Restrictions and identification in a multidimensional risk-sharing problem
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Publication:2249579
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Cites work
- Bad products of good matrices
- Core and equilibria under ambiguity
- Efficient Intra-Household Allocations: A General Characterization and Empirical Tests
- Household Intertemporal Behaviour: A Collective Characterization and a Test of Commitment
- Pareto efficiency for the concave order and multivariate comonotonicity
- The best choice problem under ambiguity
- The economics and mathematics of aggregation: formal models of efficient group behavior
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
Cited in
(11)- Multivariate risk sharing and the derivation of individually rational Pareto optima
- Borch's theorem, equal margins, and efficient allocation
- Sharing risk efficiently under suboptimal punishments for defection
- Pareto efficiency for the concave order and multivariate comonotonicity
- On sharing of risk and resources
- Short sales, destruction of resources, welfare
- Informal risk sharing with local information
- Strategy-proof risk sharing
- The risk-sharing problem under limited liability constraints in a single-period model
- Efficient risk sharing: the last frontier
- Representative consumer's risk aversion and efficient risk-sharing rules
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