K. J. Arrow, Uncertainty and the welfare of medical care, American Economic Review, vol.53, pp.941-973, 1963.

P. Artzner, F. Delbaen, J. M. Eber, and D. Heath, Coherent Measures of Risk, Mathematical Finance, vol.9, issue.3, pp.203-228, 1999.
DOI : 10.1111/1467-9965.00068

P. Barrieu and N. Elkaroui, Reinsuring Climatic Risk Using Optimally Designed Weather Bonds, The Geneva Papers on Risk and Insurance Theory, vol.27, issue.2, pp.87-113, 2002.
DOI : 10.1023/A:1021944109402

P. Barrieu and N. Elkaroui, Optimal design of derivatives in illiquid markets*, Quantitative Finance, vol.69, issue.3, pp.1-8, 2002.
DOI : 10.1016/0022-0531(71)90038-X

P. Barrieu and N. Elkaroui, Optimal derivatives design and diversification in financial markets with non-tradable risk, 2003.

P. Barrieu and N. Elkaroui, Inf-convolution of risk measures and optimal risk transfer, Finance and Stochastics, vol.9, issue.2, pp.269-298, 2005.
DOI : 10.1007/s00780-005-0152-0

H. Bühlmann, Abstract, ASTIN Bulletin, vol.11, issue.01, pp.13-21, 1984.
DOI : 10.1016/0022-0531(72)90136-6

H. Bühlmann and S. Jewell, Optimal Risk Exchanges, ASTIN Bulletin, vol.9, issue.03, pp.243-262, 1979.
DOI : 10.2307/1909607

K. Borch, Equilibrium in a Reinsurance Market, Econometrica, vol.30, issue.3, pp.424-444, 1962.
DOI : 10.2307/1909887

H. Brézis, Analyse Fonctionelle, 1983.

C. Camerer, Behavioral Game Theory, 2003.

G. Carlier and R. Dana, Core of convex distortions of a probability, Journal of Economic Theory, vol.113, issue.2, pp.199-222, 2003.
DOI : 10.1016/S0022-0531(03)00122-4

R. Dana and M. Jeanblanc, Financial Markets in Continuous Time, 2003.

R. Dana and I. Meilijson, Modelling agents' preferences in complete markets by second order stochastic dominance, 2003.

R. Dana and M. Scarsini, Optimal risk sharing with background risk, Journal of Economic Theory, vol.133, issue.1, 2005.
DOI : 10.1016/j.jet.2005.10.002

URL : https://hal.archives-ouvertes.fr/hal-00538974

D. Denneberg, Non-additive measures and integrals, 1994.
DOI : 10.1007/978-94-017-2434-0

J. Dhaene, M. Denuit, M. J. Goovaerts, R. Kaas, and D. Vyncke, The concept of comonotonicity in actuarial science and finance: theory, Insurance: Mathematics and Economics, vol.31, issue.1, pp.3-33, 2002.
DOI : 10.1016/S0167-6687(02)00134-8

F. Delbaen, Coherent risk measures, Bl??tter der DGVFM, vol.22, issue.4, 2000.
DOI : 10.1007/BF02809088

F. Delbaen, Coherent measures of risk on general probability spaces In Advances in Finance and Stochastics, pp.1-37, 2002.

F. Delbaen, Hedging bounded claims with bounded outcomes, 2005.
DOI : 10.1007/4-431-30899-7_3

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.484.3442

M. Frittelli and E. R. Rossaza-gianin, Putting order in risk measures, Journal of Banking & Finance, vol.26, issue.7, pp.1473-1486, 2002.
DOI : 10.1016/S0378-4266(02)00270-4

M. Frittelli and E. R. Rossaza-gianin, Law invariant convex risk measures, Advances in Mathematical Economics, vol.7, pp.33-46, 2005.
DOI : 10.1007/4-431-27233-X_2

T. Fischer, Examples of coherent risk measures depending on one-sided moments, 2001.

H. Föllmer and A. Schied, Convex measures of risk and trading constraints, Finance and Stochastics, vol.6, issue.4, pp.429-448, 2002.
DOI : 10.1007/s007800200072

H. Föllmer and A. Schied, Stochastic Finance, 2004.

H. U. Gerber, An Introduction to Mathematical Risk Theory, Huebner Foundation Monograph, vol.8, 1979.

D. Heath and H. Ku, Pareto Equilibria with coherent measures of risk, Mathematical Finance, vol.34, issue.2, pp.163-172, 2004.
DOI : 10.1016/S0304-405X(01)00075-7

E. Jouini and C. Napp, Conditional comonotonicity, avec Clotilde Napp, 2004.
DOI : 10.1007/s10203-004-0049-y

URL : https://halshs.archives-ouvertes.fr/halshs-00151516/file/DEF_05.pdf

E. Jouini, W. Schachermayer, and N. Touzi, Law-invariant risk measures have the Fatou property, 2005.
URL : https://hal.archives-ouvertes.fr/halshs-00176522

S. Klöppel and M. Schweizer, Dynamic Utility Indifference Valuation via Convex Risk Measures, 2005.

S. Kusuoka, On law invariant coherent risk measures, Advances in Mathematical Economics, vol.3, pp.83-95, 2001.
DOI : 10.1007/978-4-431-67891-5_4

M. Landsberger and I. Meilijson, Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion, Annals of Operations Research, vol.55, issue.2, pp.97-106, 1994.
DOI : 10.1007/BF02033185

M. A. Nowak, K. Page, and S. K. , Fairness Versus Reason in the Ultimatum Game, Science, vol.289, issue.5485, pp.1773-1775, 2000.
DOI : 10.1126/science.289.5485.1773

R. T. Rockafellar, Convex Analysis, Princeton Landmarks in Mathematics, 1997.
DOI : 10.1515/9781400873173