The composite iteration algorithm for finding efficient and financially fair risk-sharing rules

Autor: Pazdera, J., Schumacher, J.M., Werker, B.J.M.

Publikováno v: Journal of mathematical economics, 72, 122-133. Elsevier

We consider the problem of finding an efficient and fair ex-ante rule for division of an uncertain monetary outcome among a finite number of von Neumann-Morgenstern agents. Efficiency is understood here, as usual, in the sense of Pareto efficiency su

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::e13fab6222a20d14a8f2cd18d808a9a5
https://dare.uva.nl/personal/pure/en/publications/the-composite-iteration-algorithm-for-finding-efficient-and-financially-fair-risksharing-rules(e023942a-ad35-4ad6-8cc7-4cb90dedd8c3).html

Heldere en harde pensioenrechten onder een PPR

Autor: Maatman, R.H., Heemskerk, M., Werker, B.J.M.

Publikováno v: Netspar Design Paper ; 46. Tilburg : Netspar
Netspar Design Paper ; 46

Contains fulltext : 162802.pdf (Publisher’s version ) (Open Access) 62 p.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0760d9bbf139813a8ed81e785c4054fa
https://hdl.handle.net/2066/162802

On quadratic expansions of log-likelihoods and a general asymptotic linearity result

Autor: Hallin, M., van den Akker, R., Werker, B.J.M., Mason, D.M., Pfeifer, D., Steinebach, J.

Publikováno v: Mathematical Statistics and Limit Theorems: Festschrift in Honour of Paul Deheuvels, 147-165
STARTPAGE=147;ENDPAGE=165;TITLE=Mathematical Statistics and Limit Theorems
Mathematical Statistics and Limit Theorems ISBN: 9783319124414

Irrespective of the statistical model under study, the derivation of limits, in the Le Cam sense, of sequences of local experiments (see, e.g., Jeganathan, Econometric Theory 11:818–887, 1995 and Strasser, Mathematical Theory of Statistics: Statist

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b9abf9c37b1ba002c101b34f1acc583e
https://doi.org/10.1007/978-3-319-12442-1_9

Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.

Voorwaardelijke Pensioenaanspraken: Over Waarderen, Beschermen, Communiceren en Beleggen

Autor: Bovenberg, A.L., Nijman, T.E., Werker, B.J.M.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::673d3b999ad152002bab88ebf062a48d
https://research.tilburguniversity.edu/en/publications/d3e1d1c7-4fd1-4a71-8d41-fa76115fb047