This paper investigates necessary conditions for an equilibrium to exist on a reinsurance market with short sale constraints. It establishes that, equilibrium, there exists an equivalent probability measure under which the reinsurance premium is the compensator of the jump process describing the...

The purpose of this paper is to study how the equilibrium prices and allocations in a linear exchange economy vary with respect to the intial endowments and utility vectors. We characterize an open dense subject of full measure of the initial endowment and utility vector space on which the...

Depuis l'article de Guesnerie (1975), de nombreuses recherches ont ete faites dans le cadre de la theorie de l'equilibre general en economie lorsque le secteur productif presente des rendements croissants ou plus generalement des ensembles de production non convexes. Dans cet article, nous nous...

Dans le contexte des reseaux RNIS-LB offrant une garantie de service et de debit, il faut definir et utiliser des disciplines de service plus equitables que FIFO. Des disciplines ayant cette propriete dite de "Fair Queueing" ont deja ete proposees mais elles souffrent d'autres problemes comme...

The purpose of this paper is to show that the lattice Sn of permutations on a n-element set is bounded. This result strengthens the semi-distributive nature of the lattice Sn. To prove this property, we use a characterization of the class of bounded lattices in terms of arrows relations defined...

In a first time we draw a rough shape of a general formal framework for polynomial approximation theory which encompasses the existing one by allowing the expression of new types of results. We show how this framework incorporates all the existing approximation results and, moreover, how new...

This paper explores the consequences of non-additive expected utility on risk-sharing and equilibrium in a general equilibrium set-up. We establish that convexity of an agent's preferences (or strong uncertainty aversion) is equivalent to the convexity of his capacity and concavity of his...