Harris Schlesinger
(deceased)Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger, 2017.
"Risk Apportionment: The Dual Story,"
Papers
1712.02182, arXiv.org.
- Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020. "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, vol. 185(C).
Cited by:
- Jan Dhaene & Roger J. A. Laeven & Yiying Zhang, 2019.
"Systemic Risk: Conditional Distortion Risk Measures,"
Papers
1901.04689, arXiv.org, revised Jan 2019.
- Dhaene, Jan & Laeven, Roger J.A. & Zhang, Yiying, 2022. "Systemic risk: Conditional distortion risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 126-145.
- Takehito Masuda & Eungik Lee, 2018.
"Higher order risk attitudes and prevention under different timings of loss,"
ISER Discussion Paper
1034, Institute of Social and Economic Research, Osaka University.
- Takehito Masuda & Eungik Lee, 2019. "Higher order risk attitudes and prevention under different timings of loss," Experimental Economics, Springer;Economic Science Association, vol. 22(1), pages 197-215, March.
- Louis R. Eeckhoudt & Roger J. A. Laeven, 2021. "Probability Premium and Attitude Towards Probability," Papers 2105.00054, arXiv.org.
- Paan Jindapon & Liqun Liu & William S. Neilson, 2021. "Comparative risk apportionment," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 91-112, April.
- Anwesha Banerjee & Stefano Barbieri & Kai A. Konrad, 2022. "Climate Policy, Irreversibilities and Global Economic Shocks," Working Papers tax-mpg-rps-2022-11, Max Planck Institute for Tax Law and Public Finance.
- Ivan Paya & David A. Peel & Konstantinos Georgalos, 2023. "On the predictions of cumulative prospect theory for third and fourth order risk preferences," Theory and Decision, Springer, vol. 95(2), pages 337-359, August.
- van Bruggen, Paul & Laeven, Roger J. A. & van de Kuilen, Gijs, 2024.
"Higher-Order Risk Attitudes for Non-Expected Utility,"
Other publications TiSEM
c566934e-eb60-4b4b-a972-4, Tilburg University, School of Economics and Management.
- van Bruggen, Paul & Laeven, Roger J. A. & van de Kuilen, Gijs, 2024. "Higher-Order Risk Attitudes for Non-Expected Utility," Discussion Paper 2024-019, Tilburg University, Center for Economic Research.
- Ruodu Wang & Qinyu Wu, 2024. "Prudence and higher-order risk attitudes in the rank-dependent utility model," Papers 2412.15350, arXiv.org.
- Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Yuan Yue, 2018.
"Earthquake risk embedded in property prices: Evidence from five Japanese cities,"
Tinbergen Institute Discussion Papers
18-061/III, Tinbergen Institute.
- Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Yuan Yue, 2022. "Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(537), pages 82-93, January.
- Sebastian Ebert, 2021. "Prudent Discounting: Experimental Evidence On Higher Order Time Risk Preferences," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(4), pages 1489-1511, November.
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016.
"Greater Mutual Aggravation,"
Other publications TiSEM
e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018. "Greater Mutual Aggravation," Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
Cited by:
- Heinzel Christoph & Richard Peter, 2021. "Precautionary motives with multiple instruments," Working Papers SMART 21-09, INRAE UMR SMART.
- Hal Bleichrodt & David Crainich & Louis Eeckhoudt & Nicolas Treich, 2020.
"Risk aversion and the value of diagnostic tests,"
Post-Print
hal-03048860, HAL.
- Han Bleichrodt & David Crainich & Louis Eeckhoudt & Nicolas Treich, 2020. "Risk aversion and the value of diagnostic tests," Theory and Decision, Springer, vol. 89(2), pages 137-149, September.
- Peter, Richard & Hofmann, Annette, 2024. "Precautionary risk-reduction and saving decisions: Two sides of the same coin?," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 175-194.
- Marzia Donno & Marco Magnani & Mario Menegatti, 2020. "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 251-267, June.
- Paan Jindapon & Liqun Liu & William S. Neilson, 2021. "Comparative risk apportionment," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 91-112, April.
- Heinzel, Christoph & Peter, Richard, 2023. "Precaution with multiple instruments: The importance of substitution effects," Journal of Economic Behavior & Organization, Elsevier, vol. 207(C), pages 392-412.
- Christoph Heinzel & Richard Peter, 2021. "Precautionary motives with multiple instruments [Motifs de précaution en cas de multiples instruments]," Working Papers hal-03484875, HAL.
- Donatella Baiardi & Marco Magnani & Mario Menegatti, 2020. "The theory of precautionary saving: an overview of recent developments," Review of Economics of the Household, Springer, vol. 18(2), pages 513-542, June.
- Heinzel, Christoph & Peter, Richard, 2021. "Precautionary motives with multiple instruments," Working Papers 316521, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Hongxia Wang, 2019. "Generalized Multiplicative Risk Apportionment," Risks, MDPI, vol. 7(2), pages 1-9, June.
- Mario Menegatti & Richard Peter, 2022. "Changes in Risky Benefits and in Risky Costs: A Question of the Right Order," Management Science, INFORMS, vol. 68(5), pages 3625-3634, May.
- Trautmann, Stefan T. & Kuilen, Gijs van de, 2018. "Higher order risk attitudes: A review of experimental evidence," European Economic Review, Elsevier, vol. 103(C), pages 108-124.
- Cary Deck & Harris Schlesinger, 2016.
"On the Robustness of Higher Order Risk Preferences,"
Working Papers
16-26, Chapman University, Economic Science Institute.
- Cary Deck & Harris Schlesinger, 2018. "On The Robustness Of Higher Order Risk Preferences," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 313-333, June.
Cited by:
- Timo Heinrich & Thomas Mayrhofer, 2018. "Higher-order risk preferences in social settings," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 434-456, June.
- Bougherara, Douadia & Friesen, Lana & Nauges, Céline, 2020.
"Risk Taking with Left- and Right-Skewed Lotteries,"
TSE Working Papers
20-1085, Toulouse School of Economics (TSE).
- Douadia Bougherara & Lana Friesen & Céline Nauges, 2021. "Risk Taking with Left- and Right-Skewed Lotteries," Journal of Risk and Uncertainty, Springer, vol. 62(1), pages 89-112, February.
- Douadia Bougherara & Lana Friesen & Céline Nauges, 2021. "Risk Taking with Left- and Right-Skewed Lotteries," Post-Print hal-03219533, HAL.
- Douadia Bougherara & Lana Friesen & Céline Nauges, 2020. "Risk Taking with Left- and Right-Skewed Lotteries," Discussion Papers Series 619, School of Economics, University of Queensland, Australia.
- Arthur Attema & Olivier L’haridon & Gijs van de Kuilen, 2019.
"Measuring Multivariate Risk Preferences in the Health Domain,"
Post-Print
halshs-01970236, HAL.
- Attema, Arthur E. & l’Haridon, Olivier & van de Kuilen, Gijs, 2019. "Measuring multivariate risk preferences in the health domain," Journal of Health Economics, Elsevier, vol. 64(C), pages 15-24.
- Konstantinos Georgalos & Ivan Paya & David Peel, 2023. "Higher order risk attitudes: new model insights and heterogeneity of preferences," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 145-192, March.
- Mayrhofer, Thomas & Schmitz, Hendrik, 2020.
"Prudence and prevention: Empirical evidence,"
Ruhr Economic Papers
863, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Thomas Mayrhofer & Hendrik Schmitz, 2020. "Prudence and prevention - Empirical evidence," Working Papers CIE 134, Paderborn University, CIE Center for International Economics.
- Heinrich, Timo & Shachat, Jason, 2018.
"The development of risk aversion and prudence in Chinese children and adolescents,"
MPRA Paper
86456, University Library of Munich, Germany.
- Timo Heinrich & Jason Shachat, 2020. "The development of risk aversion and prudence in Chinese children and adolescents," Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 263-287, December.
- Haering, Alexander, 2021. "Framing decisions in experiments on higher-order risk preferences," Ruhr Economic Papers 913, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Georgalos, Konstantinos & Paya, Ivan & Peel, David, 2024. "The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 749-770.
- Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019.
"New Results for Additive and Multiplicative Risk Apportionment,"
Working Papers
halshs-02100855, HAL.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.
- Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Irene Mussio & Maximiliano Sosa Andrés & Abdul H Kidwai, 2023. "Higher order risk attitudes in the time of COVID-19: an experimental study," Oxford Economic Papers, Oxford University Press, vol. 75(1), pages 163-182.
- Colasante, Annarita & García-Segarra, Jaume & Riccetti, Luca & Russo, Alberto, 2022. "On the consistency of the individual behavior when facing higher-order risk attitudes," Finance Research Letters, Elsevier, vol. 50(C).
- Trautmann, Stefan T. & Kuilen, Gijs van de, 2018. "Higher order risk attitudes: A review of experimental evidence," European Economic Review, Elsevier, vol. 103(C), pages 108-124.
- Timo R. Lambregts & Paul Bruggen & Han Bleichrodt, 2021. "Insurance decisions under nonperformance risk and ambiguity," Journal of Risk and Uncertainty, Springer, vol. 63(3), pages 229-253, December.
- Sebastian Ebert, 2021. "Prudent Discounting: Experimental Evidence On Higher Order Time Risk Preferences," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(4), pages 1489-1511, November.
- Gollier, Christian, 2018. "Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 155-171.
- Colasante, Annarita & Riccetti, Luca, 2021. "Financial and non-financial risk attitudes: What does it matter?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Cary Deck & Harris Schlesinger, 2012.
"Consistency of Higher Order Risk Preferences,"
CESifo Working Paper Series
4047, CESifo.
- Cary Deck & Harris Schlesinger, 2014. "Consistency of Higher Order Risk Preferences," Econometrica, Econometric Society, vol. 82, pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2014. "Consistency of Higher Order Risk Preferences," Econometrica, Econometric Society, vol. 82(5), pages 1913-1943, September.
Cited by:
- Breaban, Adriana & van de Kuilen, Gijs & Noussair, Charles, 2016.
"Prudence, Personality, Cognitive Ability and Emotional State,"
Discussion Paper
2016-030, Tilburg University, Center for Economic Research.
- Breaban, Adriana & van de Kuilen, Gijs & Noussair, Charles, 2016. "Prudence, Personality, Cognitive Ability and Emotional State," Other publications TiSEM 9a01a5ab-e03d-49eb-9cd7-4, Tilburg University, School of Economics and Management.
- Timo Heinrich & Thomas Mayrhofer, 2018. "Higher-order risk preferences in social settings," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 434-456, June.
- Chaigneau, Pierre & Eeckhoudt, Louis, 2016.
"Downside risk neutral probabilities,"
LSE Research Online Documents on Economics
118980, London School of Economics and Political Science, LSE Library.
- Pierre Chaigneau & Louis Eeckhoudt, 2015. "Downside Risk Neutral Probabilities," Cahiers de recherche 1521, CIRPEE.
- Pierre Chaigneau & Louis Eeckhoudt, 2020. "Downside risk-neutral probabilities," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(1), pages 65-77, April.
- Tunç Durmaz, 2016.
"Precautionary Storage in Electricity Markets,"
Working Papers
2016.07, FAERE - French Association of Environmental and Resource Economists.
- Durmaz, Tunç, 2016. "Precautionary Storage in Electricity Markets," Discussion Papers 2016/5, Norwegian School of Economics, Department of Business and Management Science.
- Ruodu Wang & Qinyu Wu, 2024. "The reference interval in higher-order stochastic dominance," Papers 2411.15401, arXiv.org, revised Mar 2025.
- Arthur E. Attema & Olivier L'Haridon & Gijs van de Kuilen, 2023.
"An experimental investigation of social risk preferences for health,"
Post-Print
hal-04116959, HAL.
- Arthur E. Attema & Olivier L’Haridon & Gijs Kuilen, 2023. "An experimental investigation of social risk preferences for health," Theory and Decision, Springer, vol. 95(3), pages 379-403, October.
- Takehito Masuda & Eungik Lee, 2018.
"Higher order risk attitudes and prevention under different timings of loss,"
ISER Discussion Paper
1034, Institute of Social and Economic Research, Osaka University.
- Takehito Masuda & Eungik Lee, 2019. "Higher order risk attitudes and prevention under different timings of loss," Experimental Economics, Springer;Economic Science Association, vol. 22(1), pages 197-215, March.
- Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016. "Risk aversion with two risks: A theoretical extension," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 100-105.
- Liu, K. & Prommawin, B. & Schroyen, F., 2023. "Health Insurance and Agricultural Investments: Evidence from Rural Thailand," Cambridge Working Papers in Economics 2327, Faculty of Economics, University of Cambridge.
- Arthur Attema & Olivier L’haridon & Gijs van de Kuilen, 2019.
"Measuring Multivariate Risk Preferences in the Health Domain,"
Post-Print
halshs-01970236, HAL.
- Attema, Arthur E. & l’Haridon, Olivier & van de Kuilen, Gijs, 2019. "Measuring multivariate risk preferences in the health domain," Journal of Health Economics, Elsevier, vol. 64(C), pages 15-24.
- Konstantinos Georgalos & Ivan Paya & David Peel, 2023. "Higher order risk attitudes: new model insights and heterogeneity of preferences," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 145-192, March.
- Liu, Liqun & Wang, Jianli, 2017. "A note on the comparative statics approach to nth-degree risk aversion," Economics Letters, Elsevier, vol. 159(C), pages 116-118.
- Bi, Hongwei & Zhu, Wei, 2022. "Nonmonotonic risk preferences over lottery comparison," European Journal of Operational Research, Elsevier, vol. 303(3), pages 1458-1468.
- Bittner, Anika & Haering, Alexander & Heinrich, Timo & Mayrhofer, Thomas, 2024. "Revalidating a survey instrument for measuring risk preferences," Economics Letters, Elsevier, vol. 242(C).
- François Desmoulins-Lebeault & Luc Meunier, 2018. "Moment Risks: Investment for Self and for a Firm," Decision Analysis, INFORMS, vol. 15(4), pages 242-266, December.
- Mayrhofer, Thomas & Schmitz, Hendrik, 2020.
"Prudence and prevention: Empirical evidence,"
Ruhr Economic Papers
863, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Thomas Mayrhofer & Hendrik Schmitz, 2020. "Prudence and prevention - Empirical evidence," Working Papers CIE 134, Paderborn University, CIE Center for International Economics.
- Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger, 2017.
"Risk Apportionment: The Dual Story,"
Papers
1712.02182, arXiv.org.
- Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020. "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, vol. 185(C).
- Kanchan Joshi & Thiagu Ranganathan & Ram Ranjan, 2021. "Exploring Higher Order Risk Preferences of Farmers in a Water-Scarce Region: Evidence from a Field Experiment in West Bengal, India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 317-344, June.
- Liqun Liu & William S. Neilson, 2019. "Alternative Approaches to Comparative n th-Degree Risk Aversion," Management Science, INFORMS, vol. 65(8), pages 3824-3834, August.
- Gollier, Christian, 2019.
"Variance stochastic orders,"
Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 1-8.
- Gollier, Christian, 2017. "Variance stochastic orders," TSE Working Papers 17-828, Toulouse School of Economics (TSE).
- Ignacia Benitez & Claudio A. Bonilla & Marcos Vergara, 2024. "Hybrid entrepreneurship and risk," Small Business Economics, Springer, vol. 63(3), pages 1171-1196, October.
- Jim Engle-Warnick & Diego Pulido & Marine de Montaignac, 2016. "A Comparison of Survey and Incentivized-Based Risk Attitude Elicitation," CIRANO Working Papers 2016s-40, CIRANO.
- Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2016. "The banking firm under ambiguity aversion," CEPIE Working Papers 01/16, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Peter, Richard & Hofmann, Annette, 2024. "Precautionary risk-reduction and saving decisions: Two sides of the same coin?," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 175-194.
- Heinrich, Timo & Shachat, Jason, 2018.
"The development of risk aversion and prudence in Chinese children and adolescents,"
MPRA Paper
86456, University Library of Munich, Germany.
- Timo Heinrich & Jason Shachat, 2020. "The development of risk aversion and prudence in Chinese children and adolescents," Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 263-287, December.
- Ren, Tiantian & Kerstens, Kristiaan & Kumar, Saurav, 2024.
"Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy,"
European Journal of Operational Research, Elsevier, vol. 319(1), pages 332-344.
- Tiantian Ren & Kristiaan Kerstens & Saurav Kumar, 2024. "Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy," Post-Print hal-04750680, HAL.
- Martin Dumav & Maxwell B. Stinchcombe, 2021. "The multiple priors of the open-minded decision maker," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 663-692, March.
- Haering, Alexander, 2021. "Framing decisions in experiments on higher-order risk preferences," Ruhr Economic Papers 913, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Aurélien Baillon & Harris Schlesinger & Gijs van de Kuilen, 2018. "Measuring higher order ambiguity preferences," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 233-256, June.
- Anna Bottasso & Sébastien Duchêne & Eric Guerci & Nobuyuki Hanaki & Charles Noussair, 2022.
"Higher order risk attitudes of financial experts,"
Post-Print
hal-03664148, HAL.
- Bottasso, Anna & Duchêne, Sébastien & Guerci, Eric & Hanaki, Nobuyuki & Noussair, Charles N., 2022. "Higher order risk attitudes of financial experts," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
- Gollier, Christian, 2019.
"A general theory of risk apportionment,"
TSE Working Papers
19-1003, Toulouse School of Economics (TSE).
- Gollier, Christian, 2021. "A general theory of risk apportionment," Journal of Economic Theory, Elsevier, vol. 192(C).
- David Crainich & Mario Menegatti, 2021.
"Self-protection with random costs,"
Post-Print
hal-03273664, HAL.
- Crainich, David & Menegatti, Mario, 2021. "Self-protection with random costs," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 63-67.
- Han (H.) Bleichrodt & Paul van Bruggen, 2018. "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers 18-079/I, Tinbergen Institute.
- Klajdi Bregu & Cary Deck & Lindsay Ham & Salar Jahedi, 2016.
"The Effects of Alcohol Use on Economic Decision Making,"
Working Papers
16-03, Chapman University, Economic Science Institute.
- Klajdi Bregu & Cary Deck & Lindsay Ham & Salar Jahedi, 2017. "The Effects of Alcohol Use on Economic Decision Making," Southern Economic Journal, John Wiley & Sons, vol. 83(4), pages 886-902, April.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018.
"On the properties of high-order non-monetary measures for risks,"
Post-Print
halshs-01951128, HAL.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Muller, 2019.
"Social Shock Sharing and Stochastic Dominance,"
AMSE Working Papers
1903, Aix-Marseille School of Economics, France.
- Christophe Muller, 2019. "Social Shock Sharing and Stochastic Dominance," Working Papers halshs-02005735, HAL.
- Fujii, Yoichiro & Osaki, Yusuke, 2019. "The willingness to pay for health improvement under comorbidity ambiguity," Journal of Health Economics, Elsevier, vol. 66(C), pages 91-100.
- Georgalos, Konstantinos & Paya, Ivan & Peel, David, 2024. "The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 749-770.
- Georges Dionne & Jingyuan Li & Cédric Okou, 2024. "An alternative representation of the C-CAPM with higher-order risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 49(2), pages 194-233, September.
- Jahedi, Salar & Deck, Cary & Ariely, Dan, 2017.
"Arousal and economic decision making,"
Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 165-189.
- Salar Jahedi & Cary Deck & Dan Ariely, 2016. "Arousal and Economic Decision Making," Working Papers 16-02, Chapman University, Economic Science Institute.
- Liqun Liu & Nicolas Treich, 2021.
"Optimality of winner-take-all contests: the role of attitudes toward risk,"
Journal of Risk and Uncertainty, Springer, vol. 63(1), pages 1-25, August.
- Treich, Nicolas & Liu, Linqun, 2021. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 21-1194, Toulouse School of Economics (TSE).
- Liqun Liu & Nicolas Treich, 2021. "Optimality of winner-take-all contests: the role of attitudes toward risk," Post-Print hal-03722083, HAL.
- Treich, Nicolas & Liu, Linqun, 2019. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 19-1060, Toulouse School of Economics (TSE).
- Chabi-Yo, Fousseni & Loudis, Johnathan, 2020. "The conditional expected market return," Journal of Financial Economics, Elsevier, vol. 137(3), pages 752-786.
- Eric Cardella & Carl Kitchens, 2017. "The impact of award uncertainty on settlement negotiations," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 333-367, June.
- Ivan Paya & David A. Peel & Konstantinos Georgalos, 2023. "On the predictions of cumulative prospect theory for third and fourth order risk preferences," Theory and Decision, Springer, vol. 95(2), pages 337-359, August.
- Schneider, Sebastian O. & Sutter, Matthias, 2020. "Higher Order Risk Preferences: Experimental Measures, Determinants and Related Field Behavior," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224643, Verein für Socialpolitik / German Economic Association.
- Camille Cornand & Maria Alejandra Erazo Diaz & Béatrice Rey & Adam Zylbersztejn, 2023.
"On the robustness of higher order attitudes to ambiguity framing,"
Working Papers
hal-04316734, HAL.
- Camille Cornand & Maria Alejandra Erazo Diaz & Béatrice Rey & Adam Zylbersztejn, 2023. "On the robustness of higher order attitudes to ambiguity framing," Working Papers 2318, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Georgalos, Konstantinos & Paya, Ivan & Peel, David A., 2021. "On the contribution of the Markowitz model of utility to explain risky choice in experimental research," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 527-543.
- David Crainich & Louis Eeckhoudt & Mario Menegatti, 2016.
"Changing risks and optimal effort,"
Post-Print
hal-01533522, HAL.
- Crainich, David & Eeckhoudt, Louis & Menegatti, Mario, 2016. "Changing risks and optimal effort," Journal of Economic Behavior & Organization, Elsevier, vol. 125(C), pages 97-106.
- Fairley, Kim & Sanfey, Alan G., 2020. "The role of demographics on adolescents’ preferences for risk, ambiguity, and prudence," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 784-796.
- Fousseni Chabi-Yo & Chukwuma Dim & Grigory Vilkov, 2023. "Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks," Management Science, INFORMS, vol. 69(2), pages 922-939, February.
- Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019.
