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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

Are generalized call-spreads efficient?

Carlier, Guillaume; Dana, Rose-Anne - In: Journal of mathematical economics 43 (2007) 5, pp. 581-596

Persistent link: https://www.econbiz.de/10003487818

Optimal risk sharing with background risk

Dana, Rose-Anne; Scarsini, Marco - In: Journal of economic theory 133 (2007) 1, pp. 152-176

Persistent link: https://www.econbiz.de/10003445685

Intertemporal equilibria with knightian uncertainty

Dana, Rose-Anne; Riedel, Frank - 2010

We study a dynamic and infinite-dimensional model with Knightian uncertainty modeled by incomplete multiple prior preferences. In interior efficient allocations, agents share a common risk-adjusted prior and use the same subjective interest rate. Interior efficient allocations and equilibria...

Persistent link: https://www.econbiz.de/10008736535

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

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

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

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