Peer-to-peer risk sharing, prevention efforts, moral hazard, Pareto optimality, Nash equilibrium, Stackelberg game
Peer-to-peer risk sharing, prevention efforts, moral hazard, Pareto optimality, Nash equilibrium
risk management, (weighted) expected shortfall, asset allocation, multiple-reference-based preferences
utility maximization with constraint, risk management, (weighted) expected limited loss, asset allocation
Tontines, Longevity credit, Survivor funds, Bequest motive, Dynamic programming principle
collective utility function, risk sharing, financial fairness, Pareto-optimality
health-dependent utility, optimal consumption, asset allocation, semi-Markov process JEL: G11, G23
Registered Index-Linked Annuities (Rilas), Optimal Contract, Nash Bargaining, Utility Maximization
Risk management, Collective investment, Pareto optimality, Financial fairness, Limited expected loss, Fixed-point iteration
portfolio planning, green investment target, utility gain, utility loss
Optimal investment, entropy regularized, reinforcement learning, exploration, stochastic optimal control, portfolio constraint
life insurance, mortality modeling, regime-switching, seasonality, temperature, climate risk
Outperforming A Benchmark With Α-Bregman Wasserstein Divergence
Portfolio Choice, Expected Utility, Optimal Transport, Quantile Formulation, Benchmark, Outperformance
