We consider the problem of finding (Pareto-) optimal allocations of risk among finitely many
agents. The associated individual risk measures are law-invariant, but with respect to agent …

We establish general versions of a variety of results for quasiconvex, lower-semicontinuous,
and law-invariant functionals. Our results extend well-known results from the literature to a …

We consider the risk sharing problem for capital requirements induced by capital adequacy
tests and security markets. The agents involved in the sharing procedure may be …

In this paper, we explore several Fatou-type properties of risk measures. The paper
continues to reveal that the strong Fatou property, whichwas introduced in [19], seems to be …

We focus on, throughout this paper, convex risk measures defined on Orlicz spaces. In
particular, we investigate basic properties of inf-convolutions defined between a convex risk …

The inf-convolution of risk measures is directly related to risk sharing and general
equilibrium, and it has attracted considerable attention in mathematical finance and …

Problem definition: Bargaining situations are ubiquitous in economics and management. We
consider the problem of bargaining for a fair ex ante distribution of random profits arising …

The inf-convolution of risk measures is directly related to risk sharing and general
equilibrium, and it has attracted considerable attention in mathematical finance and …

The infimal convolution operation arises in mathematical economics in the analysis of
several problems. In this paper we first present a survey and summarize two previous …

We establish general versions of a variety of results for quasiconvex, lower-semicontinuous,
and lawinvariant functionals. Our results extend well-known results from the literature to a …