凹序的Pareto有效性与多元共单调性
Pareto efficiency for the concave order and multivariate comonotonicity
摘要：
在本文中，我们重点研究凹优势序下的有效风险分担规则。对于单变量风险，根据Landsberger和Meilijson [25]的共单调优势原理，效率的特征在于共单调性条件。本文的目的是推广共单调优势原理以及效率和共单调性之间的等价性到多维情况。多变量设置是更多的参与（特别是因为没有立即扩展的概念，共单调性），我们解决它使用的技术，从凸对偶和最佳运输。
英文摘要：
In this paper, we focus on efficient risk-sharing rules for the concave dominance order. For a univariate risk, it follows from a comonotone dominance principle, due to Landsberger and Meilijson [25], that efficiency is characterized by a comonotonicity condition. The goal of this paper is to generalize the comonotone dominance principle as well as the equivalence between efficiency and comonotonicity to the multi-dimensional case. The multivariate setting is more involved (in particular because there is no immediate extension of the notion of comonotonicity) and we address it using techniques from convex duality and optimal transportation.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
