Pareto efficiency for the concave order and multivariate comonotonicity
Year of publication: |
2012
|
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Authors: | Galichon, Alfred ; Dana, Rose-Anne ; Carlier, Guillaume |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Multivariate risk-sharing | Efficiency | Comonotonicity | Stochastic dominance | Concave order |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Economic Theory, 2012, Vol. 147, no. 1. pp. 207-229.Length: 22 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D61 - Allocative Efficiency; Cost-Benefit Analysis ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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Pareto efficiency for the concave order and multivariate comonotonicity
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