Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers

Aloisio Araujo, Jean-Marc Bonnisseau, Alain Chateauneuf and Rodrigo Novinski

No 2014-579, Working Papers from Department of Research, Ipag Business School

Abstract: We prove that under mild conditions individually rational Pareto optima will exist

Pages: 24 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-mic
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Related works:
Working Paper: Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers (2015)
Working Paper: Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers (2015)
Working Paper: Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers (2015)
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