2 problems

0 votes0 replies0 views
The super-Cauchy characterization conjecture for distributions in \mathcal{D}^-
Let $\mathcal{D}^-$ be the class of distributions considered in the paper, and let $\mathcal{S}_C$ denote the class of super-Cauchy distributions. Super-Cauchy characterization con…
Conjectureopenheavy-tailed-distributions risk-sharing stable-distributionsarXiv posted 2 days ago
0 votes0 replies0 views
Ladder-of-deductibles conjecture for law-invariant convex risk measures
Let the agents' preferences be represented by law-invariant convex risk measures, and consider optimal risk-sharing contracts in both unconstrained and constrained settings. Ladder…
Conjectureopenconvex-risk-measures insurance risk-sharingarXiv posted 2 days ago

The super-Cauchy characterization conjecture for distributions in \mathcal{D}^-