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Related papers: Capital-Allocation-Induced Risk Sharing

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Most people are risk-averse (risk-seeking) when they expect to gain (lose). Based on a generalization of ``expected utility theory'' which takes this into account, we introduce an automaton mimicking the dynamics of economic operations.…

Statistical Mechanics · Physics 2009-11-07 C. Anteneodo , C. Tsallis , A. S. Martinez

We consider the problem of optimal risk sharing in a pool of cooperative agents. We analyze the asymptotic behavior of the certainty equivalents and risk premia associated with the Pareto optimal risk sharing contract as the pool expands.…

Risk Management · Quantitative Finance 2017-05-01 Thomas Knispel , Roger J. A. Laeven , Gregor Svindland

In this paper, we present axiomatic characterizations of some simple risk-sharing (RS) rules, such as the uniform, the mean-proportional and the covariance-based linear RS rules. These characterizations make it easier to understand the…

General Economics · Economics 2024-11-18 Jan Dhaene , Rodrigue Kazzi , Emiliano A. Valdez

Enabling autonomous agents to act cooperatively is an important step to integrate artificial intelligence in our daily lives. While some methods seek to stimulate cooperation by letting agents give rewards to others, in this paper we…

Multiagent Systems · Computer Science 2023-01-19 Michael Kölle , Tim Matheis , Philipp Altmann , Kyrill Schmid

The concept of shared value was introduced by Porter and Kramer as a new conception of capitalism. Shared value describes the strategy of organizations that simultaneously enhance their competitiveness and the social conditions of related…

Computer Science and Game Theory · Computer Science 2020-06-02 Francisco Salas-Molina , Juan Antonio Rodríguez Aguilar , Filippo Bistaffa

Fair division is typically framed from a centralized perspective. However, in practice resource allocation often occurs via decentralized networks. We study a decentralized variant of fair division inspired by altruistic dynamics observed…

Computer Science and Game Theory · Computer Science 2026-03-02 Joel Miller , Rishi Advani , Ian Kash , Chris Kanich , Lenore Zuck

Risk capital allocations (RCAs) are an important tool in quantitative risk management, where they are utilized to, e.g., gauge the profitability of distinct business units, determine the price of a new product, and conduct the marginal…

Risk Management · Quantitative Finance 2021-08-27 Nawaf Mohammed , Edward Furman , Jianxi Su

In order to properly manage risk, practitioners must understand the aggregate risks they are exposed to. Additionally, to properly price policies and calculate bonuses the relative riskiness of individual business units must be well…

Risk Management · Quantitative Finance 2024-10-22 Andrew Fleck , Edward Furman , Yang Shen

The aim of this paper is to study a new methodological framework for systemic risk measures by applying deep learning method as a tool to compute the optimal strategy of capital allocations. Under this new framework, systemic risk measures…

Mathematical Finance · Quantitative Finance 2022-07-05 Yichen Feng , Ming Min , Jean-Pierre Fouque

Can a welfare-maximising risk-sharing rule be implemented in a large, decentralised community? We revisit the price-and-choose (P&C) mechanism of Echenique and N\'u\~nez (2025), in which players post price schedules sequentially and the…

Theoretical Economics · Economics 2026-03-03 Michiko Ogaku

We study an axiomatic framework for anonymized risk sharing. In contrast to traditional risk sharing settings, our framework requires no information on preferences, identities, private operations and realized losses from the individual…

Theoretical Economics · Economics 2023-05-11 Zhanyi Jiao , Steven Kou , Yang Liu , Ruodu Wang

An asset pricing model using long-run capital share growth risk has recently been found to successfully explain U.S. stock returns. Our paper adopts a recursive preference utility framework to derive an heterogeneous asset pricing model…

Econometrics · Economics 2020-06-26 Joseph P. Byrne , Boulis M. Ibrahim , Xiaoyu Zong

For the past two decades investors have observed long memory and highly correlated behavior of asset classes that does not fit into the framework of Modern Portfolio Theory. Custom correlation and standard deviation estimators consider…

Statistical Finance · Quantitative Finance 2017-04-18 Sergey Kamenshchikov , Ilia Drozdov

The paper studies an oligopolistic equilibrium model of financial agents who aim to share their random endowments. The risk-sharing securities and their prices are endogenously determined as the outcome of a strategic game played among all…

General Finance · Quantitative Finance 2016-05-18 Michail Anthropelos

For drivers in ride-hailing companies, allocation within the city is paramount to get matched with rides. This decision depends on many factors, where some of them (such as demand and allocation of others) are unknown for the drivers, but…

Optimization and Control · Mathematics 2023-10-12 Gianfranco Liberona , David Salas , Léonard von Niederhäusern

Redistribution mechanisms have been proposed for more efficient resource allocation but not for profit. We consider redistribution mechanism design in a setting where participants are connected and the resource owner is only connected to…

Artificial Intelligence · Computer Science 2020-02-28 Wen Zhang , Dengji Zhao , Hanyu Chen

When aggregating preferences of agents via voting, two desirable goals are to incentivize agents to participate in the voting process and then identify outcomes that are Pareto efficient. We consider participation as formalized by Brandl,…

Computer Science and Game Theory · Computer Science 2017-05-02 Haris Aziz , Pang Luo , Christine Rizkallah

We consider reallocation problems in settings where the initial endowment of each agent consists of a subset of the resources. The private information of the players is their value for every possible subset of the resources. The goal is to…

Computer Science and Game Theory · Computer Science 2014-04-29 Liad Blumrosen , Shahar Dobzinski

The basic principle of any version of insurance is the paradigm that exchanging risk by sharing it in a pool is beneficial for the participants. In case of independent risks with a finite mean this is the case for risk averse decision…

Risk Management · Quantitative Finance 2025-10-08 Alfred Müller

Regulatory requirements dictate that financial institutions must calculate risk capital (funds that must be retained to cover future losses) at least annually. Procedures for doing this have been well-established for many years, but recent…

Computational Finance · Quantitative Finance 2017-05-22 Peter Mitic