Multivariate risk sharing and the derivation of individually rational Pareto optima.
Alain ChateauneufMina MostoufiDavid VynckePublished in: Math. Soc. Sci. (2015)
Keyphrases
- decision making
- multi objective
- dependence structure
- optimization algorithm
- risk management
- global optimum
- risk factors
- risk assessment
- regression model
- genetic algorithm
- minimum risk
- multi objective optimization
- multivariate gaussian distribution
- data sets
- global optima
- multiobjective optimization
- risk measures
- optimal solution
- information sharing
- decision support system
- data sharing
- mobile robot
- multi agent systems
- high risk
- multiple users
- early warning
- multivariate time series
- multivariate data
- statistical tests
- differential evolution