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On Pareto optimal allocations for multi-period risks

Author (s) P. Barrieu and G. Scandolo
Further Information Publications and Research Papers| (P.Barrieu staff page)
Abstract In this paper, we consider the problem of Pareto optimal allocations in a general framework, involving preference functionals defined on a general real vector space. The optimization problem is equivalent
to a modified sup-convolution of the different agents' preferences. The results are then applied to a multi-period setting and some further characterization of Pareto optimal allocations is obtained for expected utility for processes.
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