Rearrangement inequalities in non-convex insurance models
By Guillaume Carlier, Rose-Anne Dana. 2005
70 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/58a129fa9a58fe1403c5d33d9a56a6218ca0a690
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Victor Chernozhukov
- Iv'an Fern'andez-Val
- Ken Seng Tan
- Chengguo Weng
- Yi Zhang
- Zuo Quan Xu
- Alfred Galichon
- Xun Yu Zhou
In Management Science and Operations Research
- Ken Seng Tan
- Chengguo Weng
- Yi Zhang
- Victor Chernozhukov
- Iv'an Fern'andez-Val
- Xun Yu Zhou
- Alfred Galichon
- Zuo Quan Xu
Citations in the corpus
- QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING (2007, methodology): “Rearrangements have been extensively used in functional analysis and operations research (Villani, 2003, and Carlier and Dana, 2005), but not in econometrics or statistics until recently.”
- Optimal stopping under probability distortion. (2011, background): “In particu(4)Quantile formulation has been introduced and developed in the context of financial portfolio selection involving probability distortion (see [6, 23] and [4] for earlier works).”
- Optimality of general reinsurance contracts under CTE risk measure (2011, methodology): “The promising techniques to tackle this research problem might be the rearrangement inequality and approximation method as developed by Carlier and Dana (2003) for a utility maximization model; see also Carlier and Dana (2005) and Dana and Scarsini (2007).”