Show simple item record

dc.contributor.authorDana, Rose-Anne
dc.contributor.authorCarlier, Guillaume
dc.date.accessioned2009-10-27T15:00:50Z
dc.date.available2009-10-27T15:00:50Z
dc.date.issued2008
dc.identifier.issn0938-2259
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/2348
dc.language.isoenen
dc.subjectLaw Invariant Utilities
dc.subject.ddc332en
dc.subject.classificationjelD8en
dc.subject.classificationjelC0en
dc.titleTwo-Persons Efficient Risk-Sharing and Equilibria for Concave Law-Invariant Utilities
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenEfficient risk-sharing rules and equilibria between two agents withutilities in a class that contains the Rank Dependent Expected Util-ity (RDU) are fully characterized. Specific attention is given to theRDU. Call-spreads and contracts with mixed regimes are shown to beefficient. Closed-form solutions are obtained for several examples.
dc.relation.isversionofjnlnameEconomic Theory
dc.relation.isversionofjnlvol36
dc.relation.isversionofjnlissue2
dc.relation.isversionofjnldate2008
dc.relation.isversionofjnlpages189-223
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s00199-007-0266-z
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringer
dc.subject.ddclabelEconomie financièreen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2018-05-16T12:52:56Z


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record