Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11889/8050
Title: Restrictions and identification in a multidimensional risk-sharing problem
Authors: Aloqeili, M. 
Carlier, G. 
Ekeland, I. 
Keywords: Multiple criteria decision making;Multidimensional risk-sharing;Risk restrictions;Risk identifications
Issue Date: 2014
Publisher: Economic Theory
Abstract: We consider H expected utility maximizers that have to share a risky aggregate multivariate endowment X e RN and address the following two questions: does efficient risk-sharing imply restrictions on the form of individual consumptions as a function of XI Can one identify the individual utility functions from the observation of the risk-sharing? We show that when H > efficient risk sharings have to satisfy a system of nonlinear PDEs. Under an additional rank condition, we prove an identification theorem
URI: http://hdl.handle.net/20.500.11889/8050
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