Optimal risk-sharing rules and equilibria with Choquet-expected-utility

By Alain Chateauneuf, Rose-Anne Dana, Jean-Marc Tallon. 2000

177 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Decision Sciences, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/fd52e60b92d491763dfa3c142b406ff5bffe3037

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. M. Ludkovski
2. Burgert Christian
3. Rüschendorf Ludger
4. Virginia R. Young
5. Shige Peng
6. Martin Schweizer
7. Michael Mania

In General Decision Sciences

1. Burgert Christian
2. Rüschendorf Ludger

In Management Science and Operations Research

1. M. Ludkovski
2. Burgert Christian
3. Rüschendorf Ludger
4. Virginia R. Young

Citations in the corpus

• Optimal risk sharing under distorted probabilities (2008, background): “[11]) and rank dependent utility (see Carlier and Dana [9,10]).”
• On the optimal risk allocation problem (2006, background): “…of references see Leland (1980), Chavallier and Müller (1994), and Barrieu and El Karoui (2002a, 2002b, 2003, 2004, 2005), Dana and Scarsini (2005), Chateauneuf, Dana, and Tallon (2000), Gerber (1979), Landsberger and Meilijson (1994), Denault (2001), Dana and Meilijson (2003), Heath and Ku…”