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Optimal risk-sharing rules and equilibria with Choquet-expected-utility
Chateauneuf, A.; Dana, R.-A.; Tallon, J.-M. - In: Journal of mathematical economics 34 (2000) 2, pp. 191-214
Persistent link: https://www.econbiz.de/10006045311
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Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset
Dana, R.-A. - In: Journal of mathematical economics 32 (1999) 2, pp. 167-176
Persistent link: https://www.econbiz.de/10006049159
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An extension of Milleron, Mitjushin and Polterovich's result
Dana, R.-A. - In: Journal of mathematical economics 24 (1995) 3, pp. 259-270
Persistent link: https://www.econbiz.de/10006068486
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Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
Dana, R.-A. - In: Journal of mathematical economics 22 (1993) 6, pp. 563-580
Persistent link: https://www.econbiz.de/10006073886
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Existence and monotonicity of solutions to moral hazard problems
Carlier, G.; Dana, R.-A. - In: Journal of mathematical economics 41 (2005) 7, pp. 826-843
Persistent link: https://www.econbiz.de/10006014134
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Rearrangement inequalities in non-convex insurance models
Carlier, G.; Dana, R.-A. - In: Journal of mathematical economics 41 (2005) 4, pp. 483-504
Persistent link: https://www.econbiz.de/10006016208
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Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
Dana, R.-A. - In: Journal of mathematical economics 47 (2011) 3, pp. 328-336
Persistent link: https://www.econbiz.de/10009806262
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Are generalized call-spreads efficient?
Carlier, G.; Dana, R.-A. - In: Journal of mathematical economics 43 (2007) 5, pp. 581-596
Persistent link: https://www.econbiz.de/10007734905
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Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
Dana, Rose-Anne - In: Journal of mathematical economics 47 (2011) 3, pp. 328-335
Persistent link: https://www.econbiz.de/10009422734