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Pareto efficiency for the concave order and multivariate comonotonicity

Citations

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Cited by:

  1. M. Aloqeili & G. Carlier & I. Ekeland, 2014. "Restrictions and identification in a multidimensional risk-sharing problem," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 409-423, June.
  2. Asimit, Alexandru V. & Badescu, Alexandru M. & Haberman, Steven & Kim, Eun-Seok, 2016. "Efficient risk allocation within a non-life insurance group under Solvency II Regime," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 69-76.
  3. Didrik Flåm, Sjur, 2012. "Coupled projects, core imputations, and the CAPM," Journal of Mathematical Economics, Elsevier, vol. 48(3), pages 170-176.
  4. repec:spo:wpmain:info:hdl:2441/7o52iohb7k6srk09mj4in40o4 is not listed on IDEAS
  5. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Working Papers hal-03588294, HAL.
  6. Felix-Benedikt Liebrich, 2024. "Risk sharing under heterogeneous beliefs without convexity," Finance and Stochastics, Springer, vol. 28(4), pages 999-1033, October.
  7. Chateauneuf, Alain & Mostoufi, Mina & Vyncke, David, 2015. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Mathematical Social Sciences, Elsevier, vol. 74(C), pages 73-78.
  8. Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2014. "Vector quantile regression," CeMMAP working papers CWP48/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," SciencePo Working papers hal-03588294, HAL.
  10. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," SciencePo Working papers hal-03470461, HAL.
  11. Alessandro Doldi & Marco Frittelli, 2019. "Multivariate Systemic Optimal Risk Transfer Equilibrium," Papers 1912.12226, arXiv.org, revised Oct 2021.
  12. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Sciences Po Economics Publications (main) hal-03588294, HAL.
  13. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Sciences Po Economics Publications (main) hal-03470461, HAL.
  14. Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021. "Multidimensional inequalities and generalized quantile functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 375-409, March.
  15. Arthur Charpentier & Lariosse Kouakou & Matthias Lowe & Philipp Ratz & Franck Vermet, 2021. "Collaborative Insurance Sustainability and Network Structure," Papers 2107.02764, arXiv.org, revised Sep 2022.
  16. Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2023. "Risk sharing, measuring variability, and distortion riskmetrics," Papers 2302.04034, arXiv.org, revised Sep 2025.
  17. Asimit, Vali & Boonen, Tim J., 2018. "Insurance with multiple insurers: A game-theoretic approach," European Journal of Operational Research, Elsevier, vol. 267(2), pages 778-790.
  18. Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," Post-Print hal-01024582, HAL.
  19. Mario Ghossoub & Giulio Principi & Ruodu Wang, 2024. "Allocation Mechanisms in Decentralized Exchange Markets with Frictions," Papers 2404.10900, arXiv.org.
  20. Arthur Charpentier & Alfred Galichon & Marc Henry, 2012. "Local Utility and Multivariate Risk Aversion," CIRJE F-Series CIRJE-F-836, CIRJE, Faculty of Economics, University of Tokyo.
  21. Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.
  22. Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2024. "Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures," Papers 2412.00655, arXiv.org.
  23. Takaaki Koike & Liyuan Lin & Ruodu Wang, 2022. "Joint mixability and notions of negative dependence," Papers 2204.11438, arXiv.org, revised Jan 2024.
  24. Marcelo Brutti Righi & Marlon Ruoso Moresco, 2024. "Inf-convolution and optimal risk sharing with countable sets of risk measures," Annals of Operations Research, Springer, vol. 336(1), pages 829-860, May.
  25. Felix-Benedikt Liebrich, 2021. "Risk sharing under heterogeneous beliefs without convexity," Papers 2108.05791, arXiv.org, revised May 2022.
  26. repec:spo:wpmain:info:hdl:2441/8pttci1na9qmqnud8j8lvbamu is not listed on IDEAS
  27. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Post-Print hal-03470461, HAL.
  28. Denuit, Michel & Dhaene, Jan & Ghossoub, Mario & Robert, Christian Y., 2025. "Comonotonicity and Pareto optimality, with application to collaborative insurance," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 1-16.
  29. Kiesel Swen & Rüschendorf Ludger, 2014. "Optimal risk allocation for convex risk functionals in general risk domains," Statistics & Risk Modeling, De Gruyter, vol. 31(3-4), pages 335-365, December.
  30. Alfred Galichon & Arthur Charpentier & Marc Henry, 2012. "Local Utility and Risk Aversion," Post-Print hal-03569250, HAL.
  31. Liebrich, Felix-Benedikt & Svindland, Gregor, 2019. "Efficient allocations under law-invariance: A unifying approach," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 28-45.
  32. Mitja Stadje, 2018. "Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing," Papers 1811.09615, arXiv.org, revised Dec 2018.
  33. Carlier, G. & Dana, R.-A., 2013. "Pareto optima and equilibria when preferences are incompletely known," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1606-1623.
  34. G. Carlier & R.-A. Dana & R.-A. Dana, 2014. "Pareto optima and equilibria when preferences are incompletely known," Working Papers 2014-60, Department of Research, Ipag Business School.
  35. Francesca Biagini & Alessandro Doldi & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis, 2019. "Systemic Optimal Risk Transfer Equilibrium," Papers 1907.04257, arXiv.org, revised Jun 2020.
  36. Alessandro Doldi & Marco Frittelli, 2024. "Multivariate systemic optimal risk transfer equilibrium," Annals of Operations Research, Springer, vol. 336(1), pages 435-480, May.
  37. Matteo Burzoni & Alessandro Doldi & Enea Monzio Compagnoni, 2022. "Risk Sharing with Deep Neural Networks," Papers 2212.11752, arXiv.org, revised Jun 2023.
  38. repec:ipg:wpaper:2014-074 is not listed on IDEAS
  39. Bernard, C. & De Gennaro Aquino, L. & Vanduffel, S., 2023. "Optimal multivariate financial decision making," European Journal of Operational Research, Elsevier, vol. 307(1), pages 468-483.
  40. Alessandro Doldi & Marco Frittelli, 2021. "Real-Valued Systemic Risk Measures," Mathematics, MDPI, vol. 9(9), pages 1-24, April.
  41. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
  42. Runhuan Feng & Chongda Liu & Stephen Taylor, 2023. "Peer-to-peer risk sharing with an application to flood risk pooling," Annals of Operations Research, Springer, vol. 321(1), pages 813-842, February.
  43. repec:spo:wpmain:info:hdl:2441/63913pp1o99dr9nneabam7071k is not listed on IDEAS
  44. Wang, Ruodu & Zitikis, Ričardas, 2020. "Weak comonotonicity," European Journal of Operational Research, Elsevier, vol. 282(1), pages 386-397.
  45. Zhanyi Jiao & Steven Kou & Yang Liu & Ruodu Wang, 2022. "An axiomatic theory for anonymized risk sharing," Papers 2208.07533, arXiv.org, revised May 2023.
  46. repec:ipg:wpaper:2014-060 is not listed on IDEAS
  47. Jean-Gabriel Lauzier, 2021. "Insurance design and arson-type risks," Papers 2112.06817, arXiv.org.
  48. Ghossoub, Mario & He, Xue Dong, 2021. "Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 6-22.
  49. Jean-Gabriel Lauzier & Liyuan Lin & Peter Wakker & Ruodu Wang, 2024. "Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes," Papers 2401.03328, arXiv.org, revised Oct 2025.
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