Dual theory of choice with multivariate risks

@article{Galichon2012DualTO,
  title={Dual theory of choice with multivariate risks},
  author={Alfred Galichon and Marc Henry},
  journal={J. Econ. Theory},
  year={2012},
  volume={147},
  pages={1501-1516}
}
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36 Citations
Highly Influential Citations
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Background Citations
19
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36 Citations

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Citation Type

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Multidimensional inequalities and generalized quantile functions
In this paper, we extend the generalized Yaari’s dual theory for multidimensional distributions, in the vein of Galichon and Henry’s paper (Galichon and Henry in J Econ Theory 147:1501–1516, 2012).…
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References

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We propose a multivariate extension of a well‐known characterization by S. Kusuoka of regular and coherent risk measures as maximal correlation functionals. This involves an extension of the notion…
Pareto efficiency for the concave order and multivariate comonotonicity
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