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Risk aversion in the theory of expected utility with rank dependent probabilities
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Cited by:
- McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2020.
"Utilitarianism with and without expected utility,"
Journal of Mathematical Economics, Elsevier, vol. 87(C), pages 77-113.
- McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016. "Utilitarianism with and without expected utility," MPRA Paper 72578, University Library of Munich, Germany.
- Faruk Gul & Wolfgang Pesendorfer, 2008. "Measurable Ambiguity," Levine's Working Paper Archive 122247000000002185, David K. Levine.
- Grant, S. & Quiggin, J., 2001.
"A Model-Free Definition of Increasing Uncertainty,"
Discussion Paper
2001-84, Tilburg University, Center for Economic Research.
- Grant, S. & Quiggin, J., 2001. "A Model-Free Definition of Increasing Uncertainty," Other publications TiSEM 32193c0e-b842-478a-b6ed-8, Tilburg University, School of Economics and Management.
- Dillenberger, David & Segal, Uzi, 2017.
"Skewed noise,"
Journal of Economic Theory, Elsevier, vol. 169(C), pages 344-364.
- David Dillenberger & Uzi Segal, 2013. "Skewed Noise," Boston College Working Papers in Economics 843, Boston College Department of Economics, revised 26 Jul 2016.
- David Dillenberger & Uzi Segal, 2013. "Skewed Noise," PIER Working Paper Archive 13-066, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- David Dillenberger & Uzi Segal, 2015. "Skewed Noise," PIER Working Paper Archive 15-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Rolf Aaberge, 2011.
"Empirical rules of thumb for choice under uncertainty,"
Theory and Decision, Springer, vol. 71(3), pages 431-438, September.
- Rolf Aaberge, 2002. "Empirical Rules of Thumb for Choice under Uncertainty," ICER Working Papers 22-2002, ICER - International Centre for Economic Research.
- Freeman, David, 2015.
"Calibration without reduction for non-expected utility,"
Journal of Economic Theory, Elsevier, vol. 158(PA), pages 21-32.
- David Freeman, 2015. "Calibration without Reduction for Non-Expected Utility," Discussion Papers dp15-01, Department of Economics, Simon Fraser University.
- repec:dau:papers:123456789/2348 is not listed on IDEAS
- Matthieu De Lapparent & Moshe Ben-Akiva, 2014. "Risk Aversion in Travel Mode Choice with Rank-Dependent Utility," Mathematical Population Studies, Taylor & Francis Journals, vol. 21(4), pages 189-204, December.
- Bruno Jullien & Bernard Salanie, 2000.
"Estimating Preferences under Risk: The Case of Racetrack Bettors,"
Journal of Political Economy, University of Chicago Press, vol. 108(3), pages 503-530, June.
- Bruno Jullien & Bernard Salanié, 1997. "Estimating Preferences under Risk : The Case of Racetrack Bettors," Working Papers 97-39, Center for Research in Economics and Statistics.
- Mao, Tiantian & Hu, Taizhong, 2012. "Characterization of left-monotone risk aversion in the RDEU model," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 413-422.
- Boonen, Tim J. & Jiang, Wenjun, 2022. "Bilateral risk sharing in a comonotone market with rank-dependent utilities," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 361-378.
- Assa, Hirbod & Zimper, Alexander, 2018.
"Preferences over all random variables: Incompatibility of convexity and continuity,"
Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 71-83.
- Hirbod Assa & Alexander Zimper, 2017. "Preferences Over all Random Variables: Incompatibility of Convexity and Continuity," Working Papers 201714, University of Pretoria, Department of Economics.
- Assa, Hirbod & Zimper, Alexander, 2018. "Preferences over all random variables: Incompatibility of convexity and continuity," Open Access Publications from Kiel Institute for the World Economy 233948, Kiel Institute for the World Economy (IfW Kiel).
- Michèle Cohen & Isaac Meilijson, 2011.
"In search of a characterization of the preference for safety under the Choquet model,"
Documents de travail du Centre d'Economie de la Sorbonne
11031, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Michèle Cohen & Isaac Meilijson, 2011. "In search of characterization of the preference for safety under the Choquet model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00594082, HAL.
- Michèle Cohen & Isaac Meilijson, 2011. "In search of characterization of the preference for safety under the Choquet model," Post-Print halshs-00594082, HAL.
- Gajdos, Thibault, 2004.
"Single crossing Lorenz curves and inequality comparisons,"
Mathematical Social Sciences, Elsevier, vol. 47(1), pages 21-36, January.
- Thibault Gajdos, 2004. "Single Crossing Lorenz Curves and Inequality Comparisons," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086028, HAL.
- Grant, Simon & Quiggin, John, 2005.
"Increasing uncertainty: a definition,"
Mathematical Social Sciences, Elsevier, vol. 49(2), pages 117-141, March.
- Grant, Simon & Quiggan, John, 2004. "Increasing Uncertainty: A Definition," Working Papers 2002-11, Rice University, Department of Economics.
- Simon Grant & John Quiggin, 2004. "Increasing Uncertainty: A Definition," Risk & Uncertainty Working Papers WPR04_4, Risk and Sustainable Management Group, University of Queensland.
- Grant, Simon & Quiggin, John, 2004. "Increasing Uncertainty: A Definition," Risk and Sustainable Management Group Working Papers 151163, University of Queensland, School of Economics.
- Ho-Chyuan Chen & William Neilson, 1999. "Pure-strategy Equilibria with Non-expected Utility Players," Theory and Decision, Springer, vol. 46(2), pages 201-212, April.
- Jinrui Pan & Craig S. Webb & Horst Zank, 2019. "Delayed probabilistic risk attitude: a parametric approach," Theory and Decision, Springer, vol. 87(2), pages 201-232, September.
