Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities

Author:

Carlier G.,Dana R. -A.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Reference15 articles.

1. Carlier, G.: Differentiability of rank linear utilities. J Math Econ (2007, to appear)

2. Carlier G., Dana R.-A. (2005) Rearrangement inequalities in non convex insurance models. J Math Econ 41, 483–503

3. Carlier G., Dana R.-A. (2003) Core of a convex distortion of a probability. J Econ Theory 113, 199–222

4. Carlier, G., Dana, R.-A.: Computing the demand of agents with a law invariant utility, working paper CEREMADE, 2007-4. Available at http://www.ceremade.dauphine.fr/

5. Carlier G., Dana R.-A. (2006) Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. Stat Decis 24.1: 127–152

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