全球智库信息集成服务系统(G2TT): Risk Exchange as a Market or Production Game.

G2TT

来源类型	Monograph (IIASA Interim Report)
规范类型	报告
	Risk Exchange as a Market or Production Game.
	Borglin A; Flam SD
发表日期	2007
出版者	IIASA, Laxenburg, Austria: IR-07-033
出版年	2007
语种	英语
摘要	Risk exchange is considered here as a cooperative game with transferable utility. The setup fits markets for insurance, securities and contingent endowments. When convoluted payoff is concave at the aggregate endowment, there is a price-supported core solution. Under variance aversion the latter mirrors the two-fund separation in allocating to each agent some sure holding plus a fraction of the aggregate.
主题	Integrated Modeling Environment (IME)
URL	http://pure.iiasa.ac.at/id/eprint/8424/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/125590
推荐引用方式 GB/T 7714	Borglin A,Flam SD. Risk Exchange as a Market or Production Game.. 2007.