Efficient allocations under law-invariance: a unifying approach
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Publication:2338653
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Cites work
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- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Borch's theorem from the perspective of comonotonicity
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\)
- Comonotonic processes
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
- Dilatation monotone risk measures are law invariant
- Efficient allocations under ambiguity
- Equilibrium theory in infinite dimensional spaces
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
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- On comonotonicity of Pareto optimal risk sharing
- Optimal capital and risk allocations for law- and cash-invariant convex functions
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
- Optimal risk sharing with different reference probabilities
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- Pareto efficiency for the concave order and multivariate comonotonicity
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
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Cited in
(15)- Optimal progressive law of resource reallocation with uncertain disclosure by one of the divisions
- The Dubovickij-Miljutin lemma and characterizations of optimal allocations in non-smooth economies
- On the extension property of dilatation monotone risk measures
- Law-invariant functionals that collapse to the mean: beyond convexity
- Borch's theorem, equal margins, and efficient allocation
- Efficient Intra-Household Allocations: A General Characterization and Empirical Tests
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\)
- An Exact Analysis of Stable Allocation
- Law-Invariant Functionals on General Spaces of Random Variables
- Efficient allocations under ambiguity
- Multivariate systemic optimal risk transfer equilibrium
- Are reference measures of law-invariant functionals unique?
- Risk sharing under heterogeneous beliefs without convexity
- Pareto efficiency and financial fairness under limited expected loss constraint
- On the efficiency and optimality of random allocations
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