最优风险共享、均衡与福利：结合经验现实的风险态度
Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes
AI总结：
本文探讨了在考虑经验现实的风险态度下，最优风险共享、均衡与福利的理论框架及实证结果。
摘要：
本文研究了最优风险共享问题。我们引入了经验现实，考虑了实证研究中发现的风险寻求行为。我们得出了帕累托最优、竞争均衡、效用前沿以及福利的 first 和 second 定理的结果。实证研究发现，在多个子领域中普遍存在风险寻求行为。因此，作为增加经验现实的第一步，我们允许一些风险寻求者存在，但仍假设预期效用。通过推广预期效用并允许代理人的态度在某些领域表现出风险规避，在其他领域表现出风险寻求，从而获得更经验现实的结果。我们提供了结果，并指明了未来研究的方向。
英文摘要：
This paper examines optimal risk sharing. It brings in empirical realism, reckoning with the risk seeking found empirically. We provide results on Pareto optimality, competitive equilibria, utility frontiers, and the first and second theorems of welfare. Empirical studies have found prevailing risk seeking in several subdomains. Thus, as a first step to increase empirical realism, we allow for some risk-seeking agents, still assuming expected utility. Yet more empirical realism is obtained by generalizing expected utility and allowing agents' attitudes to combine risk aversion in some domains with risk seeking in others. We provide results and show directions for future research.
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。
