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Pareto efficiency for the concave order and multivariate comonotonicity
16 references·2 citing·44 second hop
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References

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  • 1968The Theory of Syndicates1,178 cited
  • 1962Equilibrium in a Reinsurance Market700 cited
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  • 1974Optimal insurance and generalized deductibles377 cited
  • 2008OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS232 cited
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  • 2001Efficient Trading Strategies in the Presence of Market Frictions96 cited
  • 2010COMONOTONIC MEASURES OF MULTIVARIATE RISKS93 cited
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  • 2007Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities59 cited
  • 2011Dual theory of choice with multivariate risks37 cited
  • 1990Invariance of the efficient sets when the expected utility hypothesis is relaxed26 cited
  • 2004Market behavior when preferences are generated by second-order stochastic dominance

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  • 2012Local Utility and Multivariate Risk Aversion0 cited
  • 2012Local Utility and Multivariate Risk Aversion0 cited