This paper deals with fair assignment problems in decision contexts involving multiple agents. In such problems, each agent has its own evaluation of costs and we want to find a fair compromise solution between individual point of views. Lorenz dominance is a standard decision model used in Economics to refine Pareto dominance while favoring solutions that fairly share happiness among agents. In order to enhance the discrimination possibilities offered by Lorenz dominance, we introduce here a new model called infinite order Lorenz dominance. We establish a representation result for this model using an ordered weighted average with decreasing weights. Hence we exhibit some properties of infinite order Lorenz dominance that explain how fairness is achieved in the aggregation of individual preferences. Then we explain how to solve fair assignment problems of m items to n agents, using infinite order Lorenz dominance and other models used for measuring inequalities. We show that this problem can be reformulated as a 0--1 non-linear optimization problems that can be solved, after a linearization step, by standard LP solvers. We provide numerical results showing the efficiency of the proposed approach on various instances of the paper assignment problem.