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Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers

Author

Listed:
  • Aloisio Araujo
  • Jean-Marc Bonnisseau
  • Alain Chateauneuf
  • Rodrigo Novinski

Abstract

We prove that under mild conditions individually rational Pareto optima will exist

Suggested Citation

  • Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2014. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Working Papers 2014-579, Department of Research, Ipag Business School.
  • Handle: RePEc:ipg:wpaper:2014-579
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    File URL: http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_579.pdf
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    References listed on IDEAS

    as
    1. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 511-522, September.
    2. 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.
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    1. repec:ipg:wpaper:2014-580 is not listed on IDEAS
    2. repec:eee:jetheo:v:175:y:2018:i:c:p:730-765 is not listed on IDEAS

    More about this item

    JEL classification:

    • D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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