Aloqeili, M.; Carlier, Guillaume; Ekeland, Ivar - Université Paris-Dauphine (Paris IX) - 2014
We consider H expected utility maximizers that have to share a risky aggregate multivariate endowment X∈RN and address the following two questions: does efficient risk-sharing imply restrictions on the form of individual consumptions as a function of X ? Can one identify the individual utility...