The effect of market power on risk-sharing

von Anthropelos, Michail
Veröffentlicht in Mathematics and financial economics (2017)

Equilibrium in risk-sharing games

von Anthropelos, Michail
Veröffentlicht in Finance and stochastics (2017)

On agent's agreement and partial-equilibrium pricing in incomplete markets

von Anthropelos, Michail
Veröffentlicht in Mathematical finance (2010)

Nash equilibria in optimal reinsurance bargaining

von Anthropelos, Michail
Veröffentlicht in Insurance / Mathematics & economics (2020)

Partial equilibria with convex capital requirements : existence, uniqueness and stability

von Anthropelos, Michail
Veröffentlicht in Annals of finance (2010)

An equilibrium model for spot and forward prices of commodities

von Anthropelos, Michail
Veröffentlicht in Mathematics of operations research (2018)

Contract pricing and utlity sharing

Veröffentlicht in Institute of Mathematics and Its Applications IMA journal of management mathematics (2014)