Chateauneuf, Alain; Mostoufi, Mina; Vyncke, David - In: Mathematical Social Sciences 74 (2015) C, pp. 73-78
Considering that a natural way of sharing risks in insurance companies is to require risk by risk Pareto optimality, we offer in case of strong risk aversion, a simple computable method for deriving all Pareto optima. More importantly all Individually Rational Pareto optima can be computed...