Jean‐Gabriel Lauzier

1. Risk sharing, measuring variability, and distortion riskmetrics
   2023/02/08 by Jean‐Gabriel Lauzier, Liyuan Lin, Lauzier, Jean-Gabriel +3 · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Monetary Policy and Economic Impact #Stochastic processes and financial applications
2. Pairwise counter-monotonicity
   2023/02/22 by Jean‐Gabriel Lauzier, Liyuan Lin, Lauzier, Jean-Gabriel +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
3. Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes
   2024/01/06 by Jean-Gabriel Lauzier, Jean‐Gabriel Lauzier, Lauzier, Jean-Gabriel +6 · 1 citation
   Agricultural and Biological Sciences · Economics, Econometrics and Finance · #Agricultural risk and resilience #Banking stability, regulation, efficiency #Economic theories and models #econ.TH #q-fin.RM