Considering that a natural way of sharing risks in insurance companies is to require risk by risk Pareto optimality, we offer in case of strong risk aversion, a simple computable method for deriving all Pareto optima. More importantly all Individually Rational Pareto optima can be computed...

The aim of this paper is two-fold: first, to emphasize that the seminal result of Dow and Werlang (1992) remains valid under weaker conditions, and this even if non-positive prices are considered, or equally that the no-trade interval result is robust when considering assets which can yield...

We are interested in capacities which are deformations of probability, i.e. v=foP. We characterize balanced, totally balanced, and exact capacities by properties concerning the probability transformation function, f. These results allow us to obtain simple new characterizations of a large...

The Shapley value is a central notion defining a rational way to share the total worth of a cooperative game among players. We address a general framework leading to applications to games with communication graphs, where the feasible coalitions form a poset whose all maximal chains have the same...

The paper concerns a dynamic model of influence in which agents make a yes–no decision. Each agent has an initial opinion which he may change during different phases of interaction, due to mutual influence among agents. We investigate a model of influence based on aggregation functions. Each...