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• W2103463148 abstract "In this paper, we consider the problem of Pareto optimal allocation 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’ preference functionals. The results are then applied to a multi-period setting and some further characterization of Pareto optimality for an allocation is obtained for expected utility for processes." @default.
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• W2103463148 date "2008-05-01" @default.
• W2103463148 modified "2023-10-16" @default.
• W2103463148 title "General Pareto Optimal Allocations and Applications to Multi-Period Risks" @default.
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• W2103463148 doi "https://doi.org/10.1017/s0515036100015087" @default.
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