Galichon, Alfred; Dana, Rose-Anne; Carlier, Guillaume - Université Paris-Dauphine (Paris IX) - 2012
This paper studies efficient risk-sharing rules for the concave dominance order. For a univariate risk, it follows from … a comonotone dominance principle, due to Landsberger and Meilijson (1994) [27], that efficiency is characterized by a … between efficiency and comonotonicity to the multidimensional case. The multivariate case is more involved (in particular …