Chateauneuf, Alain; Gajdos, Thibault; Wilthien, Pierre-Henry - HAL - 2002
We reconsider the principles of diminishing transfer (introduced by Kolm [1976]) and dual diminishing transfer (introduced by Mehran [1976]). It appears that if a Rank Dependent Expected Utility (RDEU) maximizer respects the principle of diminishing (resp. dual diminishing) transfer, then he...