649-682
Author(s):  
Lv Chen ◽  
David Landriault ◽  
Bin Li ◽  
Danping Li
Keyword(s):  
Risk Sharing ◽  
Dynamic Risk ◽  
Optimal Dynamic ◽  
Mean Variance ◽  
Variance Criterion

Optimal Dynamic Risk-Taking

2012 ◽  
Author(s):  
Ajay Subramanian ◽  
Baozhong Yang
Keyword(s):  
Risk Taking ◽  
Dynamic Risk ◽  
Optimal Dynamic

Optimal Dynamic Risk Taking

2017 ◽  
Vol 42 (3) ◽  
pp. 599-625 ◽  
Author(s):  
Ajay Subramanian ◽  
Baozhong Yang
Keyword(s):  
Risk Taking ◽  
Dynamic Risk ◽  
Optimal Dynamic

scholarly journals International dynamic risk sharing

2008 ◽  
Vol 23 (1) ◽  
pp. 1-16 ◽  
Author(s):  
Giuseppe Cavaliere ◽  
Luca Fanelli ◽  
Attilio Gardini
Keyword(s):  
Risk Sharing ◽  
Dynamic Risk

Dynamic risk-sharing game and reinsurance contract design

2019 ◽  
Vol 86 ◽  
pp. 216-231 ◽  
Author(s):  
Shumin Chen ◽  
Yanchu Liu ◽  
Chengguo Weng
Keyword(s):  
Risk Sharing ◽  
Contract Design ◽  
Dynamic Risk

scholarly journals Non-commitment and savings in dynamic risk-sharing contracts

2006 ◽  
Vol 28 (2) ◽  
pp. 357-372 ◽  
Author(s):  
Karine Gobert ◽  
Michel Poitevin
Keyword(s):  
Risk Sharing ◽  
Dynamic Risk
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