Svindland, GregorAcciaio, Beatrice2010-04-242010-04-242010-04-24200910.1016/j.insmatheco.2008.12.002https://infoscience.epfl.ch/handle/20.500.14299/49663We investigate the problem of optimal risk sharing between agents endowed with cash-invariant choice functions which are law-invariant with respect to different reference probability measures. We motivate a discrete setting both from an operational and a theoretical point of view, and give sufficient conditions for the existence of Pareto optimal allocations in this framework. Our results are illustrated by several examples.Optimal risk sharinglaw-invarianceconvolutiontext::journal::journal article::research article