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~person:"Dana, Rose-Anne"
~subject:"Expected utility"
~type_genre:"Article in journal"
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Dana, Rose-Anne
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Optimal risk-sharing rules and equilibria with Choquet-expected-utility
Chateauneuf, Alain
;
Dana, Rose-Anne
;
Tallon, Jean-Marc
- In:
Journal of mathematical economics
34
(
2000
)
2
,
pp. 191-214
Persistent link: https://www.econbiz.de/10001499094
Saved in:
2
Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
Dana, Rose-Anne
- In:
Journal of mathematical economics
47
(
2011
)
3
,
pp. 328-335
Persistent link: https://www.econbiz.de/10009422734
Saved in:
3
Optimal demand for contingent claims when agents have law invariant utilities
Carlier, Guillaume
;
Dana, Rose-Anne
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 169-201
Persistent link: https://www.econbiz.de/10008935693
Saved in:
4
Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
Carlier, Guillaume
;
Dana, Rose-Anne
- In:
Economic theory : official journal of the Society for …
36
(
2008
)
2
,
pp. 189-223
Persistent link: https://www.econbiz.de/10003715930
Saved in:
5
Rearrangement inequalities in non-convex insurance models
Carlier, Guillaume
;
Dana, Rose-Anne
- In:
Journal of mathematical economics
41
(
2005
)
4/5
,
pp. 483-503
Persistent link: https://www.econbiz.de/10002922651
Saved in:
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