"New Results for Additive and Multiplicative Risk Apportionment,"
Working Papers
halshs-02100855, HAL.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.
- Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
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"Higher-Order Risk Attitudes for Non-Expected Utility,"
Other publications TiSEM
c566934e-eb60-4b4b-a972-4, Tilburg University, School of Economics and Management.
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"Incentive Contracts and Downside Risk Sharing,"
Post-Print
halshs-02292797, HAL.
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"Risk aversion, prudence and temperance : an experiment in gain and loss,"
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"Risk Taking with Additive and Multiplicative Background Risks,"
Working Paper Series of the Department of Economics, University of Konstanz
2011-25, Department of Economics, University of Konstanz.
- Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011. "Risk taking with additive and multiplicative background risks," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1547-1568, July.
Cited by:
- Dionne, Georges & Li, Jingyuan, 2014.
"Comparative Ross risk aversion in the presence of mean dependent risks,"
Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
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- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche 1211, CIRPEE.
- Christoph Basten & Andreas Fagereng & Kjetil Telle, 2012.
"Saving and portfolio allocation before and after job loss,"
Discussion Papers
672, Statistics Norway, Research Department.
- Christoph Basten & Andreas Fagereng & Kjetil Telle, 2016. "Saving and Portfolio Allocation Before and After Job Loss," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 293-324, March.
- Christoph Basten & Andreas Fagereng & Kjetil Telle, 2012. "Saving and portfolio allocation before and after job loss," KOF Working papers 12-298, KOF Swiss Economic Institute, ETH Zurich.
- Mahayni, Antje & Schneider, Judith C., 2012. "Variable annuities and the option to seek risk: Why should you diversify?," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2417-2428.
- Matthias Pelster, 2015. "Marketable and non-hedgeable risk in a duopoly framework with hedging," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 697-716, October.
- Udo Broll & Soumyatanu Mukherjee, 2018. "The attitude of multinationals towards risks," Discussion Papers 2018-02, University of Nottingham, GEP.
- Sirous Fathi Manesh & Baha-Eldin Khaledi & Jan Dhaene, 2015.
"Optimal allocation of policy deductibles for exchangeable risks,"
Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven
501184, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
- Manesh, Sirous Fathi & Khaledi, Baha-Eldin & Dhaene, Jan, 2016. "Optimal allocation of policy deductibles for exchangeable risks," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 87-92.
- Wagener, Andreas & Zenker, Juliane, 2018. "Decoupled but not neutral: The effects of stochastic transfers on investment and incomes in rural Thailand," TVSEP Working Papers wp-008, Leibniz Universitaet Hannover, Institute for Environmental Economics and World Trade, Project TVSEP.
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- Liu, K. & Prommawin, B. & Schroyen, F., 2023. "Health Insurance and Agricultural Investments: Evidence from Rural Thailand," Cambridge Working Papers in Economics 2327, Faculty of Economics, University of Cambridge.
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- Christian Gollier & Miles S. Kimball, 2018.
"Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 397-430, June.
- Gollier, Christian & Kimball, Miles S., 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," IDEI Working Papers 884, Institut d'Économie Industrielle (IDEI), Toulouse.
- Gollier, Christian & Kimball, Miles S., 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," TSE Working Papers 18-909, Toulouse School of Economics (TSE).
- Huang, Hung-Hsi & Wang, Ching-Ping, 2013. "Portfolio selection and portfolio frontier with background risk," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 177-196.
- Martín Egozcue & Jiang Wu & Ričardas Zitikis, 2017. "Optimal two-stage pricing strategies from the seller’s perspective under the uncertainty of buyer’s decisions," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-25, December.
- Harenberg, Daniel & Ludwig, Alexander, 2014.
"Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk,"
MEA discussion paper series
201413, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Daniel Harenberg & Alexander Ludwig, 2014. "Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk," CER-ETH Economics working paper series 14/204, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Daniel Harenberg & Alexander Ludwig, 2015. "Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risks," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(4), pages 579-603, August.
- Harenberg, Daniel & Ludwig, Alexander, 2015. "Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risk," SAFE Working Paper Series 71, Leibniz Institute for Financial Research SAFE, revised 2015.
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- Yinping You & Xiaohu Li, 2017. "Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas," Annals of Operations Research, Springer, vol. 259(1), pages 485-501, December.
- Harenberg, Daniel & Ludwig, Alexander, 2017.
"Idiosyncratic risk, aggregate risk, and the welfare effects of social security,"
SAFE Working Paper Series
59, Leibniz Institute for Financial Research SAFE, revised 2017.
- Harenberg, Daniel & Ludwig, Alexander, 2018. "Idiosyncratic risk, aggregate risk, and the welfare effects of social security," ZEW Discussion Papers 18-016, ZEW - Leibniz Centre for European Economic Research.
- Daniel Harenberg & Alexander Ludwig, 2019. "Idiosyncratic Risk, Aggregate Risk, And The Welfare Effects Of Social Security," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 661-692, May.
- Daniel Harenberg & Ludwig, Alexander, 2015. "Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security," MEA discussion paper series 201403, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2015.
"Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure,"
Journal of Economic Behavior & Organization, Elsevier, vol. 109(C), pages 85-100.
- Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2014. "Circumstantial Risk: Impact of Future Tax Evasion and Labor Supply Opportunities on Risk Exposure," IZA Discussion Papers 7917, Institute of Labor Economics (IZA).
- Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2014. "Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure," ZEW Discussion Papers 14-014, ZEW - Leibniz Centre for European Economic Research.
- Moawia Alghalith & Xu Guo & Wing-Keung Wong & Lixing Zhu, 2016.
"A General Optimal Investment Model In The Presence Of Background Risk,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-8, March.
- Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "A General Optimal Investment Model in the Presence of Background Risk," MPRA Paper 70644, University Library of Munich, Germany.
- Dionne, Georges & Li, Jingyuan, 2012.
"Comparative Ross risk aversion in the presence of quadrant dependent risks,"
Working Papers
12-7, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche 1226, CIRPEE.
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- Ramírez, H & Serrano, R, 2023. "Optimal investment with insurable background risk and nonlinear portfolio allocation frictions," Documentos de Trabajo 20658, Universidad del Rosario.
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- Nadezhda Gribkova & Ričardas Zitikis, 2018. "A User-Friendly Algorithm for Detecting the Influence of Background Risks on a Model," Risks, MDPI, vol. 6(3), pages 1-11, September.
- Sebastian Ebert & Daniel Wiesen, 2014.
"Joint measurement of risk aversion, prudence, and temperance,"
Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
- Ebert, Sebastian & Wiesen, Daniel, 2010. "Joint measurement of risk aversion, prudence and temperance," Bonn Econ Discussion Papers 20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Alghalith, Moawia, 2012. "The impact of background risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6506-6508.
- Alexandru V. Asimit & Raluca Vernic & Riċardas Zitikis, 2013. "Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model," Risks, MDPI, vol. 1(1), pages 1-20, March.
- Jiang Wu & Ricardas Zitikis, 2016. "Should we opt for the Black Friday discounted price or wait until the Boxing Day?," Papers 1612.05855, arXiv.org.
- Ben Etheridge, 2015. "Precautionary Saving for Consecutive Income Risk," 2015 Meeting Papers 1202, Society for Economic Dynamics.
- Mercè Claramunt, M. & Lefèvre, Claude & Loisel, Stéphane & Montesinos, Pierre, 2022. "Basis risk management and randomly scaled uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 123-139.
- Wagener, Andreas & Zenker, Juliane, 2015. "Stochastic Transfers, Risky Investment and Incomes: Evidence from an Income Guarantee Program in Thailand," Hannover Economic Papers (HEP) dp-562, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Heinzel, Christoph, 2023. "Comparing utility derivative premia under additive and multiplicative risks," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 23-40.
- Broll, Udo & Pelster, Matthias & Kit, Pong Wong, 2021. "Export under risk and expectation dependence," CEPIE Working Papers 02/21, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Alexandru V. Asimit & Raluca Vernic & Ricardas Zitikis, 2016. "Background Risk Models and Stepwise Portfolio Construction," Methodology and Computing in Applied Probability, Springer, vol. 18(3), pages 805-827, September.
- Nicos Scordis, 2011. "The Morality of Risk Modeling," Journal of Business Ethics, Springer, vol. 103(1), pages 7-16, April.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "An analysis of portfolio selection with multiplicative background risk," MPRA Paper 51331, University Library of Munich, Germany.
- Denuit, M. & Eeckhoudt, L. & Schlesinger, H., 2011.
"When Ross meets Bell: the linex utility function,"
LIDAM Discussion Papers ISBA
2011014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel M. & Eeckhoudt, Louis & Schlesinger, Harris, 2013. "When Ross meets Bell: The linex utility function," Journal of Mathematical Economics, Elsevier, vol. 49(2), pages 177-182.
- DENUIT, Michel M. & EECKHOUDT, Louis & SCHLESINGER, Harris, 2013. "When Ross meets Bell: the linex utility function," LIDAM Reprints CORE 2496, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- M. Denuit & L. Eeckhoudt & H. Schlesinger, 2013. "When ross meets bell: the linex utility function," Post-Print hal-00845936, HAL.
- Denuit, Michel & Eeckhoudt, Louis & Schlesinger, Harris, 2013. "When Ross meets Bell: The linex utility function," LIDAM Reprints ISBA 2013013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
Cited by:
- Dionne, Georges & Li, Jingyuan, 2014.
"Comparative Ross risk aversion in the presence of mean dependent risks,"
Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
- Dionne, Georges & Li, Jingyuan, 2013. "Comparative Ross risk aversion in the presence of mean dependent risks," Working Papers 12-2, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche 1211, CIRPEE.
- Georges Dionne & Jingyuan Li & Cedric Okou, 2012.
"An Extension of the Consumption-based CAPM Model,"
Cahiers de recherche
1214, CIRPEE.
- Dionne, Georges & Li, Jingyuan & Okou, Cédric, 2023. "An extension of the consumption-based CAPM model," Working Papers 12-4, HEC Montreal, Canada Research Chair in Risk Management.
- Carlos Rodríguez Raposo & Pablo Coello Pulido, 2021. "Ergodicity transformation for additive-ruin wealth dynamic," Working Papers hal-03198073, HAL.
- Louis Eeckhoudt & Liqun Liu & Jack Meyer, 2016.
"Restricted increases in risk aversion and their application,"
Post-Print
hal-01533535, HAL.
- Louis Eeckhoudt & Liqun Liu & Jack Meyer, 2017. "Restricted increases in risk aversion and their application," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(1), pages 161-181, June.
- Pelin G. Canbolat, 2019. "Stochastic Contests with Linex Utility Functions," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 7(1), pages 113-128, June.
- Dionne, Georges & Li, Jingyuan, 2012.
"Comparative Ross risk aversion in the presence of quadrant dependent risks,"
Working Papers
12-7, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche 1226, CIRPEE.
- Wang, Jianli & Li, Jingyuan, 2014. "Decreasing Ross risk aversion: Higher-order generalizations and implications," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 136-142.
- Liu, Liqun & Meyer, Jack, 2013. "Substituting one risk increase for another: A method for measuring risk aversion," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2706-2718.
- Liqun Liu & Jack Meyer, 2013. "Normalized measures of concavity and Ross’s strongly more risk averse order," Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 185-198, October.
- EECKHOUDT, Louis & SCHLESINGER, Harris, 2009.
"On the utility premium of Friedman and Savage,"
LIDAM Reprints CORE
2206, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Eeckhoudt, Louis & Schlesinger, Harris, 2009. "On the utility premium of Friedman and Savage," Economics Letters, Elsevier, vol. 105(1), pages 46-48, October.
- L. Eeckhoudt & H. Schlesinger, 2009. "On the utility premium of Friedman and Savage," Post-Print hal-00567969, HAL.
Cited by:
- Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
- Huang, James & Stapleton, Richard, 2015. "The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence," Economics Letters, Elsevier, vol. 134(C), pages 34-36.
- Crainich, David & Eeckhoudt, Louis & Le Courtois, Olivier, 2017.
"Health and portfolio choices: A diffidence approach,"
European Journal of Operational Research, Elsevier, vol. 259(1), pages 273-279.
- David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2017. "Health and portfolio choices: A diffidence approach," Post-Print hal-01667390, HAL.
- Baiardi, Donatella & De Donno, Marzia & Magnani, Marco & Menegatti, Mario, 2015. "New results on precautionary saving under two risks," Economics Letters, Elsevier, vol. 130(C), pages 17-20.
- Cary Deck & Harris Schlesinger, 2014.
"Consistency of Higher Order Risk Preferences,"
Econometrica, Econometric Society, vol. 82, pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2014. "Consistency of Higher Order Risk Preferences," Econometrica, Econometric Society, vol. 82(5), pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2012. "Consistency of Higher Order Risk Preferences," CESifo Working Paper Series 4047, CESifo.
- Liu, Liqun, 2014. "Precautionary saving in the large: nth degree deteriorations in future income," Journal of Mathematical Economics, Elsevier, vol. 52(C), pages 169-172.
- Marzia Donno & Marco Magnani & Mario Menegatti, 2020. "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 251-267, June.
- Vergara, Marcos, 2017. "Precautionary saving: A taxonomy of prudence," Economics Letters, Elsevier, vol. 150(C), pages 18-20.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018.
"On the properties of high-order non-monetary measures for risks,"
Post-Print
halshs-01951128, HAL.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- AJ A. Bostian & Christoph Heinzel, 2018. "Comparative precautionary saving under higher-order risk and recursive utility," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 95-114, May.
- Paan Jindapon & Liqun Liu & William S. Neilson, 2021. "Comparative risk apportionment," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 91-112, April.
- Richard Watt, 2011. "A note on greater downside risk aversion," ICER Working Papers 17-2011, ICER - International Centre for Economic Research.
- Marco M. Sorge, 2024. "Even imprudent risk lovers may engage in precautionary saving," Journal of Economics, Springer, vol. 143(1), pages 101-109, September.
- Denuit, Michel & Liu, Liqun, 2013. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," LIDAM Discussion Papers ISBA 2013007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Christophe Courbage & Béatrice Rey, 2006. "Prudence and optimal prevention for health risks," Health Economics, John Wiley & Sons, Ltd., vol. 15(12), pages 1323-1327, December.
- Brianti, Marco & Magnani, Marco & Menegatti, Mario, 2018. "Optimal choice of prevention and cure under uncertainty on disease effect and cure effectiveness," Research in Economics, Elsevier, vol. 72(2), pages 327-342.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2017.
"On the properties of non-monetary measures for risks,"
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halshs-01471888, HAL.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2017. "On the properties of non-monetary measures for risks," Working Papers 1710, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Li, Jingyuan & Liu, Liqun, 2014. "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, vol. 125(2), pages 257-260.
- Liu, Liqun & Meyer, Jack, 2013. "Substituting one risk increase for another: A method for measuring risk aversion," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2706-2718.
- Heinzel, Christoph, 2023. "Comparing utility derivative premia under additive and multiplicative risks," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 23-40.
- Lopez, Ramon E. & Pastén, Roberto & Gutiérrez Cubillos, Pablo, 2022. "Climate change in times of economic uncertainty: A perverse tragedy of the commons?," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 209-225.
- Michel Denuit & Liqun Liu, 2014. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," Theory and Decision, Springer, vol. 76(2), pages 287-295, February.
- Liqun Liu & Jack Meyer, 2013. "Normalized measures of concavity and Ross’s strongly more risk averse order," Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 185-198, October.
- Diego C. Nocetti, 2016. "Robust Comparative Statics of Risk Changes," Management Science, INFORMS, vol. 62(5), pages 1381-1392, May.
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- Jindapon, Paan, 2010. "Prudence probability premium," Economics Letters, Elsevier, vol. 109(1), pages 34-37, October.
- AJ A. Bostian & Christoph Heinzel, 2018. "Comparative precautionary saving under higher-order risk and recursive utility," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 95-114, May.
- Cary Deck & Harris Schlesinger, 2008.
"Exploring Higher-Order Risk Effects,"
CESifo Working Paper Series
2487, CESifo.
- Cary Deck & Harris Schlesinger, 2010. "Exploring Higher Order Risk Effects," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1403-1420.
Cited by:
- Breaban, Adriana & van de Kuilen, Gijs & Noussair, Charles, 2016.
"Prudence, Personality, Cognitive Ability and Emotional State,"
Discussion Paper
2016-030, Tilburg University, Center for Economic Research.
- Breaban, Adriana & van de Kuilen, Gijs & Noussair, Charles, 2016. "Prudence, Personality, Cognitive Ability and Emotional State," Other publications TiSEM 9a01a5ab-e03d-49eb-9cd7-4, Tilburg University, School of Economics and Management.
- Timo Heinrich & Thomas Mayrhofer, 2018. "Higher-order risk preferences in social settings," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 434-456, June.
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- Chaigneau, Pierre & Eeckhoudt, Louis, 2016.
"Downside risk neutral probabilities,"
LSE Research Online Documents on Economics
118980, London School of Economics and Political Science, LSE Library.
- Pierre Chaigneau & Louis Eeckhoudt, 2015. "Downside Risk Neutral Probabilities," Cahiers de recherche 1521, CIRPEE.
- Pierre Chaigneau & Louis Eeckhoudt, 2020. "Downside risk-neutral probabilities," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(1), pages 65-77, April.
- Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2022.
"Skewness Expectations and Portfolio Choice,"
CRC TR 224 Discussion Paper Series
crctr224_2022_333, University of Bonn and University of Mannheim, Germany.
- Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2023. "Skewness expectations and portfolio choice," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 107-144, March.
- Drerup, Tilman & Wibral, Matthias & Zimpelmann, Christian, 2022. "Skewness Expectations and Portfolio Choice," IZA Discussion Papers 15018, Institute of Labor Economics (IZA).
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"A theoretical extension of the consumption-based CAPM model,"
Working Papers
10-8, HEC Montreal, Canada Research Chair in Risk Management.
- Jingyuan Li & Georges Dionne, 2010. "A Theoretical Extension of the Consumption-based CAPM Model," Cahiers de recherche 1047, CIRPEE.
- Georges Dionne & Jingyuan Li & Cedric Okou, 2012.
"An Extension of the Consumption-based CAPM Model,"
Cahiers de recherche
1214, CIRPEE.
- Dionne, Georges & Li, Jingyuan & Okou, Cédric, 2023. "An extension of the consumption-based CAPM model," Working Papers 12-4, HEC Montreal, Canada Research Chair in Risk Management.
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"Risk and choice: A research saga,"
Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 129-145, October.
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," IDEI Working Papers 804, Institut d'Économie Industrielle (IDEI), Toulouse.
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," TSE Working Papers 13-444, Toulouse School of Economics (TSE).
- Takehito Masuda & Eungik Lee, 2018.
"Higher order risk attitudes and prevention under different timings of loss,"
ISER Discussion Paper
1034, Institute of Social and Economic Research, Osaka University.
- Takehito Masuda & Eungik Lee, 2019. "Higher order risk attitudes and prevention under different timings of loss," Experimental Economics, Springer;Economic Science Association, vol. 22(1), pages 197-215, March.
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"Moment characterization of higher-order risk preferences,"
Bonn Econ Discussion Papers
17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
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- Kangoh Lee, 2012. "Uncertain indemnity and the demand for insurance," Theory and Decision, Springer, vol. 73(2), pages 249-265, August.
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"Measuring Multivariate Risk Preferences in the Health Domain,"
Post-Print
halshs-01970236, HAL.
- Attema, Arthur E. & l’Haridon, Olivier & van de Kuilen, Gijs, 2019. "Measuring multivariate risk preferences in the health domain," Journal of Health Economics, Elsevier, vol. 64(C), pages 15-24.
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"Risk Behaviour for Gain, Loss and Mixed Prospects,"
Economics Discussion Paper Series
1123, Economics, The University of Manchester.
- Peter Brooks & Simon Peters & Horst Zank, 2014. "Risk behavior for gain, loss, and mixed prospects," Theory and Decision, Springer, vol. 77(2), pages 153-182, August.
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"Efficient management of insecure fossil fuel imports through taxing (!) domestic green energy?,"
Volkswirtschaftliche Diskussionsbeiträge
138-09, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
- Thomas Eichner & Rüdiger Pethig, 2010. "Efficient Management of Insecure Fossil Fuel Imports through Taxing (!) Domestic Green Energy?," CESifo Working Paper Series 3062, CESifo.
- Thomas Eichner & Rüdiger Pethig, 2015. "Efficient Management of Insecure Fossil Fuel Imports through Taxing Domestic Green Energy?," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(5), pages 724-751, October.
- Bi, Hongwei & Zhu, Wei, 2022. "Nonmonotonic risk preferences over lottery comparison," European Journal of Operational Research, Elsevier, vol. 303(3), pages 1458-1468.
- François Desmoulins-Lebeault & Luc Meunier, 2018. "Moment Risks: Investment for Self and for a Firm," Decision Analysis, INFORMS, vol. 15(4), pages 242-266, December.
- Mayrhofer, Thomas & Schmitz, Hendrik, 2020.
"Prudence and prevention: Empirical evidence,"
Ruhr Economic Papers
863, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Thomas Mayrhofer & Hendrik Schmitz, 2020. "Prudence and prevention - Empirical evidence," Working Papers CIE 134, Paderborn University, CIE Center for International Economics.
- Philip Grossman & Catherine Eckel, 2015.
"Loving the long shot: Risk taking with skewed lotteries,"
Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 195-217, December.
- Philip J. Grossman & Catherine C. Eckel, 2012. "Loving the Long Shot: Risk Taking with Skewed Lotteries," Monash Economics Working Papers 41-12, Monash University, Department of Economics.
- Luís Santos-Pinto & Adrian Bruhin & José Mata & Thomas Åstebro, 2015.
"Detecting heterogeneous risk attitudes with mixed gambles,"
Theory and Decision, Springer, vol. 79(4), pages 573-600, December.
- Astebro , Thomas & Santos-Pinto , Luís, 2014. "Detecting Heterogeneous Risk Attitudes with Mixed Gambles," HEC Research Papers Series 1042, HEC Paris.
- Cary Deck & Harris Schlesinger, 2014.
