Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Risk sharing for capital requirements with multidimensional security
  markets   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 heterogeneous in that they apply varying capital adequacy
tests and have access to different security markets. We discuss conditions
under which there exists a representative agent. Thereafter, we study two
frameworks of capital adequacy more closely, polyhedral constraints and
distribution based constraints. We prove existence of optimal risk allocations
and equilibria within these frameworks and elaborate on their robustness.

2
The categories of this paper are: math
3
The categories of this paper are: physics
21
The categories of this paper are: adap-org
14
The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph
13
The categories of this paper are: quant-ph
37
The categories of this paper are: supr-con
10
The categories of this paper are: q-bio
36
The categories of this paper are: cmp-lg
26
The categories of this paper are: bayes-an
27
The categories of this paper are: comp-gas
24
The categories of this paper are: dg-ga
4
The categories of this paper are: cond-mat
29
The categories of this paper are: funct-an
18
The categories of this paper are: econ
19
The categories of this paper are: eess