Game-theoretic approaches to optimal risk sharing

Keyphrases

• Game Theoretic Approach 100%
• Optimal Risk Sharing 100%
• Risk Redistribution 100%
• Risk Measures 66%
• Aumann-Shapley Value 66%
• Cooperative Game Theory 33%
• Allocation Rules 33%
• Exchange Market 33%
• Unique Equilibrium 33%
• Pension Funds 33%
• Financial Risk 33%
• Financial Institutions 33%
• Longevity Risk 33%
• Basel II 33%
• Insurance Risk 33%
• Risk Capital 33%
• Lack of Consensus 33%
• Non-differentiability 33%
• Risk Capital Allocation 33%
• Optimal Trading Strategy 33%
• Illiquid Markets 33%
• Asymptotic Approach 33%
• Swiss Solvency Test 33%
• Life Insurers 33%
• Natural Hedging 33%

Economics, Econometrics and Finance

• Risk Management 100%
• Shapley Value 100%
• Hedging 50%
• Cooperative Game 50%
• Pricing 50%
• Financial Institution 50%