Dana, Rose-Anne; Le Van, Cuong - Université Paris-Dauphine (Paris IX) - 2010
The overlapping expectations and the collective absence of arbitrage conditions introduced in the economic literature … absence of arbitrage conditions and shown to imply existence of Pareto optima and Arrow Debreu equilibria. … introduced by Heath and Ku for coherent risk measures are respectively reinterpreted as a weak no-arbitrage and a weak collective …