Optimal risk sharing for law invariant monetary utility functions

Keyphrases

• Optimal Risk Sharing 100%
• Total Risk 100%
• Law-invariant 100%
• Monetary Utility Functions 100%
• Risk Aversion 50%
• Lower Tail 50%
• Optimal Contract 50%
• Tail Events 50%
• Monotone 25%
• Insurance 25%
• Utility Function 25%
• General Utility Function 25%
• Contract Type 25%
• European Options 25%
• Stop-loss 25%
• Economic Agents 25%
• Comonotone 25%
• Semideviation 25%
• Entropic Risk Measure 25%
• Law-invariant Risk Measure 25%

Mathematics

• Utility Function 100%
• Risk Measure 50%
• Risk Aversion 50%
• Tail Event 50%
• Conditionals 25%
• Loss Contract 25%

Economics, Econometrics and Finance

• Utility Function 100%
• Risk Management 100%
• Option Trading 25%
• Economic Agent 25%