"Consistency of Higher Order Risk Preferences,"
Econometrica, Econometric Society, vol. 82, pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2014. "Consistency of Higher Order Risk Preferences," Econometrica, Econometric Society, vol. 82(5), pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2012. "Consistency of Higher Order Risk Preferences," CESifo Working Paper Series 4047, CESifo.
- Rachel J. Huang & Larry Y. Tzeng & Lin Zhao, 2020. "Fractional Degree Stochastic Dominance," Management Science, INFORMS, vol. 66(10), pages 4630-4647, October.
- Matteo Benuzzi & Matteo Ploner, 2024.
"Skewness-seeking behavior and financial investments,"
Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
- Matteo Benuzzi & Matteo Ploner, 2023. "Skewness-seeking behavior and financial investments," CEEL Working Papers 2301, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger, 2017.
"Risk Apportionment: The Dual Story,"
Papers
1712.02182, arXiv.org.
- Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020. "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, vol. 185(C).
- Krieger, Miriam & Mayrhofer, Thomas, 2012.
"Patient Preferences and Treatment Thresholds under Diagnostic Risk – An Economic Laboratory Experiment,"
Ruhr Economic Papers
321, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Mayrhofer, Thomas & Krieger, Miriam, 2012. "Patient Preferences and Treatment Thresholds under Diagnostic Risk: An Economic Laboratory Experiment," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62033, Verein für Socialpolitik / German Economic Association.
- Kanchan Joshi & Thiagu Ranganathan & Ram Ranjan, 2021. "Exploring Higher Order Risk Preferences of Farmers in a Water-Scarce Region: Evidence from a Field Experiment in West Bengal, India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 317-344, June.
- Liqun Liu & William S. Neilson, 2019. "Alternative Approaches to Comparative n th-Degree Risk Aversion," Management Science, INFORMS, vol. 65(8), pages 3824-3834, August.
- Giorgio Coricelli & Enrico Diecidue & Francesco D. Zaffuto, 2018. "Evidence for multiple strategies in choice under risk," Journal of Risk and Uncertainty, Springer, vol. 56(2), pages 193-210, April.
- Chopra, Felix & Eisenhauer, Philipp & Falk, Armin & Graeber, Thomas W, 2021.
"Intertemporal Altruism,"
IZA Discussion Papers
14059, Institute of Labor Economics (IZA).
- Felix Chopra & Armin Falk & Thomas Graeber, 2024. "Intertemporal Altruism," American Economic Journal: Microeconomics, American Economic Association, vol. 16(1), pages 329-357, February.
- Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
- Patrick Roger & Marie-Hélène Broihanne & Maxime Merli, 2012. "In search of positive skewness: the case of individual investors," Working Papers of LaRGE Research Center 2012-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Haering, Alexander, 2021. "Framing decisions in experiments on higher-order risk preferences," Ruhr Economic Papers 913, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Aurélien Baillon & Harris Schlesinger & Gijs van de Kuilen, 2018. "Measuring higher order ambiguity preferences," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 233-256, June.
- Anna Bottasso & Sébastien Duchêne & Eric Guerci & Nobuyuki Hanaki & Charles Noussair, 2022.
"Higher order risk attitudes of financial experts,"
Post-Print
hal-03664148, HAL.
- Bottasso, Anna & Duchêne, Sébastien & Guerci, Eric & Hanaki, Nobuyuki & Noussair, Charles N., 2022. "Higher order risk attitudes of financial experts," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
- David Crainich & Mario Menegatti, 2021.
"Self-protection with random costs,"
Post-Print
hal-03273664, HAL.
- Crainich, David & Menegatti, Mario, 2021. "Self-protection with random costs," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 63-67.
- Martin G. Kocher & Julius Pahlke & Stefan T. Trautmann, 2010.
"An experimental test of precautionary bidding,"
Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS)
10-08, School of Economics, University of East Anglia, Norwich, UK..
- Kocher, Martin G. & Pahlke, Julius & Trautmann, Stefan T., 2010. "An Experimental Test of Precautionary Bidding," Discussion Papers in Economics 11743, University of Munich, Department of Economics.
- Ebert, Sebastian & Wiesen, Daniel, 2009. "An experimental methodology testing for prudence and third-order preferences," Bonn Econ Discussion Papers 21/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Mandi Xu & Hefan Zheng & Jing Wu, 2024. "Are Online-Only Real Estate Marketplaces Viable? Evidence from China," The Journal of Real Estate Finance and Economics, Springer, vol. 68(4), pages 583-623, May.
- Han (H.) Bleichrodt & Paul van Bruggen, 2018. "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers 18-079/I, Tinbergen Institute.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018.
"On the properties of high-order non-monetary measures for risks,"
Post-Print
halshs-01951128, HAL.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Zankiewicz, Christian & Ensthaler, Ludwig & Nottmeyer, Olga & Weizsäcker, Georg, 2015.
"Hidden skewness: On the difficulty of multiplicative compounding under random shocks,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
112815, Verein für Socialpolitik / German Economic Association.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2014. "Hidden Skewness: On the Difficulty of Multiplicative Compounding under Random Shocks," CESifo Working Paper Series 4760, CESifo.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2018. "Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks," Management Science, INFORMS, vol. 64(4), pages 1693-1706, April.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2013. "Hidden Skewness: On the Difficulty of Multiplicative Compounding under Random Shocks," Discussion Papers of DIW Berlin 1337, DIW Berlin, German Institute for Economic Research.
- Thomas Mayrhofer, 2017. "Skewed background risks and higher-order risk preferences: prudent versus temperate behavior," Applied Economics Letters, Taylor & Francis Journals, vol. 24(5), pages 338-341, March.
- Patrick Roger, 2011. "Mixed risk aversion and preference for risk disaggregation: a story of moments," Theory and Decision, Springer, vol. 70(1), pages 27-44, January.
- Carrillo, Juan & Brocas, Isabelle & Giga, Aleksandar & Zapatero, Fernando, 2016. "Skewness Seeking in a Dynamic Portfolio Choice Experiment," CEPR Discussion Papers 11056, C.E.P.R. Discussion Papers.
- Georgalos, Konstantinos & Paya, Ivan & Peel, David, 2024. "The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 749-770.
- He, Pan, 2022. "Framing effects on the strength of higher-order risk preferences," Economics Letters, Elsevier, vol. 212(C).
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016.
"Greater Mutual Aggravation,"
Other publications TiSEM
e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018. "Greater Mutual Aggravation," Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
- J. Francois Outreville, 2014. "Risk Aversion, Risk Behavior, and Demand for Insurance: A Survey," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 37(2), pages 158-186.
- Takao Asano & Yusuke Osaki, 2022. "Precautionary Saving against Correlation under Risk and Ambiguity," KIER Working Papers 1071, Kyoto University, Institute of Economic Research.
- Noussair, C.N. & Trautmann, S.T. & van de Kuilen, G., 2011.
"Higher Order Risk Attitudes, Demographics, and Financial Decisions,"
Discussion Paper
2011-055, Tilburg University, Center for Economic Research.
- Noussair, C.N. & Trautmann, S.T. & van de Kuilen, G., 2011. "Higher Order Risk Attitudes, Demographics, and Financial Decisions," Other publications TiSEM e49b7f3c-c3f2-4d37-8d24-0, Tilburg University, School of Economics and Management.
- Charles N. Noussair & Stefan T. Trautmann & Gijs van de Kuilen, 2014. "Higher Order Risk Attitudes, Demographics, and Financial Decisions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(1), pages 325-355.
- Liqun Liu & Nicolas Treich, 2021.
"Optimality of winner-take-all contests: the role of attitudes toward risk,"
Journal of Risk and Uncertainty, Springer, vol. 63(1), pages 1-25, August.
- Treich, Nicolas & Liu, Linqun, 2021. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 21-1194, Toulouse School of Economics (TSE).
- Liqun Liu & Nicolas Treich, 2021. "Optimality of winner-take-all contests: the role of attitudes toward risk," Post-Print hal-03722083, HAL.
- Treich, Nicolas & Liu, Linqun, 2019. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 19-1060, Toulouse School of Economics (TSE).
- Paan Jindapon & Christopher Whaley, 2015. "Risk lovers and the rent over-investment puzzle," Public Choice, Springer, vol. 164(1), pages 87-101, July.
- Pierre Chaigneau & Nicolas Sahuguet & Bernard Sinclair-Desgagné, 2017.
"Prudence and the convexity of compensation contracts,"
Post-Print
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- Chaigneau, Pierre & Sahuguet, Nicolas & Sinclair-Desgagné, Bernard, 2017. "Prudence and the convexity of compensation contracts," Economics Letters, Elsevier, vol. 157(C), pages 14-16.
- Eric Cardella & Carl Kitchens, 2017. "The impact of award uncertainty on settlement negotiations," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 333-367, June.
- Ivan Paya & David A. Peel & Konstantinos Georgalos, 2023. "On the predictions of cumulative prospect theory for third and fourth order risk preferences," Theory and Decision, Springer, vol. 95(2), pages 337-359, August.
- Sebastian Ebert & Daniel Wiesen, 2014.
"Joint measurement of risk aversion, prudence, and temperance,"
Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
- Ebert, Sebastian & Wiesen, Daniel, 2010. "Joint measurement of risk aversion, prudence and temperance," Bonn Econ Discussion Papers 20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Schneider, Sebastian O. & Sutter, Matthias, 2020. "Higher Order Risk Preferences: Experimental Measures, Determinants and Related Field Behavior," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224643, Verein für Socialpolitik / German Economic Association.
- Camille Cornand & Maria Alejandra Erazo Diaz & Béatrice Rey & Adam Zylbersztejn, 2023.
"On the robustness of higher order attitudes to ambiguity framing,"
Working Papers
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- Camille Cornand & Maria Alejandra Erazo Diaz & Béatrice Rey & Adam Zylbersztejn, 2023. "On the robustness of higher order attitudes to ambiguity framing," Working Papers 2318, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Georgalos, Konstantinos & Paya, Ivan & Peel, David A., 2021. "On the contribution of the Markowitz model of utility to explain risky choice in experimental research," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 527-543.
- Fairley, Kim & Sanfey, Alan G., 2020. "The role of demographics on adolescents’ preferences for risk, ambiguity, and prudence," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 784-796.
- Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
- Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019.
"New Results for Additive and Multiplicative Risk Apportionment,"
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- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.
- Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Irene Mussio & Angela C.M. de Oliveira, 2022. "The effect of additional background risk on mixed risk behavior," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 6(S1), pages 85-92, July.
- Chen, Tzu-Ying & Tsai, An-Mei & Tzeng, Larry Y., 2022. "Revisiting almost marginal conditional stochastic dominance," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 260-269.
- Stephen G. Pauker, 2014. "Moments When Utilities Are Functional," Medical Decision Making, , vol. 34(1), pages 4-7, January.
- van Bruggen, Paul & Laeven, Roger J. A. & van de Kuilen, Gijs, 2024.
"Higher-Order Risk Attitudes for Non-Expected Utility,"
Other publications TiSEM
c566934e-eb60-4b4b-a972-4, Tilburg University, School of Economics and Management.
- van Bruggen, Paul & Laeven, Roger J. A. & van de Kuilen, Gijs, 2024. "Higher-Order Risk Attitudes for Non-Expected Utility," Discussion Paper 2024-019, Tilburg University, Center for Economic Research.
- Kocher, Martin G. & Pahlke, Julius & Trautmann, Stefan T., 2015.
"An experimental study of precautionary bidding,"
European Economic Review, Elsevier, vol. 78(C), pages 27-38.
- Kocher, Martin & Pahlke, Julius & Trautmann, Stefan, 2013. "An Experimental Study of Precautionary Bidding," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79690, Verein für Socialpolitik / German Economic Association.
- Irene Mussio & Maximiliano Sosa Andrés & Abdul H Kidwai, 2023. "Higher order risk attitudes in the time of COVID-19: an experimental study," Oxford Economic Papers, Oxford University Press, vol. 75(1), pages 163-182.
- Andrea C. Hupman & Jay Simon, 2023. "The Legacy of Peter Fishburn: Foundational Work and Lasting Impact," Decision Analysis, INFORMS, vol. 20(1), pages 1-15, March.
- Wladislaw Mill & Cornelius Schneider, 2023. "The Bright Side of Tax Evasion," CESifo Working Paper Series 10615, CESifo.
- Cary Deck & Harris Schlesinger, 2016.
"On the Robustness of Higher Order Risk Preferences,"
Working Papers
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- Cary Deck & Harris Schlesinger, 2018. "On The Robustness Of Higher Order Risk Preferences," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 313-333, June.
- Heinrich, Timo & Mayrhofer, Thomas, 2014. "Higher-order Risk Preferences in Social Settings - An Experimental Analysis," Ruhr Economic Papers 508, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- David Crainich & Louis Eeckhoudt & Alain Trannoy, 2011.
"Even (mixed) risk lovers are prudent,"
Working Papers
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- David Crainich & Louis Eeckhoudt & Alain Trannoy, 2013. "Even (Mixed) Risk Lovers Are Prudent," American Economic Review, American Economic Association, vol. 103(4), pages 1529-1535, June.
- D. Crainich & L. Eeckhoudt & A. Trannoy, 2013. "Even (mixed) risk-lovers are prudent," Post-Print hal-00847645, HAL.
- Lee, Hangsuck & Lee, Minha & Hong, Jimin, 2022. "Optimal insurance under moral hazard in loss reduction," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016. "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, vol. 19(C), pages 255-260.
- Ebert, Sebastian & van de Kuilen, Gijs, 2015. "Experiments on bivariate risk preferences," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113055, Verein für Socialpolitik / German Economic Association.
- Marielle Brunette & Julien Jacob, 2019.
"Risk aversion, prudence and temperance : an experiment in gain and loss,"
Working Papers
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- Brunette, Marielle & Jacob, Julien, 2019. "Risk aversion, prudence and temperance: An experiment in gain and loss," Research in Economics, Elsevier, vol. 73(2), pages 174-189.
- Andrea Caragliu & Chiara F. Del Bo & Karima Kourtit & Peter Nijkamp, 2016. "The winner takes it all: forward-looking cities and urban innovation," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(3), pages 617-645, May.
- Baars, Maren & Mohrschladt, Hannes, 2024. "Preferences for maximum daily returns," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 343-353.
- SCHROYEN, Fred, 2011. "Attitudes towards income risk in the presence of quantity constraints," LIDAM Discussion Papers CORE 2011020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- AJ A. Bostian & Christoph Heinzel, 2016. "Consumption Smoothing and Precautionary Saving under Recursive Preferences," FOODSECURE Working papers 44, LEI Wageningen UR.
- Fang, Yi & Post, Thierry, 2022. "Optimal portfolio choice for higher-order risk averters," Journal of Banking & Finance, Elsevier, vol. 137(C).
- Thomas Åstebro & José Mata & Luís Santos-Pinto, 2015. "Skewness seeking: risk loving, optimism or overweighting of small probabilities?," Theory and Decision, Springer, vol. 78(2), pages 189-208, February.
- Kanchan Joshi & Thiagu Ranganathan, 2024. "Higher-order risk preferences and livelihood choices of farmers from West Bengal, India," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 26(3), pages 862-887, December.
- Trautmann, Stefan T. & Kuilen, Gijs van de, 2018. "Higher order risk attitudes: A review of experimental evidence," European Economic Review, Elsevier, vol. 103(C), pages 108-124.
- Menegatti, Mario, 2023. "Variability in punishment, risk preferences and crime deterrence," International Review of Law and Economics, Elsevier, vol. 75(C).
- J. François Outreville, 2015. "The Relationship Between Relative Risk Aversion And The Level Of Education: A Survey And Implications For The Demand For Life Insurance," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 97-111, February.
- Jingyuan Li, 2012. "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, vol. 106(3), pages 251-266, July.
- Sebastian Ebert, 2021. "Prudent Discounting: Experimental Evidence On Higher Order Time Risk Preferences," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(4), pages 1489-1511, November.
- Colasante, Annarita & Riccetti, Luca, 2021. "Financial and non-financial risk attitudes: What does it matter?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Felder, Stefan & Mayrhofer, Thomas, 2011. "Higher-Order Risk Preferences – Consequences for Test and Treatment Thresholds and Optimal Cutoffs," Ruhr Economic Papers 287, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Louis Eeckhoudt & Harris Schlesinger & Ilia Tsetlin, 2008.
"Apportioning of Risks via Stochastic Dominance,"
CESifo Working Paper Series
2467, CESifo.
- Eeckhoudt, Louis & Schlesinger, Harris & Tsetlin, Ilia, 2009. "Apportioning of risks via stochastic dominance," Journal of Economic Theory, Elsevier, vol. 144(3), pages 994-1003, May.
- H. Schlesinger & L. Eeckhoudt & I. Tsetlin, 2009. "Apportioning of risks via stochastic dominance," Post-Print hal-00567952, HAL.
- EECKHOUDT, Louis & SCHELSINGER, Harris & TSETLIN, Ilia, 2009. "Apportioning of risks via stochastic dominance," LIDAM Reprints CORE 2096, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cited by:
- Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
- Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
- Ruodu Wang & Qinyu Wu, 2024. "The reference interval in higher-order stochastic dominance," Papers 2411.15401, arXiv.org, revised Mar 2025.
- Christian Gollier & James Hammitt & Nicolas Treich, 2013.
"Risk and choice: A research saga,"
Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 129-145, October.
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," IDEI Working Papers 804, Institut d'Économie Industrielle (IDEI), Toulouse.
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," TSE Working Papers 13-444, Toulouse School of Economics (TSE).
- Wong, Kit Pong, 2016. "Precautionary self-insurance-cum-protection," Economics Letters, Elsevier, vol. 145(C), pages 152-156.
- Mickaël Beaud & Thierry Blayac & Maïté Stéphan, 2016.
"The impact of travel time variability and travelers' risk attitudes on the values of time and reliability,"
Post-Print
hal-01923409, HAL.
- Beaud, Mickael & Blayac, Thierry & Stéphan, Maïté, 2016. "The impact of travel time variability and travelers’ risk attitudes on the values of time and reliability," Transportation Research Part B: Methodological, Elsevier, vol. 93(PA), pages 207-224.
- Ilia Tsetlin & Robert L. Winkler, 2009. "Multiattribute Utility Satisfying a Preference for Combining Good with Bad," Management Science, INFORMS, vol. 55(12), pages 1942-1952, December.
- Cary Deck & Sebastian Ebert & Andreas Richter, 2018.
"Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
- Cary Deck & Sebastian Ebert & Andreas Richter, 2018. "Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
- Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016. "Risk aversion with two risks: A theoretical extension," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 100-105.
- Jean-Pascal Gayant & Nicolas Le Pape, 2017.
"Increasing N th degree inequality,"
Post-Print
halshs-01525395, HAL.
- Gayant, Jean-Pascal & Le Pape, Nicolas, 2017. "Increasing Nth degree inequality," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 185-189.
- Christophe Courbage & Béatrice Rey, 2015.
"On ambiguity apportionment,"
Working Papers
1527, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Christophe Courbage & Béatrice Rey, 2016. "On ambiguity apportionment," Post-Print halshs-01290062, HAL.
- Christophe Courbage & Beatrice Rey, 2016. "On ambiguity apportionment," Journal of Economics, Springer, vol. 118(3), pages 265-275, July.
- Christophe Courbage & Béatrice Rey, 2015. "On ambiguity apportionment," Working Papers halshs-01223230, HAL.
- Michel Denuit & Louis Eeckhoudt, 2010.
"Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities,"
Decision Analysis, INFORMS, vol. 7(3), pages 302-312, September.
- DENUIT, Michel & EECKHOUDT, Louis, 2010. "Bivariate stochastic dominance and substitute risk-(in)dependent utilities," LIDAM Reprints CORE 2361, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Konstantinos Georgalos & Ivan Paya & David Peel, 2023. "Higher order risk attitudes: new model insights and heterogeneity of preferences," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 145-192, March.
- Vergara, Marcos & Bonilla, Claudio A., 2021. "Precautionary saving in mean-variance models and different sources of risk," Economic Modelling, Elsevier, vol. 98(C), pages 280-289.
- Heinzel Christoph & Richard Peter, 2021. "Precautionary motives with multiple instruments," Working Papers SMART 21-09, INRAE UMR SMART.
- Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2017.
"Farinelli and Tibiletti ratio and Stochastic Dominance,"
MPRA Paper
82737, University Library of Munich, Germany.
- Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2019. "Farinelli and Tibiletti ratio and stochastic dominance," Risk Management, Palgrave Macmillan, vol. 21(3), pages 201-213, September.
- Cary Deck & Harris Schlesinger, 2014.
"Consistency of Higher Order Risk Preferences,"
Econometrica, Econometric Society, vol. 82, pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2014. "Consistency of Higher Order Risk Preferences," Econometrica, Econometric Society, vol. 82(5), pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2012. "Consistency of Higher Order Risk Preferences," CESifo Working Paper Series 4047, CESifo.
- Rachel J. Huang & Larry Y. Tzeng & Lin Zhao, 2020. "Fractional Degree Stochastic Dominance," Management Science, INFORMS, vol. 66(10), pages 4630-4647, October.
- Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger, 2017.
"Risk Apportionment: The Dual Story,"
Papers
1712.02182, arXiv.org.
- Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020. "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, vol. 185(C).
- Kanchan Joshi & Thiagu Ranganathan & Ram Ranjan, 2021. "Exploring Higher Order Risk Preferences of Farmers in a Water-Scarce Region: Evidence from a Field Experiment in West Bengal, India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 317-344, June.
- Gollier, Christian, 2019.
"Variance stochastic orders,"
Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 1-8.
- Gollier, Christian, 2017. "Variance stochastic orders," TSE Working Papers 17-828, Toulouse School of Economics (TSE).
- Ignacia Benitez & Claudio A. Bonilla & Marcos Vergara, 2024. "Hybrid entrepreneurship and risk," Small Business Economics, Springer, vol. 63(3), pages 1171-1196, October.
- Peter, Richard & Hofmann, Annette, 2024. "Precautionary risk-reduction and saving decisions: Two sides of the same coin?," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 175-194.
- A. Mantovi, 2013. "Mapping completely proper rationality," Economics Department Working Papers 2013-EP01, Department of Economics, Parma University (Italy).
