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

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## Abstract

## Suggested Citation

**Optimal risk-sharing rules and equilibria with Choquet-expected-utility**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00451997, HAL.

*RePEc:hal:cesptp:halshs-00451997*

DOI: 10.1016/S0304-4068(00)00041-0

Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00451997

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## Other versions of this item:

- Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000.
"
**Optimal risk-sharing rules and equilibria with Choquet-expected-utility**," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.

- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000.
"
**Optimal risk-sharing rules and equilibria with Choquet-expected-utility**," Post-Print halshs-00451997, HAL. - Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997.
"
**Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility**," Papiers d'Economie MathÃ©matique et Applications 97.54, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).

## References listed on IDEAS

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**Risque microéconomique, aversion à l'incertitude et indétermination de l'équilibre**," Post-Print halshs-00502518, HAL.

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**Sharing Beliefs: Between Agreeing and Disagreeing**," Papiers d'Economie MathÃ©matique et Applications 98.30, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1). - Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000.
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**Sharing beliefs: between agreeing and disagreeing**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174553, HAL. - Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000.
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**Sharing Beliefs: between Agreeing and Disagreeing**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00753122, HAL. - Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000.
"
**Sharing beliefs: between agreeing and disagreeing**," Post-Print halshs-00174553, HAL. - Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000.
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**Sharing Beliefs: between Agreeing and Disagreeing**," Post-Print hal-00753122, HAL.

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"
**Diversification, Convex Preferences and Non-Empty Core**," Papiers d'Economie MathÃ©matique et Applications 98.32, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1). - Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002.
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**Diversification, convex preferences and non-empty core in the Choquet expected utility model**," Post-Print halshs-00174770, HAL. - Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002.
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**Diversification, convex preferences and non-empty core in the Choquet expected utility model**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL. - Alain Chateauneuf & Jean-Marc Tallon, 2000.
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**Full references**(including those not matched with items on IDEAS)

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## More about this item

### Keywords

Choquet expected utility; comonotonicity; risk-sharing; equilibrium;All these keywords.

### JEL classification:

**D81**- Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty**C61**- Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis**C62**- Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium

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