Risk sharing in the small and in the large

DOI10.1016/j.jet.2018.03.001zbMath1422.91349OpenAlexW2188356388MaRDI QIDQ1753718

Marciano Siniscalchi, Paolo Ghirardato

Publication date: 29 May 2018

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2018.03.001

zbMATH Keywords

Pareto efficiencyambiguity aversionrisk sharingnon-convex preferences

Mathematics Subject Classification ID

Related Items (5)

Dynamic consistency, valuable information and subjective beliefs ⋮ Participation in risk sharing under ambiguity ⋮ Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory ⋮ Financial complexity and trade ⋮ BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS

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