- Heinrich, Timo & Shachat, Jason, 2018.
"The development of risk aversion and prudence in Chinese children and adolescents,"
MPRA Paper
86456, University Library of Munich, Germany.
- Timo Heinrich & Jason Shachat, 2020. "The development of risk aversion and prudence in Chinese children and adolescents," Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 263-287, December.
- Denuit, Michel M., 2018. "Risk apportionment and multiply monotone targets," Mathematical Social Sciences, Elsevier, vol. 92(C), pages 74-77.
- Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015.
"Stochastic Dominance Analysis without the Independence Axiom,"
Working Papers
549, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2017. "Stochastic Dominance Analysis Without the Independence Axiom," Management Science, INFORMS, vol. 63(4), pages 1097-1109, April.
- Haering, Alexander, 2021. "Framing decisions in experiments on higher-order risk preferences," Ruhr Economic Papers 913, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Christophe Courbage & Béatrice Rey, 2016. "Decision Thresholds and Changes in Risk for Preventive Treatment," Health Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 111-124, January.
- Gollier, Christian, 2019.
"A general theory of risk apportionment,"
TSE Working Papers
19-1003, Toulouse School of Economics (TSE).
- Gollier, Christian, 2021. "A general theory of risk apportionment," Journal of Economic Theory, Elsevier, vol. 192(C).
- Han (H.) Bleichrodt & Paul van Bruggen, 2018. "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers 18-079/I, Tinbergen Institute.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018.
"On the properties of high-order non-monetary measures for risks,"
Post-Print
halshs-01951128, HAL.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Ilia Tsetlin & Robert L. Winkler & Rachel J. Huang & Larry Y. Tzeng, 2015. "Generalized Almost Stochastic Dominance," Operations Research, INFORMS, vol. 63(2), pages 363-377, April.
- Paan Jindapon & Liqun Liu & William S. Neilson, 2021. "Comparative risk apportionment," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 91-112, April.
- Nocetti, Diego & Smith, William T., 2015. "Changes in risk and strategic interaction," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 37-46.
- Bernard, C. & De Gennaro Aquino, L. & Vanduffel, S., 2023. "Optimal multivariate financial decision making," European Journal of Operational Research, Elsevier, vol. 307(1), pages 468-483.
- Georgalos, Konstantinos & Paya, Ivan & Peel, David, 2024. "The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 749-770.
- Menegatti, Mario, 2014. "New results on the relationship among risk aversion, prudence and temperance," European Journal of Operational Research, Elsevier, vol. 232(3), pages 613-617.
- Christophe Courbage & Béatrice Rey, 2020. "On temperance and risk spreading," Theory and Decision, Springer, vol. 88(4), pages 527-539, May.
- Denuit, Michel & Liu, Liqun, 2013. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," LIDAM Discussion Papers ISBA 2013007, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016.
"Greater Mutual Aggravation,"
Other publications TiSEM
e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018. "Greater Mutual Aggravation," Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
- Fischer, Thomas & Lundtofte , Frederik, 2018.
"Unequal Returns: Using the Atkinson Index to Measure Financial Risk,"
Working Papers
2018:25, Lund University, Department of Economics.
- Fischer, Thomas & Lundtofte, Frederik, 2020. "Unequal returns: Using the Atkinson index to measure financial risk," Journal of Banking & Finance, Elsevier, vol. 116(C).
- Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013.
"Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes,"
Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 199-224, October.
- Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes," Post-Print halshs-00927270, HAL.
- Eric Cardella & Carl Kitchens, 2017. "The impact of award uncertainty on settlement negotiations," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 333-367, June.
- Ivan Paya & David A. Peel & Konstantinos Georgalos, 2023. "On the predictions of cumulative prospect theory for third and fourth order risk preferences," Theory and Decision, Springer, vol. 95(2), pages 337-359, August.
- Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013.
"Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors,"
MPRA Paper
51744, University Library of Munich, Germany.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2014. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 53347, University Library of Munich, Germany.
- Sebastian Ebert & Daniel Wiesen, 2014.
"Joint measurement of risk aversion, prudence, and temperance,"
Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
- Ebert, Sebastian & Wiesen, Daniel, 2010. "Joint measurement of risk aversion, prudence and temperance," Bonn Econ Discussion Papers 20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Camille Cornand & Maria Alejandra Erazo Diaz & Béatrice Rey & Adam Zylbersztejn, 2023.
"On the robustness of higher order attitudes to ambiguity framing,"
Working Papers
hal-04316734, HAL.
- Camille Cornand & Maria Alejandra Erazo Diaz & Béatrice Rey & Adam Zylbersztejn, 2023. "On the robustness of higher order attitudes to ambiguity framing," Working Papers 2318, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2017.
"On the properties of non-monetary measures for risks,"
Working Papers
halshs-01471888, HAL.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2017. "On the properties of non-monetary measures for risks," Working Papers 1710, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- David Crainich & Louis Eeckhoudt & Mario Menegatti, 2016.
"Changing risks and optimal effort,"
Post-Print
hal-01533522, HAL.
- Crainich, David & Eeckhoudt, Louis & Menegatti, Mario, 2016. "Changing risks and optimal effort," Journal of Economic Behavior & Organization, Elsevier, vol. 125(C), pages 97-106.
- M. Denuit & L. Eeckhoudt, 2010.
"Stronger measures of higher-order risk attitudes,"
Post-Print
halshs-00485755, HAL.
- Denuit, Michel M. & Eeckhoudt, Louis, 2010. "Stronger measures of higher-order risk attitudes," Journal of Economic Theory, Elsevier, vol. 145(5), pages 2027-2036, September.
- DENUIT, Michel & EECKHOUDT, Louis, 2010. "Stronger measures of higher-order risk attitudes," LIDAM Reprints CORE 2353, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019.
"New Results for Additive and Multiplicative Risk Apportionment,"
Working Papers
halshs-02100855, HAL.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.
- Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Irene Mussio & Angela C.M. de Oliveira, 2022. "The effect of additional background risk on mixed risk behavior," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 6(S1), pages 85-92, July.
- Christoph Heinzel & Richard Peter, 2021. "Precautionary motives with multiple instruments [Motifs de précaution en cas de multiples instruments]," Working Papers hal-03484875, HAL.
- Harris Schlesinger, 2014. "Lattices and Lotteries in Apportioning Risk," CESifo Working Paper Series 5067, CESifo.
- Donatella Baiardi & Marco Magnani & Mario Menegatti, 2020. "The theory of precautionary saving: an overview of recent developments," Review of Economics of the Household, Springer, vol. 18(2), pages 513-542, June.
- Irene Mussio & Maximiliano Sosa Andrés & Abdul H Kidwai, 2023. "Higher order risk attitudes in the time of COVID-19: an experimental study," Oxford Economic Papers, Oxford University Press, vol. 75(1), pages 163-182.
- Li, Jingyuan & Liu, Liqun, 2014. "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, vol. 125(2), pages 257-260.
- David Crainich & Louis Eeckhoudt & James K. Hammitt, 2013.
"The Value of Risk Reduction: New Tools for an Old Problem,"
Working Papers
2013-ECO-13, IESEG School of Management.
- David Crainich & Louis Eeckhoudt & James Hammitt, 2015. "The value of risk reduction: new tools for an old problem," Theory and Decision, Springer, vol. 79(3), pages 403-413, November.
- David Crainich & Louis R. Eeckhoudt & James K. Hammitt, 2014. "The value of risk reduction: new tools for an old problem," Post-Print hal-01533560, HAL.
- Cary Deck & Harris Schlesinger, 2016.
"On the Robustness of Higher Order Risk Preferences,"
Working Papers
16-26, Chapman University, Economic Science Institute.
- Cary Deck & Harris Schlesinger, 2018. "On The Robustness Of Higher Order Risk Preferences," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 313-333, June.
- Marzia De Donno & Mario Menegatti, 2020. "Some conditions for the equivalence between risk aversion, prudence and temperance," Theory and Decision, Springer, vol. 89(1), pages 39-60, July.
- Menegatti, Mario, 2015. "New results on high-order risk changes," European Journal of Operational Research, Elsevier, vol. 243(2), pages 678-681.
- Denuit, Michel & Rey, Béatrice, 2013. "Another look at risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 335-343.
- Takao Asano & Yusuke Osaki, 2023. "Cross Risk Apportionment and Non-financial Correlated Background Uncertainty," KIER Working Papers 1098, Kyoto University, Institute of Economic Research.
- Heinzel, Christoph & Peter, Richard, 2021. "Precautionary motives with multiple instruments," Working Papers 316521, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- David Crainich & Louis Eeckhoudt & Alain Trannoy, 2011.
"Even (mixed) risk lovers are prudent,"
Working Papers
2011-ECO-05, IESEG School of Management.
- David Crainich & Louis Eeckhoudt & Alain Trannoy, 2013. "Even (Mixed) Risk Lovers Are Prudent," American Economic Review, American Economic Association, vol. 103(4), pages 1529-1535, June.
- D. Crainich & L. Eeckhoudt & A. Trannoy, 2013. "Even (mixed) risk-lovers are prudent," Post-Print hal-00847645, HAL.
- Ebert, Sebastian & van de Kuilen, Gijs, 2015. "Experiments on bivariate risk preferences," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113055, Verein für Socialpolitik / German Economic Association.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2016. "Almost stochastic dominance for risk averters and risk seeker," Finance Research Letters, Elsevier, vol. 19(C), pages 15-21.
- James Huang & Richard Stapleton, 2017. "Higher-order risk vulnerability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 387-406, February.
- Michel Denuit & Liqun Liu, 2014. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," Theory and Decision, Springer, vol. 76(2), pages 287-295, February.
- Denuit, Michel & Rey, Beatrice, 2012. "Uni- And Multidimensional Risk Attitudes: Some Unifying Theorems," LIDAM Discussion Papers ISBA 2012014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Wang, Jianli & Li, Jingyuan, 2010. "Multiplicative risk apportionment," Mathematical Social Sciences, Elsevier, vol. 60(1), pages 79-81, July.
- Denuit, Michel & Rey, Béatrice, 2010. "Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 137-143, September.
- Ivan Paya & David Peel & Konstantinos Georgalos, 2020. "On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences," Working Papers 293574809, Lancaster University Management School, Economics Department.
- Diego C. Nocetti, 2016. "Robust Comparative Statics of Risk Changes," Management Science, INFORMS, vol. 62(5), pages 1381-1392, May.
- Jokung, Octave, 2011. "Risk apportionment via bivariate stochastic dominance," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 448-452.
- Claudio A. Bonilla & Marcos Vergara, 2021. "Risk aversion, downside risk aversion, and the transition to entrepreneurship," Theory and Decision, Springer, vol. 91(1), pages 123-133, July.
- Ruodu Wang & Qinyu Wu, 2024. "Prudence and higher-order risk attitudes in the rank-dependent utility model," Papers 2412.15350, arXiv.org.
- Christian Gollier, 2021. "A general theory of risk apportionment," Post-Print hal-04164327, HAL.
- Denuit, Michel, 2016. "Risk Apportionment and Multiply Monotone Targets," LIDAM Discussion Papers ISBA 2016044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Trautmann, Stefan T. & Kuilen, Gijs van de, 2018. "Higher order risk attitudes: A review of experimental evidence," European Economic Review, Elsevier, vol. 103(C), pages 108-124.
- De Donno, Marzia & Menegatti, Mario, 2024. "Preferences on discounting under time risk," Journal of Mathematical Economics, Elsevier, vol. 113(C).
- Wong, Kit Pong, 2017. "A note on risky targets and effort," Insurance: Mathematics and Economics, Elsevier, vol. 73(C), pages 27-30.
- Sebastian Ebert, 2021. "Prudent Discounting: Experimental Evidence On Higher Order Time Risk Preferences," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(4), pages 1489-1511, November.
- Louis Eeckhoudt & Harris Schlesinger, 2008.
"Changes in Risk and the Demand for Saving,"
CESifo Working Paper Series
2388, CESifo.
- Eeckhoudt, Louis & Schlesinger, Harris, 2008. "Changes in risk and the demand for saving," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1329-1336, October.
- EECKHOUDT, Louis & SCHLESINGER, Harris, 2009. "Changes in risk and the demand for saving," LIDAM Reprints CORE 2100, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- L. Eeckhoudt & H. Schlesinger, 2008. "Changes in risk and the demand for saving," Post-Print hal-00326101, HAL.
Cited by:
- Peter, Richard, 2019. "Revisiting precautionary saving under ambiguity," Economics Letters, Elsevier, vol. 174(C), pages 123-127.
- Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.
- Cary Deck & Harris Schlesinger, 2008.
"Exploring Higher-Order Risk Effects,"
CESifo Working Paper Series
2487, CESifo.
- Cary Deck & Harris Schlesinger, 2010. "Exploring Higher Order Risk Effects," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1403-1420.
- CHIU, W. Henry & EECKHOUDT, Louis, 2010.
"The effects of stochastic wages and non-labor income on labor supply: update and extensions,"
LIDAM Reprints CORE
2208, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- W. Chiu & Louis Eeckhoudt, 2010. "The effects of stochastic wages and non-labor income on labor supply: update and extensions," Journal of Economics, Springer, vol. 100(1), pages 69-83, May.
- W.H. Chiu & L. Eeckhoudt, 2010. "The effects of stochastic wages and non-labor income on labor supply: update and extensions," Post-Print halshs-00485771, HAL.
- Wang, Jianli & Li, Jingyuan, 2016. "Lattice-based monotone comparative statics on saving with Selden/Kreps–Porteus preferences," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 132-138.
- Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
- CHIU, W. Henry & EECKHOUDT, Louis & REY, Béatrice, 2012.
"On relative and partial risk attitudes: theory and implications,"
LIDAM Reprints CORE
2431, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- L. Eeckhoudt & H. Chiu & Béatrice Rey, 2012. "On relative and partial risk attitudes : theory and implications," Post-Print hal-00573294, HAL.
- W. Chiu & Louis Eeckhoudt & Beatrice Rey, 2012. "On relative and partial risk attitudes: theory and implications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 151-167, May.
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Cited by:
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"Commitment and Lapse Behavior in Long-Term Insurance: A Case Study,"
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- Louis Eeckhoudt & Béatrice Rey & Harris Schlesinger, 2006.
"A Good Sign for Multivariate Risk Taking,"
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"The effects of stochastic wages and non-labor income on labor supply: update and extensions,"
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European Journal of Operational Research, Elsevier, vol. 259(1), pages 273-279.
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Health Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 382-398, February.
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International Journal of Health Economics and Management, Springer, vol. 17(2), pages 113-133, June.
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- Arthur E. Attema & Olivier L’Haridon & Gijs Kuilen, 2023. "An experimental investigation of social risk preferences for health," Theory and Decision, Springer, vol. 95(3), pages 379-403, October.
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- K. Kerstens, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments : Some Specification Tests," Post-Print halshs-00777278, HAL.
- Kerstens, Kristiaan & Mounir, Amine & Van de Woestyne, Ignace, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests," Working Papers 2010/10, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
- K. Kerstens, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests," Post-Print halshs-00777323, HAL.
- K. Kerstens & A. Mounir & I. van de Woestyne, 2011. "Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests," Post-Print halshs-00578239, HAL.
- Georges Dionne & Jingyuan Li & Cedric Okou, 2012.
"An Extension of the Consumption-based CAPM Model,"
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"Optimal prevention and prudence in a two-period model,"
Mathematical Social Sciences, Elsevier, vol. 58(3), pages 393-397, November.
- M. Menegatti, 2008. "Optimal prevention and prudence in a two-period model," Economics Department Working Papers 2008-EP03, Department of Economics, Parma University (Italy).
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"Ecological discounting,"
Journal of Economic Theory, Elsevier, vol. 145(2), pages 812-829, March.
- Gollier, Christian, 2009. "Ecological Discounting," TSE Working Papers 09-062, Toulouse School of Economics (TSE).
- Gollier, Christian, 2009. "Ecological Discounting," IDEI Working Papers 524, Institut d'Économie Industrielle (IDEI), Toulouse.
- GOLLIER Christian, 2008. "Ecological Discounting," LERNA Working Papers 08.18.262, LERNA, University of Toulouse.
- Christian Gollier & James Hammitt & Nicolas Treich, 2013.
"Risk and choice: A research saga,"
Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 129-145, October.
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," IDEI Working Papers 804, Institut d'Économie Industrielle (IDEI), Toulouse.
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," TSE Working Papers 13-444, Toulouse School of Economics (TSE).
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- Louis Eeckhoudt & Harris Schlesinger, 2008. "Changes in Risk and the Demand for Saving," CESifo Working Paper Series 2388, CESifo.
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- Douadia Bougherara & Lana Friesen & Céline Nauges, 2020. "Risk Taking with Left- and Right-Skewed Lotteries," Discussion Papers Series 619, School of Economics, University of Queensland, Australia.
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- Harenberg, Daniel & Ludwig, Alexander, 2015. "Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risk," SAFE Working Paper Series 71, Leibniz Institute for Financial Research SAFE, revised 2015.
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"Risk Taking with Additive and Multiplicative Background Risks,"
Working Paper Series of the Department of Economics, University of Konstanz
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- Philipp Ager & Antonio Ciccone, 2018.
"Agricultural Risk and the Spread of Religious Communities,"
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- Philipp Ager & Antonio Ciccone, 2015. "Agricultural Risk and the Spread of Religious Communities," Working Papers 0074, European Historical Economics Society (EHES).
- Guo, Xu & Wagener, Andreas & Wong, Wing-Keung & Zhu, Lixing, 2017.
"The Two-Moment Decision Model with Additive Risks,"
MPRA Paper
77625, University Library of Munich, Germany.
- Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018. "The two-moment decision model with additive risks," Risk Management, Palgrave Macmillan, vol. 20(1), pages 77-94, February.
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- Alghalith, Moawia, 2012. "The impact of background risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6506-6508.
- Alexandru V. Asimit & Raluca Vernic & Riċardas Zitikis, 2013. "Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model," Risks, MDPI, vol. 1(1), pages 1-20, March.
- Jiang Wu & Ricardas Zitikis, 2016. "Should we opt for the Black Friday discounted price or wait until the Boxing Day?," Papers 1612.05855, arXiv.org.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019.
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- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.
- Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Octave Jokung, 2013. "Changes in multiplicative background risk and risk-taking behavior," Theory and Decision, Springer, vol. 74(1), pages 127-149, January.
- Daniel Harenberg & Alexander Ludwig, 2014.
"Social Security and the Interactions Between Aggregate and Idiosyncratic Risk,"
Working Paper Series in Economics
71, University of Cologne, Department of Economics.
- Daniel Harenberg & Alexander Ludwig, 2014. "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," CER-ETH Economics working paper series 14/193, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Daniel Harenberg & Alexander Ludwig, "undated". "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," Working Papers ETH-RC-14-002, ETH Zurich, Chair of Systems Design.
- Alexander Ludwig & Daniel Harenberg, 2014. "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," 2014 Meeting Papers 936, Society for Economic Dynamics.
- Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2013. "Risk-Taking-Neutral Background Risk," CESifo Working Paper Series 4070, CESifo.
- Chen Li & Xiaohu Li, 2018. "On the Optimal Risk Sharing in Reinsurance with Random Recovery Rate," Risks, MDPI, vol. 6(4), pages 1-16, October.
- Jiang, Chonghui & Ma, Yongkai & An, Yunbi, 2013. "International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 648-659.
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- Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research.
- Heinzel, Christoph, 2023. "Comparing utility derivative premia under additive and multiplicative risks," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 23-40.
- Hongxia Wang, 2019. "Generalized Multiplicative Risk Apportionment," Risks, MDPI, vol. 7(2), pages 1-9, June.
- James Huang & Richard Stapleton, 2017. "Higher-order risk vulnerability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 387-406, February.
- Huang, James, 2014. "Convex and decreasing absolute risk aversion is proper," Economics Letters, Elsevier, vol. 125(1), pages 123-125.
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- Ciccone, Antonio & Ager, Philipp, 2014.
"Rainfall Risk and Religious Membership in the Late Nineteenth-Century United States,"
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- Ager, Philipp & Ciccone, Antonio, 2014. "Rainfall Risk and Religious Membership in the Late Nineteenth-Century United States," Working Papers 14-20, University of Mannheim, Department of Economics.
- Jokung, Octave, 2011. "Risk apportionment via bivariate stochastic dominance," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 448-452.
- Udo Broll & Kit Wong, 2013. "The firm under uncertainty: real and financial decisions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 125-136, November.
- Alexandru V. Asimit & Raluca Vernic & Ricardas Zitikis, 2016. "Background Risk Models and Stepwise Portfolio Construction," Methodology and Computing in Applied Probability, Springer, vol. 18(3), pages 805-827, September.
- Nicos Scordis, 2011. "The Morality of Risk Modeling," Journal of Business Ethics, Springer, vol. 103(1), pages 7-16, April.
- Broll, Udo & Wong, Keith K.P., 2010. "The firm under uncertainty: capital structure and background risk," Dresden Discussion Paper Series in Economics 04/10, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Cheung, Eric C.K. & Peralta, Oscar & Woo, Jae-Kyung, 2022. "Multivariate matrix-exponential affine mixtures and their applications in risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 364-389.
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- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "An analysis of portfolio selection with multiplicative background risk," MPRA Paper 51331, University Library of Munich, Germany.
- Neil A. Doherty & Harris Schlesinger, 2001.
"Insurance Contracts and Securitization,"
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- Enjolras, Geoffroy & Kast, Robert, 2007.
"Using participating and financial contracts to insure catastrophe risk: Implications for crop risk management,"
101st Seminar, July 5-6, 2007, Berlin Germany
9268, European Association of Agricultural Economists.
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- Harris Schlesinger & Christian Gollier, 2001.
"Changes in Risk and Asset Prices,"
CESifo Working Paper Series
443, CESifo.
- Gollier, Christian & Schlesinger, Harris, 2002. "Changes in risk and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
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- Dionne, Georges & Li, Jingyuan, 2014.
"Comparative Ross risk aversion in the presence of mean dependent risks,"
Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
- Dionne, Georges & Li, Jingyuan, 2013. "Comparative Ross risk aversion in the presence of mean dependent risks," Working Papers 12-2, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche 1211, CIRPEE.
