| dc.contributor.author | Carlier, Guillaume | |
| dc.contributor.author | Dana, Rose-Anne | |
| dc.contributor.author | Galichon, Alfred | |
| dc.date.accessioned | 2017-03-18T13:38:27Z | |
| dc.date.available | 2017-03-18T13:38:27Z | |
| dc.date.issued | 2012 | |
| dc.identifier.issn | 0022-0531 | |
| dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/16407 | |
| dc.language.iso | en | en |
| dc.subject | stochastic dominance | |
| dc.subject | Efficiency | |
| dc.subject | Comonotonicity | |
| dc.subject | Concave order | |
| dc.subject | Stochastic dominance | |
| dc.subject | Multivariate risk-sharing | |
| dc.subject.ddc | 332 | en |
| dc.subject.classificationjel | D.D8.D81 | |
| dc.subject.classificationjel | D.D6.D61 | |
| dc.subject.classificationjel | C.C6.C61 | |
| dc.title | Pareto efficiency for the concave order and multivariate comonotonicity | |
| dc.type | Article accepté pour publication ou publié | |
| dc.description.abstracten | This paper studies efficient risk-sharing rules for the concave dominance order. For a univariate risk, it follows from a comonotone dominance principle, due to Landsberger and Meilijson [28], that efficiencyis characterized by a comonotonicity condition. The goal of the paper is to generalize the comonotone dominance principle as well asthe equivalence between efficiency and comonotonicity to the multidimensional case. The multivariate case is more involved (in particularbecause there is no immediate extension of the notion of comonotonicity) and it is addressed by using techniques from convex duality andoptimal transportation. | |
| dc.relation.isversionofjnlname | Journal of Economic Theory | |
| dc.relation.isversionofjnlvol | 147 | |
| dc.relation.isversionofjnlissue | 1 | |
| dc.relation.isversionofjnldate | 2012 | |
| dc.relation.isversionofjnlpages | 207-229 | |
| dc.relation.isversionofdoi | 10.1016/j.jet.2011.11.011 | |
| dc.relation.isversionofjnlpublisher | Elsevier | |
| dc.subject.ddclabel | Economie financière | en |
| dc.relation.forthcoming | non | en |
| dc.relation.forthcomingprint | non | en |
| dc.description.ssrncandidate | non | |
| dc.description.halcandidate | oui | |
| dc.description.readership | recherche | |
| dc.description.audience | International | |
| dc.relation.Isversionofjnlpeerreviewed | oui | |
| dc.date.updated | 2018-05-16T12:51:28Z | |
| hal.person.labIds | | * |
| hal.person.labIds | | * |
| hal.person.labIds | | * |
