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Optimal risk-sharing rules and equilibria with Choquet-expected-utility

  • Published:2000-10 Issue:2 Volume:34 Page:191-214
  • ISSN:0304-4068
  • Container-title:Journal of Mathematical Economics
  • language:en
  • Short-container-title:Journal of Mathematical Economics

Author:

Chateauneuf Alain,Dana Rose-Anne,Tallon Jean-Marc

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference24 articles.

1. Sharing beliefs: between agreeing and disagreeing. Cahiers Eco & Maths 98.30, Université Paris I;Billot;Econometrica,2000

2. Equilibrium in a reinsurance market;Borch;Econometrica,1962

3. Individual risk and mutual insurance;Cass;Econometrica,1996

4. Chateauneuf, A., Tallon, J.-M., 1998. Diversification, convex preferences and non-empty core. Cahiers Eco & Maths 98-32, Université Paris I.

5. Chateauneuf, A., Cohen, M., Kast, R., 1997. A review of some results related to comonotonicity. Cahiers Eco & Maths 97.32, Université Paris I.

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