- Chaigneau, Pierre & Eeckhoudt, Louis, 2016.
"Downside risk neutral probabilities,"
LSE Research Online Documents on Economics
118980, London School of Economics and Political Science, LSE Library.
- Pierre Chaigneau & Louis Eeckhoudt, 2015. "Downside Risk Neutral Probabilities," Cahiers de recherche 1521, CIRPEE.
- Pierre Chaigneau & Louis Eeckhoudt, 2020. "Downside risk-neutral probabilities," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(1), pages 65-77, April.
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"A theoretical extension of the consumption-based CAPM model,"
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- Jingyuan Li & Georges Dionne, 2010. "A Theoretical Extension of the Consumption-based CAPM Model," Cahiers de recherche 1047, CIRPEE.
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"An Extension of the Consumption-based CAPM Model,"
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- Christian Gollier & Miles S. Kimball, 2018.
"Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 397-430, June.
- Gollier, Christian & Kimball, Miles S., 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," IDEI Working Papers 884, Institut d'Économie Industrielle (IDEI), Toulouse.
- Gollier, Christian & Kimball, Miles S., 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," TSE Working Papers 18-909, Toulouse School of Economics (TSE).
- Harris Schlesinger & Christian Gollier, 2001.
"Changes in Risk and Asset Prices,"
CESifo Working Paper Series
443, CESifo.
- Gollier, Christian & Schlesinger, Harris, 2002. "Changes in risk and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
- Dionne, Georges & Li, Jingyuan, 2014.
"When can expected utility handle first-order risk aversion?,"
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- Dionne, Georges & Li, Jingyuan, 2014. "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, vol. 154(C), pages 403-422.
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"Defining bad news: Changes in return distribution that decrease risky asset demand,"
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- Burton Hollifield & Alan Kraus, 2009. "Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand," Management Science, INFORMS, vol. 55(7), pages 1227-1236, July.
- Masamitsu Ohnishi & Yusuke Osaki, 2004. "The Comparative Statics of Equilibrium Derivative Prices," Discussion Papers in Economics and Business 04-19, Osaka University, Graduate School of Economics.
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"New Methods in the Classical Economics of Uncertainty: Comparing Risks,"
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- Christian Gollier & Miles S. Kimball, 2018. "New methods in the classical economics of uncertainty: comparing risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 5-23, May.
- Christian Gollier & Miles S. Kimball, 2018. "New methods in the classical economics of uncertainty: comparing risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 5-23, May.
- Octave Jokung-Nguena & Sovan Mitra, 2019. "Asset Prices and Changes in Risk within a Bivariate Model," Post-Print hal-03699128, HAL.
- Osaki, Yusuke, 2007. "Risk and Derivative Price," Risk and Sustainable Management Group Working Papers 151179, University of Queensland, School of Economics.
- Yoichiro Fujii & Yutaka Nakamura, 2010. "Equity premium under multiple background risks," Economics Bulletin, AccessEcon, vol. 30(2), pages 933-939.
- Elyès Jouini & Clotilde Napp, 2008.
"On Abel's Concept of Doubt and Pessimism,"
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- Jouini, E. & Napp, C., 2008. "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3682-3694, November.
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- Octave Jokung & Sovan Mitra, 2019. "Asset Prices and Changes in Risk within a Bivariate Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(1), pages 47-60, March.
- Masamitsu Ohnishi & Yusuke Osaki, 2005. "The Monotonicity of Asset Prices with Changes in Risk," Discussion Papers in Economics and Business 05-14, Osaka University, Graduate School of Economics.
- Henri LOUBERGÉ, & Harris SCHLESINGER, 2001.
"Coping with Credit Risk,"
FAME Research Paper Series
rp36, International Center for Financial Asset Management and Engineering.
- Henri Loubergé & Harris Schlesinger, 2005. "Coping with credit risk," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 6(2), pages 118-134, April.
- Louberge, H. & Schlesinger, H., 2001. "Coping with Credit Risk," Papers 36, Manitoba - Department of Economics.
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- Gilroy, Bernard Michael & Broll, Udo, 2005.
"Managing Credit Risk with Credit Derivatives,"
MPRA Paper
17678, University Library of Munich, Germany.
- Udo Broll & B. Michael Gilroy & Elmar Lukas, 2007. "Managing Credit Risk With Credit Derivatives," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-13.
- Olivier de LA GRANDVILLE, 2002. "Immunization of Bond Portfolios: Some New Results," FAME Research Paper Series rp40, International Center for Financial Asset Management and Engineering.
- Michel A. Habib & Alexandre Ziegler, 2003. "Why Government Bonds Are Sold by Auction and Corporate Bonds by Posted-Price Selling," FAME Research Paper Series rp78, International Center for Financial Asset Management and Engineering.
- Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2004.
"A geometric approach to multiperiod mean variance optimization of assets and liabilities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1079-1113, March.
- Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002. "A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities," FAME Research Paper Series rp48, International Center for Financial Asset Management and Engineering.
- Didier Cossin & Tomas Hricko & Daniel Aunon-Nerin & Zhijiang Huang, 2002. "Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets’ Information Suffcient to Evaluate Credit Risk?," FAME Research Paper Series rp65, International Center for Financial Asset Management and Engineering.
- Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.
- Pascal BOTTERON & Jean-François CASANOVA, 2003. "Start-ups Defined as Portfolios of Embedded Options," FAME Research Paper Series rp85, International Center for Financial Asset Management and Engineering.
- Domenico Cuoco & Hua He & Sergei Issaenko, 2001. "Optimal Dynamic rading Strategies with Risk Limits," FAME Research Paper Series rp60, International Center for Financial Asset Management and Engineering.
- Jean-François Bachmann & Guido Bolliger, 2003. "Who are the Best? Local Versus Foreign Analysts on the Latin American Stock Markets," FAME Research Paper Series rp75, International Center for Financial Asset Management and Engineering.
- Sofia B. Ramos, 2003. "Competition Between Stock Exchanges: A Survey," FAME Research Paper Series rp77, International Center for Financial Asset Management and Engineering.
- Henri LOUBERGE & Harris SCHLESINGER, 1999.
"Optimal Catastrophe Insurance with Multiple Catastrophes,"
FAME Research Paper Series
rp7, International Center for Financial Asset Management and Engineering.
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- Sam Cole, 2010. "The regional portfolio of disruptions, protection, and disasters," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 44(2), pages 251-272, April.
- Eeckhoudt, L. & Gollier, C. & Schlesinger, H., 1996.
"The No Loss Offset Provision and the Attitude Towards Risk of a Risk-Neutral Firm,"
Papers
96.409, Toulouse - GREMAQ.
- Eeckhoudt, Louis & Gollier, Christian & Schlesinger, Harris, 1997. "The no-loss offset provision and the attitude towards risk of a risk-neutral firm," Journal of Public Economics, Elsevier, vol. 65(2), pages 207-217, August.
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- Mehdi Farsi, 2008.
"Risk-Aversion and Willingness to Pay for Energy Efficient Systems in Rental Apartments,"
CEPE Working paper series
08-55, CEPE Center for Energy Policy and Economics, ETH Zurich.
- Farsi, Mehdi, 2010. "Risk aversion and willingness to pay for energy efficient systems in rental apartments," Energy Policy, Elsevier, vol. 38(6), pages 3078-3088, June.
- Haufler, Andreas & Mardan, Mohammed, 2014.
"Cross-border loss offset can fuel tax competition,"
Munich Reprints in Economics
27297, University of Munich, Department of Economics.
- Andreas Hau fler & Mohammed Mardan, 2013. "Cross-border loss offset can fuel tax competition," Working Papers 1310, Oxford University Centre for Business Taxation.
- Haufler, Andreas & Mardan, Mohammed, 2013. "Cross-border loss offset can fuel tax competition," Discussion Papers in Economics 14362, University of Munich, Department of Economics.
- Haufler, Andreas & Mardan, Mohammed, 2014. "Cross-border loss offset can fuel tax competition," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 42-61.
- Andreas Haufler & Mohammed Mardan, 2013. "Cross-Border Loss Offset Can Fuel Tax Competition," CESifo Working Paper Series 4089, CESifo.
- Daniel Dreßler & Michael Overesch, 2013. "Investment impact of tax loss treatment—empirical insights from a panel of multinationals," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 20(3), pages 513-543, June.
- Joann Martens Weiner & Marcel Gérard, 2006.
"Comment la compensation internationale des pertes et la répartition proportionnelle des revenus imposables peuvent affecter les choix des multinationales et la concurrence fiscale,"
Économie et Prévision, Programme National Persée, vol. 173(2), pages 65-77.
- Marcel Gérard & Joann Martens Weiner, 2006. "Comment la compensation internationale des pertes et la répartition proportionnelle des revenus imposables peuvent affecter les choix des multinationales et la concurrence fiscale," Economie & Prévision, La Documentation Française, vol. 0(2), pages 65-77.
- Caren Sureth & Ralf Maiterth, 2006. "Wealth Tax As Alternative Minimum Tax ? - the Impact of Minimum Taxation on Business Structure and Strategy -," EcoMod2006 272100093, EcoMod.
- Sureth, Caren & Voß, Armin, 2005. "Investitionsbereitschaft und zeitliche Indifferenz bei Realinvestitionen unter Unsicherheit und Steuern," arqus Discussion Papers in Quantitative Tax Research 2, arqus - Arbeitskreis Quantitative Steuerlehre.
- Marcel Gérard & Joann Weiner, 2003. "Cross-Border Loss Offset and Formulary Apportionment: How do they affect multijurisdictional firm investment spending and interjurisdictional tax competition ?," CESifo Working Paper Series 1004, CESifo.
- Fochmann, Martin & Hemmerich, Kristina, 2014. "Real tax effects and tax perception effects in decisions on asset allocation," arqus Discussion Papers in Quantitative Tax Research 156, arqus - Arbeitskreis Quantitative Steuerlehre.
- Rainer Niemann, 2006. "Wirkungen der Abschnittsbesteuerung auf internationale Investitions- und Repatriierungsentscheidungen," Schmalenbach Journal of Business Research, Springer, vol. 58(7), pages 928-957, November.
- Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2020. "Capital income taxation under full loss offset provisions of a prospect theory investor," IHS Working Paper Series 11, Institute for Advanced Studies.
- Niemann, Rainer, 2004. "Entscheidungswirkungen von Verlustverrechnungsbeschränkungen bei der Steuerplanung grenzüberschreitender Investitionen," Tübinger Diskussionsbeiträge 276, University of Tübingen, School of Business and Economics.
- Mehrmann, Annika & Sureth-Sloane, Caren, 2017. "Tax loss offset restrictions and biased perception of risky investments," arqus Discussion Papers in Quantitative Tax Research 222, arqus - Arbeitskreis Quantitative Steuerlehre.
- Niemann, Rainer, 2007. "Risikoübernahme, Arbeitsanreiz und differenzierende Besteuerung," arqus Discussion Papers in Quantitative Tax Research 28, arqus - Arbeitskreis Quantitative Steuerlehre.
- Kogler, Michael, 2019.
"Profit Taxation and Bank Risk Taking,"
Economics Working Paper Series
1918, University of St. Gallen, School of Economics and Political Science.
- Kogler, Michael, 2019. "Profit Taxation and Bank Risk Taking," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203533, Verein für Socialpolitik / German Economic Association.
- Michael Kogler, 2021. "Profit Taxation and Bank Risk Taking," CESifo Working Paper Series 8830, CESifo.
- Ralf Ewert & Rainer Niemann, 2011. "Haftungsbeschränkungen, Verlustverrechnungsbeschränkungen und die Bereitschaft zur Risikoübernahme," Schmalenbach Journal of Business Research, Springer, vol. 63(63), pages 94-131, January.
- Gollier, Christian, 2007. "The Determinants of the Insurance Demand by Firms," IDEI Working Papers 468, Institut d'Économie Industrielle (IDEI), Toulouse.
- Yiqing Xing & Anqi Li, 2014. "Simple Labor Income Tax Systems with Endogenous Employment Contracts," 2014 Meeting Papers 866, Society for Economic Dynamics.
- Rainer Niemann, 2011. "Asymmetric Taxation and Performance-Based Incentive Contracts," CESifo Working Paper Series 3363, CESifo.
- Henri LOUBERGE & Harris SCHLESINGER, 1999. "Optimal Catastrophe Insurance with Multiple Catastrophes," FAME Research Paper Series rp7, International Center for Financial Asset Management and Engineering.
- Niemann, Rainer, 2003. "Wie schädlich ist die Mindestbesteuerung? Steuerparadoxa in der Verlustrechnung," Tübinger Diskussionsbeiträge 259, University of Tübingen, School of Business and Economics.
- Rainer Niemann, 2004. "Asymmetric Taxation and Cross-Border Investment Decisions," CESifo Working Paper Series 1219, CESifo.
- Caren Sureth & Ralf Maiterth, 2008. "The impact of minimum taxation by an imputable wealth tax on capital budgeting and business strategy of German companies," Review of Managerial Science, Springer, vol. 2(2), pages 81-110, July.
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"Intrinsic and extrinsic effects on behavioral tax biases in risky investment decisions,"
Journal of Economic Psychology, Elsevier, vol. 56(C), pages 218-231.
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- Ralf Ewert & Rainer Niemann, 2010. "Limited Liability, Asymmetric Taxation, and Risk Taking - Why Partial Tax Neutralities can be Harmful," CESifo Working Paper Series 3301, CESifo.
- Wolfgang Buchholz & Kai A. Konrad, 2014. "Taxes on risky returns — an update," Working Papers tax-mpg-rps-2014-10, Max Planck Institute for Tax Law and Public Finance.
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- Harris Schlesinger, 1992.
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- Eeckhoudt, Louis & Gollier, Christian & Schlesinger, Harris, 1996. "Changes in Background Risk and Risk-Taking Behavior," Econometrica, Econometric Society, vol. 64(3), pages 683-689, May.
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- Reichel, Lukas & Schmeiser, Hato & Schreiber, Florian, 2021. "Sometimes more, sometimes less: Prudence and the diversification of risky insurance coverage," European Journal of Operational Research, Elsevier, vol. 292(2), pages 770-783.
- Fan, Elliott & Zhao, Ruoyun, 2009. "Health status and portfolio choice: Causality or heterogeneity?," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1079-1088, June.
- Anke Gerbe & Kirsten I.M. Rohde, 2010. "Risk and Preference Reversals in Intertemporal Choice," Post-Print hal-00911832, HAL.
- Delphine BOUTIN & Laurène PETIFOUR & Haris MEGZARI, 2022. "Instability of preferences due to Covid-19 Crisis and emotions: a natural experiment from urban Burkina Faso," Bordeaux Economics Working Papers 2022-05, Bordeaux School of Economics (BSE).
- Donald Keenan & Donald Rudow & Arthur Snow, 2008. "Risk preferences and changes in background risk," Journal of Risk and Uncertainty, Springer, vol. 36(2), pages 139-152, April.
- Baptista, Alexandre M., 2008. "Optimal delegated portfolio management with background risk," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 977-985, June.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "An analysis of portfolio selection with multiplicative background risk," MPRA Paper 51331, University Library of Munich, Germany.
- Felder, Stefan & Mayrhofer, Thomas, 2011. "Higher-Order Risk Preferences – Consequences for Test and Treatment Thresholds and Optimal Cutoffs," Ruhr Economic Papers 287, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
Articles
- Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020.
"Risk apportionment: The dual story,"
Journal of Economic Theory, Elsevier, vol. 185(C).
See citations under working paper version above.
- Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger, 2017. "Risk Apportionment: The Dual Story," Papers 1712.02182, arXiv.org.
- Sebastian Ebert & Diego C. Nocetti & Harris Schlesinger, 2018.
"Greater Mutual Aggravation,"
Management Science, INFORMS, vol. 64(6), pages 2809-2811, June.
See citations under working paper version above.
- Nocetti, D. & Schlesinger, H. & Ebert, Sebastian, 2016. "Greater Mutual Aggravation," Other publications TiSEM e6df0669-d971-4d39-a1a4-e, Tilburg University, School of Economics and Management.
- Aurélien Baillon & Harris Schlesinger & Gijs van de Kuilen, 2018.
"Measuring higher order ambiguity preferences,"
Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 233-256, June.
Cited by:
- Han Bleichrodt & Christophe Courbage & Béatrice Rey, 2019.
"The value of a statistical life under changes in ambiguity,"
Post-Print
halshs-02130048, HAL.
- Han Bleichrodt & Christophe Courbage & Béatrice Rey, 2018. "The Value of a Statistical Life Under Changes in Ambiguity," Working Papers halshs-01943887, HAL.
- Han Bleichrodt & Christophe Courbage & Béatrice Rey, 2018. "The Value of a Statistical Life Under Changes in Ambiguity," Working Papers 1832, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Han Bleichrodt & Christophe Courbage & Béatrice Rey, 2019. "The value of a statistical life under changes in ambiguity," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 1-15, February.
- Cary Deck & Sebastian Ebert & Andreas Richter, 2018.
"Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
- Cary Deck & Sebastian Ebert & Andreas Richter, 2018. "Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
- Arthur Attema & Olivier L’haridon & Gijs van de Kuilen, 2019.
"Measuring Multivariate Risk Preferences in the Health Domain,"
Post-Print
halshs-01970236, HAL.
- Attema, Arthur E. & l’Haridon, Olivier & van de Kuilen, Gijs, 2019. "Measuring multivariate risk preferences in the health domain," Journal of Health Economics, Elsevier, vol. 64(C), pages 15-24.
- François Desmoulins-Lebeault & Luc Meunier, 2018. "Moment Risks: Investment for Self and for a Firm," Decision Analysis, INFORMS, vol. 15(4), pages 242-266, December.
- Nathan W. Chan & Stephen Knowles & Ronald Peeters & Leonard Wolk, 2024. "Cost-(in)effective public good provision: an experimental exploration," Theory and Decision, Springer, vol. 96(3), pages 397-442, May.
- Heinrich, Timo & Shachat, Jason, 2018.
"The development of risk aversion and prudence in Chinese children and adolescents,"
MPRA Paper
86456, University Library of Munich, Germany.
- Timo Heinrich & Jason Shachat, 2020. "The development of risk aversion and prudence in Chinese children and adolescents," Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 263-287, December.
- Haering, Alexander, 2021. "Framing decisions in experiments on higher-order risk preferences," Ruhr Economic Papers 913, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Han (H.) Bleichrodt & Paul van Bruggen, 2018. "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers 18-079/I, Tinbergen Institute.
- Kanin Anantanasuwong & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2024. "Ambiguity attitudes for real-world sources: field evidence from a large sample of investors," Experimental Economics, Springer;Economic Science Association, vol. 27(3), pages 548-581, July.
- Ivan Paya & David A. Peel & Konstantinos Georgalos, 2023. "On the predictions of cumulative prospect theory for third and fourth order risk preferences," Theory and Decision, Springer, vol. 95(2), pages 337-359, August.
- Camille Cornand & Maria Alejandra Erazo Diaz & Béatrice Rey & Adam Zylbersztejn, 2023.
"On the robustness of higher order attitudes to ambiguity framing,"
Working Papers
hal-04316734, HAL.
- Camille Cornand & Maria Alejandra Erazo Diaz & Béatrice Rey & Adam Zylbersztejn, 2023. "On the robustness of higher order attitudes to ambiguity framing," Working Papers 2318, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
- van Bruggen, Paul & Laeven, Roger J. A. & van de Kuilen, Gijs, 2024.
"Higher-Order Risk Attitudes for Non-Expected Utility,"
Other publications TiSEM
c566934e-eb60-4b4b-a972-4, Tilburg University, School of Economics and Management.
- van Bruggen, Paul & Laeven, Roger J. A. & van de Kuilen, Gijs, 2024. "Higher-Order Risk Attitudes for Non-Expected Utility," Discussion Paper 2024-019, Tilburg University, Center for Economic Research.
- Duffy, John & Ralston, Jason, 2020. "Innovate versus imitate: Theory and experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 727-751.
- Colasante, Annarita & García-Segarra, Jaume & Riccetti, Luca & Russo, Alberto, 2022. "On the consistency of the individual behavior when facing higher-order risk attitudes," Finance Research Letters, Elsevier, vol. 50(C).
- Ivan Paya & David Peel & Konstantinos Georgalos, 2020. "On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences," Working Papers 293574809, Lancaster University Management School, Economics Department.
- Timo R. Lambregts & Paul Bruggen & Han Bleichrodt, 2021. "Insurance decisions under nonperformance risk and ambiguity," Journal of Risk and Uncertainty, Springer, vol. 63(3), pages 229-253, December.
- Charles A. Holt & Sean P. Sullivan, 2023. "Permutation tests for experimental data," Experimental Economics, Springer;Economic Science Association, vol. 26(4), pages 775-812, September.
- Colasante, Annarita & Riccetti, Luca, 2021. "Financial and non-financial risk attitudes: What does it matter?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Han Bleichrodt & Christophe Courbage & Béatrice Rey, 2019.
"The value of a statistical life under changes in ambiguity,"
Post-Print
halshs-02130048, HAL.
- Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2018.
"Risk†Taking†Neutral Background Risks,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 335-353, June.
Cited by:
- Günter Franke, 2020. "Management nicht-finanzieller Risiken: eine Forschungsagenda [Management of Non-Financial Risks: A Research Agenda]," Schmalenbach Journal of Business Research, Springer, vol. 72(3), pages 279-320, September.
- Tyrone T. Lin & Tsai-Ling Liu, 2021. "An Optimal Compensation Agency Model for Sustainability under the Risk Aversion Utility Perspective," JRFM, MDPI, vol. 14(3), pages 1-16, March.
- Hugo E. Ramirez & Rafael Serrano, 2023.
"Optimal investment with insurable background risk and nonlinear portfolio allocation frictions,"
Papers
2303.04236, arXiv.org.
- Ramírez, Hugo E. & Serrano, Rafael, 2025. "Optimal investment with insurable background risk and nonlinear portfolio allocation frictions," Applied Mathematics and Computation, Elsevier, vol. 485(C).
- Ramírez, H & Serrano, R, 2023. "Optimal investment with insurable background risk and nonlinear portfolio allocation frictions," Documentos de Trabajo 20658, Universidad del Rosario.
