Optimal risk sharing with background risk.
Rose-Anne DanaMarco ScarsiniPublished in: J. Econ. Theory (2007)
Keyphrases
- risk management
- conditional expectation
- risk neutral
- risk assessment
- risk averse
- risk measures
- risk factors
- high risk
- risk analysis
- optimal solution
- decision making
- neural network
- expected loss
- investment strategies
- natural disasters
- database
- data sharing
- image segmentation
- closed form
- knowledge sharing
- information sharing