- Irene Mussio & Angela C.M. de Oliveira, 2022. "The effect of additional background risk on mixed risk behavior," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 6(S1), pages 85-92, July.
- Cary Deck & Harris Schlesinger, 2018.
"On The Robustness Of Higher Order Risk Preferences,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 313-333, June.
See citations under working paper version above.
- Cary Deck & Harris Schlesinger, 2016. "On the Robustness of Higher Order Risk Preferences," Working Papers 16-26, Chapman University, Economic Science Institute.
- Harris Schlesinger, 2015.
"Lattices and Lotteries in Apportioning Risk*,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 40(1), pages 1-14, March.
Cited by:
- David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2020.
"Intensity of preferences for bivariate risk apportionment,"
Post-Print
hal-03133126, HAL.
- Crainich, David & Eeckhoudt, Louis & Courtois, Olivier Le, 2020. "Intensity of preferences for bivariate risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 153-160.
- David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2020.
"Intensity of preferences for bivariate risk apportionment,"
Post-Print
hal-03133126, HAL.
- Wenan Fei & Claude Fluet & Harris Schlesinger, 2015.
"Uncertain Bequest Needs and Long-Term Insurance Contracts,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 82(1), pages 125-148, March.
See citations under working paper version above.
- Wenan Fei & Claude Fluet & Harris Schlesinger, 2008. "Uncertain Bequest Needs and Long-Term Insurance Contracts," CESifo Working Paper Series 2505, CESifo.
- Wenan Fei & Claude Fluet & Harris Schlesinger, 2007. "Uncertain Bequest Needs and Long-Term Insurance Contracts," Cahiers de recherche 0742, CIRPEE.
- Cary Deck & Harris Schlesinger, 2014.
"Consistency of Higher Order Risk Preferences,"
Econometrica, Econometric Society, vol. 82, pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2014. "Consistency of Higher Order Risk Preferences," Econometrica, Econometric Society, vol. 82(5), pages 1913-1943, September.
See citations under working paper version above.- Cary Deck & Harris Schlesinger, 2012. "Consistency of Higher Order Risk Preferences," CESifo Working Paper Series 4047, CESifo.
- Andreas Richter & Jörg Schiller & Harris Schlesinger, 2014.
"Behavioral insurance: Theory and experiments,"
Journal of Risk and Uncertainty, Springer, vol. 48(2), pages 85-96, April.
Cited by:
- Kangoh Lee, 2017. "Consumer perception, information provision, and regulation of insurance markets," Journal of Regulatory Economics, Springer, vol. 51(1), pages 1-17, February.
- Ruggiero Rippo & Simone Cerroni, 2023. "Farmers' participation in the Income Stabilisation Tool: Evidence from the apple sector in Italy," Journal of Agricultural Economics, Wiley Blackwell, vol. 74(1), pages 273-294, February.
- Pedro Brandão Graminha & Luís Eduardo Afonso, 2022. "Behavioral Economics and Auto Insurance: The Role of Biases and Heuristics," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 26(5), pages 200421-2004.
- Huber, Maria, 2020. "On the Analysis of Moral Hazard Using Experimental Studies," Junior Management Science (JUMS), Junior Management Science e. V., vol. 5(4), pages 410-428.
- Piet Calcoen & Wynand P. M. M. van de Ven, 2018. "How can dental insurance be optimized?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(4), pages 483-487, May.
- Rippo, Ruggiero & Cerroni, Simone, 2021. "Farmers’ Participation in the Income Stabilization Tool: Evidence from the Apple Sector in Italy," 2021 Conference, August 17-31, 2021, Virtual 315191, International Association of Agricultural Economists.
- Jianli Wang & Yingrong Su & Jingyuan Li & Ho Yin Yick, 2022. "Demand for insurance with nonadditive probabilistic beliefs," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 854-862, July.
- François Pannequin & Anne Corcos & Claude Montmarquette, 2016. "Behavioral foundations of the substitutability between insurance and self-insurance: An experimental study," CIRANO Working Papers 2016s-12, CIRANO.
- Maria Forlicz & Stefan Forlicz, 2022. "The Impact of Introducing Co-insurance into an Insurance Policy on Moral Hazard: An Incentivised Experiment," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 783-808.
- Daniel Stein & Jeremy Tobacman, 2016.
"Weather Insurance Savings Accounts,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 41(4), pages 677-700, October.
- Stein,Daniel Kevin & Tobacman,Jeremy, 2015. "Weather insurance savings accounts," Policy Research Working Paper Series 7235, The World Bank.
- Andreas Richter & Jochen Ruß & Stefan Schelling, 2019. "Insurance customer behavior: Lessons from behavioral economics," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(2), pages 183-205, July.
- Lu, Richard & Yang, Min-Hsien & Zeng,Qiao-Ling, 2023. "An Empirical Study on Aquaculture Insurance Purchase in Taiwan from A Behavioral Economics Perspective," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 11(4), October.
- Mark Browne & Christian Knoller & Andreas Richter, 2015. "Behavioral bias and the demand for bicycle and flood insurance," Journal of Risk and Uncertainty, Springer, vol. 50(2), pages 141-160, April.
- Pitthan, Francisco & De Witte, Kristof, 2021. "Puzzles of insurance demand and its biases: A survey on the role of behavioural biases and financial literacy on insurance demand," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Cettolin, Elena & Tausch, Franziska, 2016. "Risk taking and risk sharing: does responsibility matter? (RM/13/045-revised-)," Research Memorandum 018, Maastricht University, Graduate School of Business and Economics (GSBE).
- Martin Eling & Ruo Jia, 2017. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 20(1), pages 63-77, March.
- Kerstin Fiederling & Jörg Schiller & Frauke von Bieberstein, 2018. "Can we Trust Consumers’ Survey Answers when Dealing with Insurance Fraud?," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 70(2), pages 111-147, May.
- Thomas Köhne & Christoph Brömmelmeyer, 2018. "The New Insurance Distribution Regulation in the EU—A Critical Assessment from a Legal and Economic Perspective," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(4), pages 704-739, October.
- Elena Cettolin & Franziska Tausch, 2015. "Risk taking and risk sharing: Does responsibility matter?," Journal of Risk and Uncertainty, Springer, vol. 50(3), pages 229-248, June.
- Denuit, Michel M. & Eeckhoudt, Louis & Schlesinger, Harris, 2013.
"When Ross meets Bell: The linex utility function,"
Journal of Mathematical Economics, Elsevier, vol. 49(2), pages 177-182.
See citations under working paper version above.
- DENUIT, Michel M. & EECKHOUDT, Louis & SCHLESINGER, Harris, 2013. "When Ross meets Bell: the linex utility function," LIDAM Reprints CORE 2496, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- M. Denuit & L. Eeckhoudt & H. Schlesinger, 2013. "When ross meets bell: the linex utility function," Post-Print hal-00845936, HAL.
- Denuit, M. & Eeckhoudt, L. & Schlesinger, H., 2011. "When Ross meets Bell: the linex utility function," LIDAM Discussion Papers ISBA 2011014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Eeckhoudt, Louis & Schlesinger, Harris, 2013. "When Ross meets Bell: The linex utility function," LIDAM Reprints ISBA 2013013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Qin Lian & Harris Schlesinger, 2012.
"Insurance Contract Design When the Insurer Has Private Information on Loss Size,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(4), pages 1039-1050, December.
Cited by:
- Lu Li & Richard Peter, 2021. "Should we do more when we know less? The effect of technology risk on optimal effort," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(3), pages 695-725, September.
- Casper H. de Jong, 2021. "Risk classification and the balance of information in insurance; an alternative interpretation of the evidence," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 24(4), pages 445-461, December.
- Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011.
"Risk taking with additive and multiplicative background risks,"
Journal of Economic Theory, Elsevier, vol. 146(4), pages 1547-1568, July.
See citations under working paper version above.
- Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011. "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz 2011-25, Department of Economics, University of Konstanz.
- Cary Deck & Harris Schlesinger, 2010.
"Exploring Higher Order Risk Effects,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1403-1420.
See citations under working paper version above.
- Cary Deck & Harris Schlesinger, 2008. "Exploring Higher-Order Risk Effects," CESifo Working Paper Series 2487, CESifo.
- Eeckhoudt, Louis & Schlesinger, Harris & Tsetlin, Ilia, 2009.
"Apportioning of risks via stochastic dominance,"
Journal of Economic Theory, Elsevier, vol. 144(3), pages 994-1003, May.
See citations under working paper version above.
- Louis Eeckhoudt & Harris Schlesinger & Ilia Tsetlin, 2008. "Apportioning of Risks via Stochastic Dominance," CESifo Working Paper Series 2467, CESifo.
- H. Schlesinger & L. Eeckhoudt & I. Tsetlin, 2009. "Apportioning of risks via stochastic dominance," Post-Print hal-00567952, HAL.
- EECKHOUDT, Louis & SCHELSINGER, Harris & TSETLIN, Ilia, 2009. "Apportioning of risks via stochastic dominance," LIDAM Reprints CORE 2096, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Eeckhoudt, Louis & Schlesinger, Harris, 2009.
"On the utility premium of Friedman and Savage,"
Economics Letters, Elsevier, vol. 105(1), pages 46-48, October.
See citations under working paper version above.
- EECKHOUDT, Louis & SCHLESINGER, Harris, 2009. "On the utility premium of Friedman and Savage," LIDAM Reprints CORE 2206, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- L. Eeckhoudt & H. Schlesinger, 2009. "On the utility premium of Friedman and Savage," Post-Print hal-00567969, HAL.
- Eeckhoudt, Louis & Schlesinger, Harris, 2008.
"Changes in risk and the demand for saving,"
Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1329-1336, October.
See citations under working paper version above.
- EECKHOUDT, Louis & SCHLESINGER, Harris, 2009. "Changes in risk and the demand for saving," LIDAM Reprints CORE 2100, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Louis Eeckhoudt & Harris Schlesinger, 2008. "Changes in Risk and the Demand for Saving," CESifo Working Paper Series 2388, CESifo.
- L. Eeckhoudt & H. Schlesinger, 2008. "Changes in risk and the demand for saving," Post-Print hal-00326101, HAL.
- Wenan Fei & Harris Schlesinger, 2008.
"Precautionary Insurance Demand With State‐Dependent Background Risk,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(1), pages 1-16, March.
Cited by:
- Kubitza, Christian & Hofmann, Annette & Steinorth, Petra, 2019. "Financial literacy and precautionary insurance," ICIR Working Paper Series 34/19, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Kangoh Lee, 2012. "Uncertain indemnity and the demand for insurance," Theory and Decision, Springer, vol. 73(2), pages 249-265, August.
- Huang, Hung-Hsi & Wang, Ching-Ping, 2013. "Portfolio selection and portfolio frontier with background risk," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 177-196.
- Thomas Eichner & Rüdiger Pethig, 2009.
"Efficient management of insecure fossil fuel imports through taxing (!) domestic green energy?,"
Volkswirtschaftliche Diskussionsbeiträge
138-09, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
- Thomas Eichner & Rüdiger Pethig, 2010. "Efficient Management of Insecure Fossil Fuel Imports through Taxing (!) Domestic Green Energy?," CESifo Working Paper Series 3062, CESifo.
- Thomas Eichner & Rüdiger Pethig, 2015. "Efficient Management of Insecure Fossil Fuel Imports through Taxing Domestic Green Energy?," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(5), pages 724-751, October.
- Heinzel Christoph & Richard Peter, 2021. "Precautionary motives with multiple instruments," Working Papers SMART 21-09, INRAE UMR SMART.
- Wong, Kit Pong, 2017. "Production and hedging under state-dependent preferences and background risk," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 527-534.
- Courbage, Christophe & Rey, Béatrice, 2012. "Optimal prevention and other risks in a two-period model," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 213-217.
- Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
- Christophe Courbage & Béatrice Rey, 2016. "Decision Thresholds and Changes in Risk for Preventive Treatment," Health Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 111-124, January.
- Han (H.) Bleichrodt & Paul van Bruggen, 2018. "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers 18-079/I, Tinbergen Institute.
- Jianli Wang & Pu Gong, 2013. "Labor supply with stochastic wage rate and non-labor income uncertainty," Journal of Economics, Springer, vol. 109(1), pages 41-55, May.
- Lu Li & Richard Peter, 2021. "Should we do more when we know less? The effect of technology risk on optimal effort," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(3), pages 695-725, September.
- Sebastian Ebert & Daniel Wiesen, 2014.
"Joint measurement of risk aversion, prudence, and temperance,"
Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
- Ebert, Sebastian & Wiesen, Daniel, 2010. "Joint measurement of risk aversion, prudence and temperance," Bonn Econ Discussion Papers 20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Chen, Xuanjuan & Sun, Zhenzhen & Yao, Tong & Yu, Tong, 2020. "Does operating risk affect portfolio risk? Evidence from insurers' securities holding," Journal of Corporate Finance, Elsevier, vol. 62(C).
- Christoph Heinzel & Richard Peter, 2021. "Precautionary motives with multiple instruments [Motifs de précaution en cas de multiples instruments]," Working Papers hal-03484875, HAL.
- Wong, Kit Pong, 2012. "Production and futures hedging with state-dependent background risk," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 177-184.
- Jiang, Chonghui & Ma, Yongkai & An, Yunbi, 2013. "International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 648-659.
- Heinzel, Christoph & Peter, Richard, 2021. "Precautionary motives with multiple instruments," Working Papers 316521, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Heinrich, Timo & Mayrhofer, Thomas, 2014. "Higher-order Risk Preferences in Social Settings - An Experimental Analysis," Ruhr Economic Papers 508, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Reichel, Lukas & Schmeiser, Hato & Schreiber, Florian, 2022. "On the optimal management of counterparty risk in reinsurance contracts," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 374-394.
- Kit Wong, 2014. "Hedging and the competitive firm under correlated price and background risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 329-340, October.
- Lin, Wen-chang & Lu, Jin-ray, 2012. "Risky asset allocation and consumption rule in the presence of background risk and insurance markets," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 150-158.
- Gilad Sorek & T. Randolph Beard, 2019. "Background Risk and Insurance Take-up under Limited Liability," Auburn Economics Working Paper Series auwp2019-05, Department of Economics, Auburn University.
- Jingyuan Li, 2012. "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, vol. 106(3), pages 251-266, July.
- Reichel, Lukas & Schmeiser, Hato & Schreiber, Florian, 2021. "Sometimes more, sometimes less: Prudence and the diversification of risky insurance coverage," European Journal of Operational Research, Elsevier, vol. 292(2), pages 770-783.
- Annika Pape, 2013. "Law versus Economics? How should insurance intermediaries influence the insurance demand decision," Working Paper Series in Economics 299, University of Lüneburg, Institute of Economics.
- Louis Eeckhoudt & Béatrice Rey & Harris Schlesinger, 2007.
"A Good Sign for Multivariate Risk Taking,"
Management Science, INFORMS, vol. 53(1), pages 117-124, January.
See citations under working paper version above.
- L. Eeckhoudt & H. Schlesinger & Béatrice Rey, 2007. "A good sign for multivariate risk taking," Post-Print hal-00283446, HAL.
- EECKHOUDT, louis & REY, Béatrice & SCHLESINGER, Harris, 2007. "A good sign for multivariate risk taking," LIDAM Reprints CORE 1900, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Louis Eeckhoudt & Béatrice Rey & Harris Schlesinger, 2006. "A Good Sign for Multivariate Risk Taking," CESifo Working Paper Series 1796, CESifo.
- Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006.
"Multiplicative Background Risk,"
Management Science, INFORMS, vol. 52(1), pages 146-153, January.
See citations under working paper version above.
- Franke, Günter & Schlesinger, Harris & Stapleton, Richard C., 2003. "Multiplicative background risk," CoFE Discussion Papers 03/05, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Franke, Günter & Schlesinger, Harris & Stapleton, Richard C., 2002. "Multiplicative background risk," Discussion Papers, various Research Units FS IV 02-06, WZB Berlin Social Science Center.
- Louis Eeckhoudt & Harris Schlesinger, 2006.
"Putting Risk in Its Proper Place,"
American Economic Review, American Economic Association, vol. 96(1), pages 280-289, March.
See citations under working paper version above.
- Louis Eeckhoudt & Harris Schlesinger, 2005. "Putting Risk in its Proper Place," CESifo Working Paper Series 1462, CESifo.
- EECKHOUDT, Louis & SCHLESINGER, Harris, 2006. "Putting risk in its proper place," LIDAM Reprints CORE 1871, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- L. Eeckhoudt & H. Schlesinger, 2006. "Putting risk in its proper place," Post-Print hal-00283170, HAL.
- Harris Schlesinger, 2006.
"Mossin's Theorem for Upper‐Limit Insurance Policies,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(2), pages 297-301, June.
Cited by:
- Eling, Martin & Ghavibazoo, Omid & Hanewald, Katja, 2021. "Willingness to take financial risks and insurance holdings: A European survey," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 95(C).
- Lingxiu Dong & Brian Tomlin, 2012. "Managing Disruption Risk: The Interplay Between Operations and Insurance," Management Science, INFORMS, vol. 58(10), pages 1898-1915, October.
- Hong Liang, 2020. "On Three Standard Results in the Theory of Insurance Demand," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 14(1), pages 1-10, January.
- Henri Loubergé & Harris Schlesinger, 2005.
"Coping with credit risk,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 6(2), pages 118-134, April.
See citations under working paper version above.
- Louberge, H. & Schlesinger, H., 2001. "Coping with Credit Risk," Papers 36, Manitoba - Department of Economics.
- Henri LOUBERGÉ, & Harris SCHLESINGER, 2001. "Coping with Credit Risk," FAME Research Paper Series rp36, International Center for Financial Asset Management and Engineering.
- Bum J. Kim & Harris Schlesinger, 2005.
"Adverse Selection in an Insurance Market With Government‐Guaranteed Subsistence Levels,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(1), pages 61-75, March.
See citations under working paper version above.
- Bum J. Kim & Harris Schlesinger, 2004. "Adverse Selection in an Insurance Market with Government-Guaranteed Subsistence Levels," CESifo Working Paper Series 1217, CESifo.
- Harris Schlesinger, 2003.
"Some Remarks on the Evolution of Risk Preferences,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 28(2), pages 101-104, December.
Cited by:
- Levy, Moshe, 2015. "An evolutionary explanation for risk aversion," Journal of Economic Psychology, Elsevier, vol. 46(C), pages 51-61.
- Moshe Levy, 2022. "An evolutionary explanation of the Allais paradox," Journal of Evolutionary Economics, Springer, vol. 32(5), pages 1545-1574, November.
- Gollier, Christian & Schlesinger, Harris, 2003.
"Preserving preference rankings under background risk,"
Economics Letters, Elsevier, vol. 80(3), pages 337-341, September.
Cited by:
- Yannick Malevergne & Béatrice Rey, 2010.
"Preserving preference rankings under non-financial background risk,"
Post-Print
halshs-00520072, HAL.
- Y Malevergne & B Rey, 2010. "Preserving preference rankings under non-financial background risk," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(8), pages 1302-1308, August.
- Yannick Malevergne & B. Rey, 2010. "Preserving preference rankings under non-financial background risk," Post-Print hal-02312501, HAL.
- Thomas Eichner & Rüdiger Pethig, 2009.
"Efficient management of insecure fossil fuel imports through taxing (!) domestic green energy?,"
Volkswirtschaftliche Diskussionsbeiträge
138-09, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
- Thomas Eichner & Rüdiger Pethig, 2010. "Efficient Management of Insecure Fossil Fuel Imports through Taxing (!) Domestic Green Energy?," CESifo Working Paper Series 3062, CESifo.
- Thomas Eichner & Rüdiger Pethig, 2015. "Efficient Management of Insecure Fossil Fuel Imports through Taxing Domestic Green Energy?," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(5), pages 724-751, October.
- Huang, James, 2014. "Convex and decreasing absolute risk aversion is proper," Economics Letters, Elsevier, vol. 125(1), pages 123-125.
- Yannick Malevergne & Béatrice Rey, 2010.
"Preserving preference rankings under non-financial background risk,"
Post-Print
halshs-00520072, HAL.
- Gollier, Christian & Schlesinger, Harris, 2002.
"Changes in risk and asset prices,"
Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
See citations under working paper version above.
- Harris Schlesinger & Christian Gollier, 2001. "Changes in Risk and Asset Prices," CESifo Working Paper Series 443, CESifo.
- Schlesinger, Harris, 1999.
"Decomposing catastrophic risk,"
Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 95-101, March.
Cited by:
- Pai, Jeffrey & Ravishanker, Nalini, 2020. "Livestock mortality catastrophe insurance using fatal shock process," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 58-65.
- Turvey, Calum G., 2003. "Conceptual Issues In Livestock Insurance," Research Reports 18171, Rutgers University, Food Policy Institute.
- Denuit, Michel & Lefevre, Claude & Utev, Sergey, 2002. "Measuring the impact of dependence between claims occurrences," Insurance: Mathematics and Economics, Elsevier, vol. 30(1), pages 1-19, February.
- André Schmitt & Sandrine Spaeter, 2004. "Insurance and Financial Hedging of Oil Pollution Risks," Working Papers of LaRGE Research Center 2004-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Jacqueline Volkman-Wise, 2015. "Representativeness and managing catastrophe risk," Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 267-290, December.
- Randy E. Dumm & David L. Eckles & Charles Nyce & Jacqueline Volkman-Wise, 2020. "The representative heuristic and catastrophe-related risk behaviors," Journal of Risk and Uncertainty, Springer, vol. 60(2), pages 157-185, April.
- Henri LOUBERGE & Harris SCHLESINGER, 1999. "Optimal Catastrophe Insurance with Multiple Catastrophes," FAME Research Paper Series rp7, International Center for Financial Asset Management and Engineering.
- Randy E. Dumm & David L. Eckles & Charles Nyce & Jacqueline Volkman-Wise, 2017.
"Demand for Windstorm Insurance Coverage and the Representative Heuristic,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 42(2), pages 117-139, September.
- Randy E. Dumm & David L. Eckles & Charles Nyce & Jacqueline Volkman-Wise, 2017. "Demand for Windstorm Insurance Coverage and the Representative Heuristic," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 42(2), pages 117-139, September.
- Geoffroy Enjolras & Robert Kast, 2012. "Combining participating insurance and financial policies," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 72(1), pages 156-178, May.
- Brandon Schaufele & James R. Unterschultz & Tomas Nilsson, 2010. "AgriStability with Catastrophic Price Risk for Cow‐Calf Producers," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 58(3), pages 361-380, September.
- André SCHMITT & Sandrine SPAETER, 2004. "Insurance and Financial Hedging of Oil Pollution Risks," Working Papers of BETA 2004-14, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Konrad, Kai A & Schlesinger, Harris, 1997.
"Risk Aversion in Rent-Seeking and Rent-Augmenting Games,"
Economic Journal, Royal Economic Society, vol. 107(445), pages 1671-1683, November.
Cited by:
- Paul Pecorino, 2016. "Individual welfare and the group size paradox," Public Choice, Springer, vol. 168(1), pages 137-152, July.
- Francesco Fallucchi & Jan Niederreiter & Massimo Riccaboni, 2021. "Learning and dropout in contests: an experimental approach," Theory and Decision, Springer, vol. 90(2), pages 245-278, March.
- David Crainich & Louis Eeckhoudt & Mario Menegatti, 2019.
"Some implications of common consequences in lotteries,"
Post-Print
hal-02502811, HAL.
- David Crainich & Louis Eeckhoudt & Mario Menegatti, 2019. "Some implications of common consequences in lotteries," Journal of Risk and Uncertainty, Springer, vol. 59(2), pages 185-202, October.
- Bös, Dieter, 2002. "Contests Among Bureaucrats," Bonn Econ Discussion Papers 27/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Richard Cornes & Roger Hartley, 2012.
"Risk aversion in symmetric and asymmetric contests,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(2), pages 247-275, October.
- Richard Cornes & Roger Hartley, 2008. "Risk aversion in symmetric and asymmetric contests," Economics Discussion Paper Series 0806, Economics, The University of Manchester.
- Richard Cornes & Roger Hartley, 2012. "Loss Aversion in Contests," Economics Discussion Paper Series 1204, Economics, The University of Manchester.
- Amegashie, J. Atsu, 2001. "An all-pay auction with a pure-strategy equilibrium," Economics Letters, Elsevier, vol. 70(1), pages 79-82, January.
- Søreide, Tina, 2009. "Too risk averse to stay honest?: Business corruption, uncertainty and attitudes toward risk," International Review of Law and Economics, Elsevier, vol. 29(4), pages 388-395, December.
- Stracke, Rudi & Höchtl, Wolfgang & Kerschbamer, Rudolf & Sunde, Uwe, 2014.
"Optimal prizes in dynamic elimination contests: Theory and experimental evidence,"
Journal of Economic Behavior & Organization, Elsevier, vol. 102(C), pages 43-58.
- Rudi Stracke & Wolfgang Höchtl & Rudolf Kerschbamer & Uwe Sunde, 2014. "Optimal prizes in dynamic elimination contests: Theory and experimental evidence," Working Papers 2014-08, Faculty of Economics and Statistics, Universität Innsbruck.
- Treich, Nicolas, 2009.
"Risk-Aversion and Prudence in Rent-Seeking Games,"
TSE Working Papers
09-013, Toulouse School of Economics (TSE).
- Nicolas Treich, 2010. "Risk-aversion and prudence in rent-seeking games," Public Choice, Springer, vol. 145(3), pages 339-349, December.
- TREICH Nicolas, 2009. "Risk-aversion and Prudence in Rent-seeking Games," LERNA Working Papers 09.05.281, LERNA, University of Toulouse.
- Sheremeta, Roman, 2013.
"Overbidding and Heterogeneous Behavior in Contest Experiments,"
MPRA Paper
44124, University Library of Munich, Germany.
- Roman M. Sheremeta, 2013. "Overbidding And Heterogeneous Behavior In Contest Experiments," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 491-514, July.
- Roman M. Sheremeta, 2013. "Overbidding and Heterogeneous Behavior in Contest Experiments," Working Papers 13-06, Chapman University, Economic Science Institute.
- Deck, Cary & Foster, Joshua & Song, Hongwei, 2015. "Defense against an opportunistic challenger: Theory and experiments," European Journal of Operational Research, Elsevier, vol. 242(2), pages 501-513.
- Guigou, Jean-Daniel & Lovat, Bruno & Treich, Nicolas, 2016.
"Risky Rents,"
TSE Working Papers
16-710, Toulouse School of Economics (TSE).
- Jean-Daniel Guigou & Bruno Lovat & Nicolas Treich, 2017. "Risky rents," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 151-164, October.
- Jean-Daniel Guigou & Bruno Lovat & Nicolas Treich, 2016. "Risky rents," Post-Print hal-01604261, HAL.
- March, Christoph & Sahm, Marco, 2018.
"Contests as selection mechanisms: The impact of risk aversion,"
Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 114-131.
- Christoph March & Marco Sahm, 2017. "Contests as Selection Mechanisms: The Impact of Risk Aversion," CESifo Working Paper Series 6587, CESifo.
- March, Christoph & Sahm, Marco, 2017. "Contests as selection mechanisms: The impact of risk aversion," BERG Working Paper Series 127, Bamberg University, Bamberg Economic Research Group.
- Fu, Qiang & Wang, Xiruo & Wu, Zenan, 2021. "Multi-prize contests with risk-averse players," Games and Economic Behavior, Elsevier, vol. 129(C), pages 513-535.
- Kahana, Nava & Klunover, Doron, 2014. "Rent seeking and the excess burden of taxation," European Journal of Political Economy, Elsevier, vol. 35(C), pages 158-167.
- Keskin, Kerim, 2018. "Cumulative prospect theory preferences in rent-seeking contests," Mathematical Social Sciences, Elsevier, vol. 96(C), pages 85-91.
- Lacomba, Juan A. & Lagos, Francisco & Reuben, Ernesto & van Winden, Frans, 2017.
"Decisiveness, peace, and inequality in games of conflict,"
Journal of Economic Psychology, Elsevier, vol. 63(C), pages 216-229.
- Juan A. Lacomba & Francisco M. Lagos & Ernesto Reuben & Frans Van Winden, 2016. "Decisiveness, Peace, and Inequality in Games of Conflict," ThE Papers 16/04, Department of Economic Theory and Economic History of the University of Granada..
- John Morgan & Henrik Orzen & Martin Sefton, 2008.
"Endogenous Entry in Contests,"
Discussion Papers
2008-08, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- John Morgan & Henrik Orzen & Martin Sefton, 2012. "Endogenous entry in contests," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(2), pages 435-463, October.
- Kyung Hwan Baik & Subhasish M. Chowdhury & Abhijit Ramalingam, 2020.
"The effects of conflict budget on the intensity of conflict: an experimental investigation,"
Experimental Economics, Springer;Economic Science Association, vol. 23(1), pages 240-258, March.
- Kyung Hwan Baik & Subhasish M. Chowdhury & Abhijit Ramalingam, 2019. "The Effects of Conflict Budget on the Intensity of Conflict: An Experimental Investigation," Working Papers 19-06, Department of Economics, Appalachian State University.
- David Schmidt & Robert S. Shupp & James Walker, 2005.
"Resource Allocation Contests: Experimental Evidence,"
Working Papers
200506, Ball State University, Department of Economics, revised Feb 2005.
- Shupp, Robert & Sheremeta, Roman, 2013. "Resource Allocation Contests: Experimental Evidence," MPRA Paper 49889, University Library of Munich, Germany.
- Robert Shupp & Roman M. Sheremeta & David Schmidt & James Walker, 2013. "Resource Allocation Contests: Experimental Evidence," Working Papers 13-23, Chapman University, Economic Science Institute.
- David Schmidt & Robert Shupp & James M. Walker, 2005. "Resource Allocation Contests: Experimental Evidence," CAEPR Working Papers 2006-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Aug 2006.
- Shupp, Robert & Sheremeta, Roman M. & Schmidt, David & Walker, James, 2013. "Resource allocation contests: Experimental evidence," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 257-267.
- Martin Bodenstein & Heinrich Ursprung, 2001.
"Political Yardstick Competition, Economic Integration, and Constitutional Choice in a Federation,"
CESifo Working Paper Series
501, CESifo.
- Martin Bodenstein & Heinrich Ursprung, 2005. "Political yardstick competition, economic integration, and constitutional choice in a federation:," Public Choice, Springer, vol. 124(3), pages 329-352, September.
- Michelle R. Garfinkel & Stergios Skaperdas, 2006.
"Economics of Conflict: An Overview,"
Working Papers
050623, University of California-Irvine, Department of Economics, revised Sep 2006.
- Garfinkel, Michelle R. & Skaperdas, Stergios, 2007. "Economics of Conflict: An Overview," Handbook of Defense Economics, in: Keith Hartley & Todd Sandler (ed.), Handbook of Defense Economics, edition 1, volume 2, chapter 22, pages 649-709, Elsevier.
- Keenan, Donald C. & Snow, Arthur, 2022. "Reversibly greater downside risk aversion by a prudence-based measure," Economics Letters, Elsevier, vol. 210(C).
- Subhasish M. Chowdhury & Roman M. Sheremeta & Theodore L. Turocy, 2014.
"Overbidding and overspreading in rent-seeking experiments: Cost structure and prize allocation rules,"
Working Papers
14-08, Chapman University, Economic Science Institute.
- Chowdhury, Subhasish M. & Sheremeta, Roman M. & Turocy, Theodore L., 2014. "Overbidding and overspreading in rent-seeking experiments: Cost structure and prize allocation rules," Games and Economic Behavior, Elsevier, vol. 87(C), pages 224-238.
- Chowdhury, Subhasish & Sheremeta, Roman & Turocy, Theodore, 2014. "Overbidding and overspreading in rent-seeking experiments: Cost structure and prize allocation rules," MPRA Paper 55922, University Library of Munich, Germany.
- Fu, Qiang & Lyu, Youji & Wu, Zenan & Zhang, Yuanjie, 2022. "Expectations-based loss aversion in contests," Games and Economic Behavior, Elsevier, vol. 133(C), pages 1-27.
- Alex Dickson & Ian A. MacKenzie & Petros G. Sekeris, 2016. "Sharing contests with general preferences," Discussion Papers Series 573, School of Economics, University of Queensland, Australia.
- Dickson, Alex & MacKenzie, Ian A. & Sekeris, Petros G., 2018. "Rent-seeking incentives in share contests," Journal of Public Economics, Elsevier, vol. 166(C), pages 53-62.
- Jérôme Foncel & Nicolas Treich, 2005. "Fear of Ruin," Journal of Risk and Uncertainty, Springer, vol. 31(3), pages 289-300, December.
- Benedikt Herrmann & Henrik Orzen, 2008. "The appearance of homo rivalis: Social preferences and the nature of rent seeking," Discussion Papers 2008-10, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- David Bruner & Caleb Cox & David M. McEvoy & Brock Stoddard, 2019.
"Strategic Thinking in Contests,"
Working Papers
19-08, Department of Economics, Appalachian State University.
- David Bruner & Caleb Cox & David M. McEvoy & Brock Stoddard, 2022. "Strategic thinking in contests," Experimental Economics, Springer;Economic Science Association, vol. 25(3), pages 942-973, June.
- Stracke, Rudi & Kerschbamer, Rudolf & Sunde, Uwe, 2017.
"Coping with complexity – Experimental evidence for narrow bracketing in multi-stage contests,"
European Economic Review, Elsevier, vol. 98(C), pages 264-281.
- Stracke, Rudi & Kerschbamer, Rudolf & Sunde, Uwe, 2017. "Coping with complexity - Experimental evidence for narrow bracketing in multi-stage contests," Munich Reprints in Economics 49878, University of Munich, Department of Economics.
- Luke M. Froeb & Bernhard Ganglmair & Steven Tschantz, 2016.
"Adversarial Decision Making: Choosing between Models Constructed by Interested Parties,"
Journal of Law and Economics, University of Chicago Press, vol. 59(3), pages 527-548.
- Froeb, Luke M. & Ganglmair, Bernhard & Tschantz, Steven, 2016. "Adversarial decision-making: Choosing between models constructed by interested parties," MPRA Paper 71501, University Library of Munich, Germany.
- David Crainich & Mario Menegatti, 2021.
"Self-protection with random costs,"
Post-Print
hal-03273664, HAL.
- Crainich, David & Menegatti, Mario, 2021. "Self-protection with random costs," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 63-67.
- R. Boucekkine & F. Prieur & W. Ruan & B. Zou, 2024.
"Uncertainty-driven symmetry-breaking and stochastic stability in a generic differential game of lobbying,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(4), pages 1127-1171, June.
- Raoul Bouccekine & Fabien Prieur & Weihua Ruan & Benteng Zou, 2021. "Uncertainty-driven symmetry-breaking and stochastic stability in a generic differential game of lobbying," DEM Discussion Paper Series 21-10, Department of Economics at the University of Luxembourg.
- Raouf Boucekkine & Fabien Prieur & W. Ruan & B Zou,, 2022. "Uncertainty-driven symmetry-breaking and stochastic stability in a generic differential game of lobbying," Post-Print hal-03641961, HAL.
- Marco Sahm, 2010. "The Contest Winner: Gifted or Venturesome?," CESifo Working Paper Series 3285, CESifo.
- Yates, Andrew J. & Heckelman, Jac C., 2001. "Rent-setting in multiple winner rent-seeking contests," European Journal of Political Economy, Elsevier, vol. 17(4), pages 835-852, November.
- Gil Epstein & Shmuel Nitzan & Mordechai Schwarz, 2008. "Efforts in two-sided contests," Public Choice, Springer, vol. 136(3), pages 283-291, September.
- Bettina Klose & Paul Schweinzer, 2012.
"Auctioning risk: The all-pay auction under mean-variance preferences,"
Discussion Papers
12/32, Department of Economics, University of York.
- Bettina Klose & Paul Schweinzer, 2022. "Auctioning risk: the all-pay auction under mean-variance preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(4), pages 881-916, June.
- Bettina Klose & Paul Schweinzer, 2012. "Auctioning risk: The all-pay auction under mean-variance preferences," ECON - Working Papers 097, Department of Economics - University of Zurich, revised Dec 2017.
- Alex Dickson & Ian A MacKenzie & Petros Sekeris, 2016. "Contests with general preferences," Working Papers 1608, University of Strathclyde Business School, Department of Economics.
- Eyal Baharad & Shmuel Nitzan, 2008.
"Contest Efforts in Light of Behavioural Considerations,"
Economic Journal, Royal Economic Society, vol. 118(533), pages 2047-2059, November.
- Eyal Baharad & Shmuel Nitzan, 2008. "Contest Efforts in Light of Behavioural Considerations," Economic Journal, Royal Economic Society, vol. 118(533), pages 2047-2059, November.
- Gil S. Epstein & Shmuel Nitzan, 2003.
"Political culture and monopoly price determination,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 21(1), pages 1-19, August.
- Gil S. Epstein & Shmuel Nitzan, 2002. "Political Culture and Monopoly Price Determination," CESifo Working Paper Series 646, CESifo.
- Lisa Anderson & Beth Freeborn, 2010.
"Varying the intensity of competition in a multiple prize rent seeking experiment,"
Public Choice, Springer, vol. 143(1), pages 237-254, April.
- Lisa R. Anderson & Beth A. Freeborn, 2008. "Varying the Intensity of Competition in a Multiple Prize Rent Seeking Experiment," Working Papers 75, Department of Economics, College of William and Mary.
- Dieter Bös, 2004. "Contests Among Bureaucrats," Public Choice, Springer, vol. 119(3_4), pages 359-380, June.
- Alex Dickson & Ian A. MacKenzie & Petros G. Sekeris, 2022. "Rent Dissipation in Simple Tullock Contests," Games, MDPI, vol. 13(6), pages 1-11, December.
- Fallucchi, Francesco & Renner, Elke & Sefton, Martin, 2013.
"Information feedback and contest structure in rent-seeking games,"
European Economic Review, Elsevier, vol. 64(C), pages 223-240.
- Francesco Fallucchi & Elke Renner & Martin Sefton, 2013. "Information feedback and contest structure in rent-seeking games," Discussion Papers 2013-02, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Francesco Fallucchi & Elke Renner & Martin Sefton, 2012. "Information Feedback and Contest Structure in Rent-Seeking Games," Discussion Papers 2012-12, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Liqun Liu & Nicolas Treich, 2021.
"Optimality of winner-take-all contests: the role of attitudes toward risk,"
Journal of Risk and Uncertainty, Springer, vol. 63(1), pages 1-25, August.
- Treich, Nicolas & Liu, Linqun, 2021. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 21-1194, Toulouse School of Economics (TSE).
- Liqun Liu & Nicolas Treich, 2021. "Optimality of winner-take-all contests: the role of attitudes toward risk," Post-Print hal-03722083, HAL.
- Treich, Nicolas & Liu, Linqun, 2019. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 19-1060, Toulouse School of Economics (TSE).
- Paan Jindapon & Christopher Whaley, 2015. "Risk lovers and the rent over-investment puzzle," Public Choice, Springer, vol. 164(1), pages 87-101, July.
- Gil S. Epstein & Yosef Mealem, 2013.
"Politicians, Governed vs. Non-Governed Interest Groups and Rent Dissipation,"
Working Papers
2013-09, Bar-Ilan University, Department of Economics.
- Epstein, Gil S. & Mealem, Yosef, 2013. "Politicians, Governed vs. Non-Governed Interest Groups and Rent Dissipation," IZA Discussion Papers 7736, Institute of Labor Economics (IZA).
- Dieter Bös, 2002. "Contests Among Bureaucrats," CESifo Working Paper Series 807, CESifo.
- Shakun D. Mago & Roman M. Sheremeta & Andrew Yates, 2012.
"Best-of-Three Contest Experiments: Strategic versus Psychological Momentum,"
Working Papers
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- Mago, Shakun & Sheremeta, Roman & Yates, Andrew, 2012. "Best-of-Three Contest Experiments: Strategic versus Psychological Momentum," MPRA Paper 43031, University Library of Munich, Germany.
- Mago, Shakun D. & Sheremeta, Roman M. & Yates, Andrew, 2013. "Best-of-three contest experiments: Strategic versus psychological momentum," International Journal of Industrial Organization, Elsevier, vol. 31(3), pages 287-296.
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- Jari Eloranta, 2009. "Rent seeking and collusion in the military allocation decisions of Finland, Sweden, and Great Britain, 1920–381," Economic History Review, Economic History Society, vol. 62(1), pages 23-44, February.
- Schwarz Mordechai E., 2012. "Subgame Perfect Plea Bargaining in Biform Judicial Contests," Review of Law & Economics, De Gruyter, vol. 8(1), pages 297-330, September.
- Emanuela Lezzi & Piers Fleming & Daniel John Zizzo, 2015. "Does it matter which effort task you use? A comparison of four effort tasks when agents compete for a prize," Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS) 15-05, School of Economics, University of East Anglia, Norwich, UK..
- Van Long, Ngo, 2013. "The theory of contests: A unified model and review of the literature," European Journal of Political Economy, Elsevier, vol. 32(C), pages 161-181.
- Gradstein, Mark, 1998. "Optimal contest design: volume and timing of rent seeking in contests," European Journal of Political Economy, Elsevier, vol. 14(4), pages 575-585, November.
- Marco Sahm, 2017. "Risk Aversion and Prudence in Contests," CESifo Working Paper Series 6417, CESifo.
- Liqun Liu & Jack Meyer & Andrew J. Rettenmaier & Thomas R. Saving, 2018. "Risk and risk aversion effects in contests with contingent payments," Journal of Risk and Uncertainty, Springer, vol. 56(3), pages 289-305, June.
- Gil Epstein & Igal Milchtaich & Shmuel Nitzan & Mordechai Schwarz, 2007. "Ambiguous political power and contest efforts," Public Choice, Springer, vol. 132(1), pages 113-123, July.
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93-27, Michigan - Center for Research on Economic & Social Theory.
- Schlesinger, Harris, 1985.
"Product safety for a monopolist under strict liability,"
Insurance: Mathematics and Economics, Elsevier, vol. 4(4), pages 253-261, October.
Cited by:
- Boom, Anette, 1998. "Product risk sharing by warranties in a monopoly market with risk-averse consumers," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 241-257, January.
- Schlesinger, Harris, 1984.
"Two-person insurance negotiation,"
Insurance: Mathematics and Economics, Elsevier, vol. 3(3), pages 147-149, July.
Cited by:
- Stefan Thurner & Rudolf Hanel & Stefan Pichler, 2003. "Risk trading, network topology and banking regulation," Quantitative Finance, Taylor & Francis Journals, vol. 3(4), pages 306-319.
- Raduna, Daniela Viviana & Roman, Mihai Daniel, 2011. "Risk aversion influence on insurance market," MPRA Paper 37725, University Library of Munich, Germany, revised 01 Feb 2012.
- Boonen, Tim J. & De Waegenaere, Anja & Norde, Henk, 2017. "Redistribution of longevity risk: The effect of heterogeneous mortality beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 175-188.
- Boonen, Tim J., 2016. "Nash equilibria of Over-The-Counter bargaining for insurance risk redistributions: The role of a regulator," European Journal of Operational Research, Elsevier, vol. 250(3), pages 955-965.
- Powers, Michael R. & Shubik, Martin, 1998. "On the tradeoff between the law of large numbers and oligopoly in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 23(2), pages 141-156, November.
- Zhou, Rui & Li, Johnny Siu-Hang & Tan, Ken Seng, 2015. "Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights," Economic Modelling, Elsevier, vol. 51(C), pages 460-472.
- Michael Powers & Martin Shubik & Shun Yao, 1998.
"Insurance market games: Scale effects and public policy,"
Journal of Economics, Springer, vol. 67(2), pages 109-134, June.
- Michael R. Powers & Martin Shubik & Shuntian Yao, 1994. "Insurance Market Games: Scale Effects and Public Policy," Cowles Foundation Discussion Papers 1076, Cowles Foundation for Research in Economics, Yale University.
- Huang, Rachel J. & Huang, Yi-Chieh & Tzeng, Larry Y., 2013. "Insurance bargaining under ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 812-820.
- Doherty, Neil A & Schlesinger, Harris, 1983.
"Optimal Insurance in Incomplete Markets,"
Journal of Political Economy, University of Chicago Press, vol. 91(6), pages 1045-1054, December.
Cited by:
- Dachraoui, Kais & Dionne, Georges & Eeckhoudt, Louis & Godfroid, Philippe, 2004.
"Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay,"
Working Papers
03-2, HEC Montreal, Canada Research Chair in Risk Management.
- DACHRAOUI, Kaïs & DIONNE, Georges & EECKHOUDT, Louis & GODFROID, Philippe, 2004. "Comparative mixed risk aversion: definition and application to self-protection and willingness to pay," LIDAM Reprints CORE 1835, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Kaïs Dachraoui & Georges Dionne & Louis Eeckhoudt & Philippe Godfroid, 2004. "Comparative Mixed Risk Aversion: Definition and Application to Self-Protection and Willingness to Pay," Journal of Risk and Uncertainty, Springer, vol. 29(3), pages 261-276, December.
- Dionne, G. & Doherty, N., 1991.
"Adverse Selection in Insurance Markets: a Selective Survey,"
Cahiers de recherche
9105, Universite de Montreal, Departement de sciences economiques.
- Dionne, G. & Doherty, N., 1991. "Adverse Selection In Insurance Markets: A Selective Survey," Cahiers de recherche 9105, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dionne, Georges & Li, Jingyuan, 2014.
"Comparative Ross risk aversion in the presence of mean dependent risks,"
Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
- Dionne, Georges & Li, Jingyuan, 2013. "Comparative Ross risk aversion in the presence of mean dependent risks," Working Papers 12-2, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche 1211, CIRPEE.
- José S. Penalva, 2003. "Implications of Dynamic Trading for Insurance Markets," Working Papers 83, Barcelona School of Economics.
- Cohen Alma, 2006. "The Disadvantages of Aggregate Deductibles," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 6(1), pages 1-28, April.
- Gerda Dewit, 1996.
"Export Insurance Subsidisation: Risk Coverage, Strategic Export Promotion or Aid?,"
Working Papers
9611, Business School - Economics, University of Glasgow.
- Gerda Dewit, 1996. "Export Insurance Subsidisation: Risk Coverage, Strategic Export Promotion or Aid?," Working Papers 9614, Business School - Economics, University of Glasgow.
- DENUIT, Michel M. & EECKHOUDT, Louis & MENEGATTI, Mario, 2011.
"Correlated risks, bivariate utility and optimal choices,"
LIDAM Reprints CORE
2272, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- DENUIT, Michel M. & EECKHOUDT, Louis & MENEGATTI, Mario, 2009. "Correlated risks, bivariate utility and optimal choices," LIDAM Discussion Papers CORE 2009007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- M. Denuit & L. Eeckhoudt & M. Menegatti, 2011. "Correlated risks, bivariate utility and optimal choices," Post-Print halshs-00485748, HAL.
- Michel Denuit & Louis Eeckhoudt & Mario Menegatti, 2011. "Correlated risks, bivariate utility and optimal choices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(1), pages 39-54, January.
- Denuit, M. & Eeckhoudt L. & Menegatti M., 2010. "Correlated risks, bivariate utility and optimal choices," LIDAM Discussion Papers ISBA 2010015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Eeckhoudt, Louis & Menegatti, Mario, 2011. "Correlated risks, bivariate utility and optimal choices," LIDAM Reprints ISBA 2011043, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Kubitza, Christian & Hofmann, Annette & Steinorth, Petra, 2019. "Financial literacy and precautionary insurance," ICIR Working Paper Series 34/19, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Luigi Guiso & Luigi Pistaferri, 2020.
"The insurance role of the firm,"
EIEF Working Papers Series
2001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2020.
- Luigi Guiso & Luigi Pistaferri, 2020. "The insurance role of the firm," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 45(1), pages 1-23, March.
- Loubergé, Henri & Watt, Richard, 2008.
"Insuring a risky investment project,"
Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 301-310, February.
- Henri Loubergé & Richard Watt, 2006. "Insuring a risky investment project," Swiss Finance Institute Research Paper Series 06-25, Swiss Finance Institute.
- Kangoh Lee, 2012. "Uncertain indemnity and the demand for insurance," Theory and Decision, Springer, vol. 73(2), pages 249-265, August.
- Christian Gollier & Miles S. Kimball, 2018.
"Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 397-430, June.
- Gollier, Christian & Kimball, Miles S., 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," IDEI Working Papers 884, Institut d'Économie Industrielle (IDEI), Toulouse.
- Gollier, Christian & Kimball, Miles S., 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions"," TSE Working Papers 18-909, Toulouse School of Economics (TSE).
- Dionne, G. & Gagnon, F. & Dachraoui, K., 1997.
"Increases in Risk and Optimal Portfolio,"
Papers
9729, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- Dionne, Georges & Gagnon, François & Dachraoui, Kaïs, 1998. "Increases in risk and optimal portfolio," Working Papers 97-11, HEC Montreal, Canada Research Chair in Risk Management.
- G. Dionne & F. Gagnon & K. Dachraoui, 1997. "Increases in risk and optimal portfolio," THEMA Working Papers 97-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Harris Schlesinger & Christian Gollier, 2001.
"Changes in Risk and Asset Prices,"
CESifo Working Paper Series
443, CESifo.
- Gollier, Christian & Schlesinger, Harris, 2002. "Changes in risk and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
- Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006.
"Multiplicative Background Risk,"
Management Science, INFORMS, vol. 52(1), pages 146-153, January.
- Franke, Günter & Schlesinger, Harris & Stapleton, Richard C., 2003. "Multiplicative background risk," CoFE Discussion Papers 03/05, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Franke, Günter & Schlesinger, Harris & Stapleton, Richard C., 2002. "Multiplicative background risk," Discussion Papers, various Research Units FS IV 02-06, WZB Berlin Social Science Center.
- Béatrice Rey, 2003. "A Note on Optimal Insurance in the presence of a Nonpecuniary Background Risk," Theory and Decision, Springer, vol. 54(1), pages 73-83, February.
- Lisa L. Posey & Vickie Bajtelsmit, 2017. "Insurance and Endogenous Bankruptcy Risk: When is it Rational to Choose Gambling, Insurance, and Potential Bankruptcy?," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 42(1), pages 15-40, March.
- Arthur Hau, 1999. "A Note on Insurance Coverage in Incomplete Markets," Southern Economic Journal, John Wiley & Sons, vol. 66(2), pages 433-441, October.
- Neil A. Doherty & Harris Schlesinger, 1992. "Insurance Markets with Noisy Loss Distributions," CESifo Working Paper Series 22, CESifo.
- Yannick Malevergne & Béatrice Rey, 2009.
"On Cross-risk Vulnerability,"
Post-Print
halshs-00520050, HAL.
- Malevergne, Y. & Rey, B., 2009. "On cross-risk vulnerability," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 224-229, October.
- Yannick Malevergne & B. Rey, 2009. "On cross-risk vulnerability," Post-Print hal-02312539, HAL.
- Patrick L. Brockett & Linda L. Golden & Montserrat Guillen & Jens Perch Nielsen & Jan Parner & Ana Maria Perez‐Marin, 2008. "Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 713-737, September.
- Ortega, Eva-María & Escudero, Laureano F., 2010. "On expected utility for financial insurance portfolios with stochastic dependencies," European Journal of Operational Research, Elsevier, vol. 200(1), pages 181-186, January.
- Y.M. Ermoliev & S.D. Flam, 2000.
"Finding Pareto Optimal Insurance Contracts,"
Working Papers
ir00033, International Institute for Applied Systems Analysis.
- Ermoliev, Y.M. & Flam, S.D., 2001. "Finding Pareto Optimal Insurance Contracts," Norway; Department of Economics, University of Bergen 0501, Department of Economics, University of Bergen.
- Hun Seog, S. & Hong, Jimin, 2022. "Market insurance and endogenous saving with multiple loss states," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
- Koeniger, Winfried, 2001. "Labor and Financial Market Interactions: The Case of Labor Income Risk and Car Insurance in the UK 1969-95," IZA Discussion Papers 240, Institute of Labor Economics (IZA).
- Carole Bernard & Shaolin Ji & Weidong Tian, 2013. "An optimal insurance design problem under Knightian uncertainty," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 99-124, November.
- Flåm, Sjur Didrik, 2002. "Full Coverage for Minor, Recurrent Losses?," Working Papers in Economics 10/02, University of Bergen, Department of Economics.
- M. Denuit & L. Eeckhoudt & Béatrice Rey, 2010.
"Some consequences of correlation aversion in decision science,"
Post-Print
halshs-00485722, HAL.
- DENUIT, Michel & EECKHOUDT, Louis & REY, Béatrice, 2010. "Some consequences of correlation aversion in decision science," LIDAM Reprints CORE 2207, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Michel Denuit & Louis Eeckhoudt & Béatrice Rey, 2010. "Some consequences of correlation aversion in decision science," Annals of Operations Research, Springer, vol. 176(1), pages 259-269, April.
- Garratt, Rod & Marshall, John M., 1999.
"Equity Risk, Conversion Risk, and the Demand for Insurance,"
University of California at Santa Barbara, Economics Working Paper Series
qt87n8b5c5, Department of Economics, UC Santa Barbara.
- Rod Garratt & John M. Marshall, 2003. "Equity Risk, Conversion Risk, and the Demand for Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(3), pages 439-460, September.
- Harris Schlesinger, 1992.
"Changes in Background Risk and Risk Taking Behavior,"
CESifo Working Paper Series
19, CESifo.
- Eeckhoudt, Louis & Gollier, Christian & Schlesinger, Harris, 1996. "Changes in Background Risk and Risk-Taking Behavior," Econometrica, Econometric Society, vol. 64(3), pages 683-689, May.
- EECKHOUDT, Louis & Christian GOLLIER & Harris SCHLESINGER, 1994. "Changes in Background Risk and Risk Taking Behavior," Working Papers 005, Risk and Insurance Archive.
- Mohamed Anouar Razgallah, 2005. "The demand for health insurance in a multirisk context," Post-Print halshs-00180048, HAL.
- Guiso, L. & Jappelli, T., 1996.
"Background UNcertainty and the Demand for Insurance Against Insurable Risks,"
Papers
284, Banca Italia - Servizio di Studi.
- Guiso, Luigi & Jappelli, Tullio, 1996. "Background Uncertainty and the Demand for Insurance Against Insurable Risks," CEPR Discussion Papers 1423, C.E.P.R. Discussion Papers.
- Luigi Guiso & Tullio Jappelli, 1998. "Background Uuncertainty and the Demand for Insurance against Insurable Risks," CSEF Working Papers 02, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Luigi Guiso & Tullio Jappelli, 1998. "Background Uncertainty and the Demand for Insurance Against Insurable Risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 23(1), pages 7-27, June.
- Tobias Götze & Marc Gürtler, 2022. "Risk transfer beyond reinsurance: the added value of CAT bonds," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(1), pages 125-171, January.
- Christophe Courbage, 2010. "On priority setting in preventive care resources," Health Economics, John Wiley & Sons, Ltd., vol. 19(4), pages 485-490, April.
- Olivier Mahul, 1996. "Self-insurance in the presence of background risk," Post-Print hal-01952128, HAL.
- Dionne, Georges & Li, Jingyuan, 2012.
"Comparative Ross risk aversion in the presence of quadrant dependent risks,"
Working Papers
12-7, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche 1226, CIRPEE.
- Lee, Kangoh, 2012. "Background risk and self-protection," Economics Letters, Elsevier, vol. 114(3), pages 262-264.
- Schiller, Jörg, 2004. "Versicherungsbetrug als ökonomisches Problem: Eine vertragstheoretische Analyse," Working Papers on Risk and Insurance 13, University of Hamburg, Institute for Risk and Insurance.
- Ellis, Randall P. & Jiang, Shenyi & Manning, Willard G., 2015.
"Optimal health insurance for multiple goods and time periods,"
Journal of Health Economics, Elsevier, vol. 41(C), pages 89-106.
- Randall P. Ellis & Shenyi Jian & Willard G. Manning, 2015. "Optimal health insurance for multiple goods and time periods," Boston University - Department of Economics - Working Papers Series wp2015-019, Boston University - Department of Economics.
- Annette Hofmann & Nicos A. Scordis, 2018. "Challenges in Applying Risk Management Concepts in Practice: A Perspective," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 21(2), pages 309-333, September.
- Andy Fodor & James S. Doran & James M. Carson & David P. Kirch, 2013. "On the Demand for Portfolio Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(2), pages 167-193, September.
- J. Francois Outreville, 2014. "Risk Aversion, Risk Behavior, and Demand for Insurance: A Survey," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 37(2), pages 158-186.
- Alejandro Drexler & Richard Rosen, 2022. "Exposure to catastrophe risk and use of reinsurance: an empirical evaluation for the U.S," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(1), pages 103-124, January.
- Benjamin L. Collier, 2020. "Strengthening Local Credit Markets Through Lender‐Level Index Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(2), pages 319-349, June.
- Yichun Chi & Zuo Quan Xu & Sheng Chao Zhuang, 2021.
"Distributionally robust goal-reaching optimization in the presence of background risk,"
Papers
2108.04464, arXiv.org, revised Dec 2021.
- Yichun Chi & Zuo Quan Xu & Sheng Chao Zhuang, 2022. "Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk," North American Actuarial Journal, Taylor & Francis Journals, vol. 26(3), pages 351-382, August.
- Bleichrodt, Han & Crainich, David & Eeckhoudt, Louis, 2003.
"Comorbidities and the willingness to pay for health improvements,"
Journal of Public Economics, Elsevier, vol. 87(11), pages 2399-2406, October.
- BLEICHRODT, Han & CRAINICH, David & EECKHOUDT, Louis, 2003. "Comorbidities and the willingness to pay for health improvements," LIDAM Reprints CORE 1699, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Neil A. Doherty & Harris Schlesinger, 2001. "Insurance Contracts and Securitization," CESifo Working Paper Series 559, CESifo.
- Hao Zheng & Yi Yao & Yinglu Deng & Feng Gao, 2022. "Information asymmetry, ex ante moral hazard, and uninsurable risk in liability coverage: Evidence from China's automobile insurance market," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(1), pages 131-160, March.
- Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2013. "Risk-Taking-Neutral Background Risk," CESifo Working Paper Series 4070, CESifo.
- Irina Georgescu, 2018. "Possibilistic investment models with background risk," Papers 1901.10556, arXiv.org.
- Ramaswami, Bharat & Roe, Terry L., 1989. "Incompleteness in Insurance: An Analysis of the Multiplicative Case," Bulletins 7492, University of Minnesota, Economic Development Center.
- David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2013.
"Decreasing Downside Risk Aversion and Background Risk,"
Working Papers
2013-ECO-21, IESEG School of Management.
- Crainich, David & Eeckhoudt, Louis & Le Courtois, Olivier, 2014. "Decreasing downside risk aversion and background risk," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 59-63.
- David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2014. "Decreasing downside risk aversion and background risk," Post-Print hal-02313171, HAL.
- Anita Mukherjee & Shawn Cole & Jeremy Tobacman, 2021. "Targeting weather insurance markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(3), pages 757-784, September.
- Malamud, Semyon & Rui, Huaxia & Whinston, Andrew, 2016. "Optimal reinsurance with multiple tranches," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 71-82.
- Mickael Beaud & Marc Willinger, 2015. "Are People Risk Vulnerable?," Management Science, INFORMS, vol. 61(3), pages 624-636, March.
- Henri Loubergé, 1998. "Risk and Insurance Economics 25 Years After," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 23(4), pages 540-567, October.
- Lisa L. Posey & Vickie Bajtelsmit, 2017. "Insurance and Endogenous Bankruptcy Risk: When is it Rational to Choose Gambling, Insurance, and Potential Bankruptcy?," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 42(1), pages 15-40, March.
- Christophe Courbage & Richard Peter & Béatrice Rey, 2022. "Incentive and welfare effects of correlated returns," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(1), pages 5-34, March.
- Richard Watt & Henri Loubergé, 2005. "On the Demand for Budget Constrained Insurance," FAME Research Paper Series rp137, International Center for Financial Asset Management and Engineering.
- Dana, Rose-Anne & Scarsini, Marco, 2007. "Optimal risk sharing with background risk," Journal of Economic Theory, Elsevier, vol. 133(1), pages 152-176, March.
- Schlesinger, Harris, 1999. "Decomposing catastrophic risk," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 95-101, March.
- Sjur Didrik Flåm, 2004. "Social Insurance of Short Spell Sickness," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 30, pages 79-90.
- Gollier, Christian & Schlesinger, Harris, 2003. "Preserving preference rankings under background risk," Economics Letters, Elsevier, vol. 80(3), pages 337-341, September.
- Lin, Wen-chang & Lu, Jin-ray, 2012. "Risky asset allocation and consumption rule in the presence of background risk and insurance markets," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 150-158.
- Robledo, Julio R., 1999. "Strategic risk taking when there is a public good to be provided privately," Journal of Public Economics, Elsevier, vol. 71(3), pages 403-414, March.
- Mohamed Anouar Razgallah, 2005. "The demand for health insurance in a multirisk context," Working Papers 0504, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Denuit, Michel & Rey, Béatrice, 2010. "Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 137-143, September.
- José Penalva, 2003. "Implications of dynamic trading for insurance markets," Economics Working Papers 720, Department of Economics and Business, Universitat Pompeu Fabra.
- Christophe Courbage & Béatrice Rey, 2007. "Precautionary saving in the presence of other risks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(2), pages 417-424, August.
- Hong Liang, 2020. "On Three Standard Results in the Theory of Insurance Demand," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 14(1), pages 1-10, January.
- Mahul, Olivier, 2000. "Optimal insurance design with random initial wealth," Economics Letters, Elsevier, vol. 69(3), pages 353-358, December.
- Boyle, Phelim & Tian, Weidong, 2008. "The design of equity-indexed annuities," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 303-315, December.
- Louis Eeckhoudt & Neil Doherty, 1995. "Espérance d'utilité et théorie duale de Yaari : implication pour la demande d'assurance," Revue Économique, Programme National Persée, vol. 46(3), pages 933-938.
- Georges Dionne & Nathalie Fombaron & Neil Doherty, 2012.
"Adverse Selection in Insurance Contracting,"
Cahiers de recherche
1231, CIRPEE.
- Dionne, Georges & Fombaron, Nathalie & Doherty, Neil, 2012. "Adverse selection in insurance contracting," Working Papers 12-8, HEC Montreal, Canada Research Chair in Risk Management.
- Sebastian Hinck & Petra Steinorth, 2023. "Insurance demand in the presence of loss‐dependent background risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(4), pages 991-1026, December.
- Gilad Sorek & T. Randolph Beard, 2019. "Background Risk and Insurance Take-up under Limited Liability," Auburn Economics Working Paper Series auwp2019-05, Department of Economics, Auburn University.
- Franke, Gunter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1998. "Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk," Journal of Economic Theory, Elsevier, vol. 82(1), pages 89-109, September.
- Nicos Scordis, 2011. "The Morality of Risk Modeling," Journal of Business Ethics, Springer, vol. 103(1), pages 7-16, April.
- J. François Outreville, 2015. "The Relationship Between Relative Risk Aversion And The Level Of Education: A Survey And Implications For The Demand For Life Insurance," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 97-111, February.
- Reichel, Lukas & Schmeiser, Hato & Schreiber, Florian, 2021. "Sometimes more, sometimes less: Prudence and the diversification of risky insurance coverage," European Journal of Operational Research, Elsevier, vol. 292(2), pages 770-783.
- Annika Pape, 2013. "Law versus Economics? How should insurance intermediaries influence the insurance demand decision," Working Paper Series in Economics 299, University of Lüneburg, Institute of Economics.
- M M Segovia-Gonzalez & I Contreras & C Mar-Molinero, 2009. "A DEA analysis of risk, cost, and revenues in insurance," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(11), pages 1483-1494, November.
- Dachraoui, Kais & Dionne, Georges & Eeckhoudt, Louis & Godfroid, Philippe, 2004.
"Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay,"
Working Papers
03-2, HEC Montreal, Canada Research Chair in Risk Management.
- Doherty, Neil A & Schlesinger, Harris, 1983.
"The Optimal Deductible for an Insurance Policy When Initial Wealth Is Random,"
The Journal of Business, University of Chicago Press, vol. 56(4), pages 555-565, October.
Cited by:
- Lu, ZhiYi & Liu, LePing & Zhang, JianYu & Meng, LiLi, 2012. "Optimal insurance under multiple sources of risk with positive dependence," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 462-471.
- Dionne, Georges & Li, Jingyuan, 2014.
"Comparative Ross risk aversion in the presence of mean dependent risks,"
Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
- Dionne, Georges & Li, Jingyuan, 2013. "Comparative Ross risk aversion in the presence of mean dependent risks," Working Papers 12-2, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche 1211, CIRPEE.
- Kenneth A. Froot, 1999.
"The Market for Catastrophe Risk: A Clinical Examination,"
NBER Working Papers
7286, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 2001. "The Market for Catastrophe Risk: A Clinical Examination," NBER Working Papers 8110, National Bureau of Economic Research, Inc.
- Froot, Kenneth A., 2001. "The market for catastrophe risk: a clinical examination," Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 529-571, May.
- ALARY David & BIEN F., 2008. "Optimal insurance contracts with adverse selection and comonotonic background risk," LERNA Working Papers 08.06.250, LERNA, University of Toulouse.
- Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
- Zongxia Liang & Zhaojie Ren & Bin Zou, 2025. "Optimal Insurance under Endogenous Default and Background Risk," Papers 2501.05672, arXiv.org.
- Béatrice Rey, 2003. "A Note on Optimal Insurance in the presence of a Nonpecuniary Background Risk," Theory and Decision, Springer, vol. 54(1), pages 73-83, February.
- Arthur Hau, 1999. "A Note on Insurance Coverage in Incomplete Markets," Southern Economic Journal, John Wiley & Sons, vol. 66(2), pages 433-441, October.
- Yannick Malevergne & Béatrice Rey, 2009.
"On Cross-risk Vulnerability,"
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