- Harless, David W & Camerer, Colin F, 1994. "The Predictive Utility of Generalized Expected Utility Theories," Econometrica, Econometric Society, vol. 62(6), pages 1251-1289, November.
- Albrecht, Peter & Huggenberger, Markus, 2017. "The fundamental theorem of mutual insurance," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 180-188.
- Roberto Corrao & Drew Fudenberg & David K Levine, 2023. "Adversarial forecasters, surprises and randomization," Levine's Working Paper Archive 11694000000000130, David K. Levine.
- Safra, Zvi & Segal, Uzi, 2002.
"On the Economic Meaning of Machina's Frechet Differentiability Assumption,"
Journal of Economic Theory, Elsevier, vol. 104(2), pages 450-461, June.
- Zvi Safra & Uzi Segal, 2001. "On the Economic Meaning of Machina's Fréchet Differentiability Assumption," Boston College Working Papers in Economics 511, Boston College Department of Economics.
- Alain Chateauneuf & Michéle Cohen & Isaac Meilijson, 2005.
"More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 649-667, April.
- Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997. "More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model," Papiers d'Economie Mathématique et Applications 97.53, Université Panthéon-Sorbonne (Paris 1).
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005. "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00211906, HAL.
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2005. "More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model," Post-Print halshs-00211906, HAL.
- Matthew D. Rablen, 2023.
"Loss Aversion, Risk Aversion, and the Shape of the Probability Weighting Function,"
Working Papers
2023013, The University of Sheffield, Department of Economics.
- Matthew D. Rablen, 2023. "Loss Aversion, Risk Aversion, and the Shape of the Probability Weighting Function," CESifo Working Paper Series 10491, CESifo.
- Enrico G. De Giorgi & Ola Mahmoud, 2016.
"Diversification preferences in the theory of choice,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
- Enrico G. De Giorgi & Ola Mahmoud, 2015. "Diversification Preferences in the Theory of Choice," Papers 1507.02025, arXiv.org, revised Oct 2016.
- Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000.
"Optimal risk-sharing rules and equilibria with Choquet-expected-utility,"
Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.
- Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00451997, HAL.
- Chateauneuf, Alain & Gajdos, Thibault & Wilthien, Pierre-Henry, 2002.
"The Principle of Strong Diminishing Transfer,"
Journal of Economic Theory, Elsevier, vol. 103(2), pages 311-333, April.
- Chateauneuf, A. & Gajdos, T. & Wilthien, P.-H., 1999. "The Principle of Strong Kiminishing Transfer," Papiers d'Economie Mathématique et Applications 1999-96, Université Panthéon-Sorbonne (Paris 1).
- Alain Chateauneuf & Thibault Gajdos & Pierre-Henry Wilthien, 2002. "The Principle of Strong Diminishing Transfer," Post-Print halshs-00085936, HAL.
- Alain Chateauneuf & Thibault Gajdos & Pierre-Henry Wilthien, 2002. "The Principle of Strong Diminishing Transfer," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085936, HAL.
- Colson, Gérard, 1993. "Prenons-nous assez de risque dans les théories du risque?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(1), pages 111-141, mars.
- Jean Baccelli, 2018. "Risk attitudes in axiomatic decision theory: a conceptual perspective," Theory and Decision, Springer, vol. 84(1), pages 61-82, January.
- Alain Chateauneuf & Michèle Cohen, 2008.
"Cardinal extensions of EU model based on the Choquet integral,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00348822, HAL.
- Alain Chateauneuf & Michèle Cohen, 2008. "Cardinal extensions of EU model based on the Choquet integral," Post-Print halshs-00348822, HAL.
- Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671302, HAL.
- Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Post-Print hal-00671302, HAL.
- Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," PSE-Ecole d'économie de Paris (Postprint) hal-00671302, HAL.
- Alain Chateauneuf & Michèle Cohen, 2008. "Cardinal extensions of EU model based on the Choquet integral," Documents de travail du Centre d'Economie de la Sorbonne v08087, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Marco Santorsola & Rocco Caferra & Andrea Morone, 2023.
"The salience of informed risk: an experimental analysis,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(9), pages 21-35, June.
- Santorsola, Marco & Caferra, Rocco & Morone, Andrea, 2021. "The salience of Informed Risk: an experimental analysis," MPRA Paper 110619, University Library of Munich, Germany.
- Camerer, Colin & Weber, Martin, 1992.
"Recent Developments in Modeling Preferences: Uncertainty and Ambiguity,"
Journal of Risk and Uncertainty, Springer, vol. 5(4), pages 325-370, October.
- Camerer, Colin F. & Weber, Martin, 1991. "Recent developments in modelling preferences: Uncertainty and ambiguitiy," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 275, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
- Laurie Bréban & André Lapidus, 2019. "Adam Smith on lotteries: an interpretation and formal restatement," Working Papers hal-00914222, HAL.
- Robert Jarrow & Siguang Li, 2021. "Concavity, stochastic utility, and risk aversion," Finance and Stochastics, Springer, vol. 25(2), pages 311-330, April.
- Mark Machina, 2004.
"Almost-objective uncertainty,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(1), pages 1-54, July.
- Machina, Mark J, 2001. "Almost-Objective Uncertainty," University of California at San Diego, Economics Working Paper Series qt3ps1k85f, Department of Economics, UC San Diego.
- Zheng, Wenyuan & Li, Bingqing & Huang, Zhiyong & Chen, Lu, 2022. "Why Was There More Household Stock Market Participation During the COVID-19 Pandemic?," Finance Research Letters, Elsevier, vol. 46(PB).
- Elliot Lipnowski & Doron Ravid, 2022. "Predicting Choice from Information Costs," Papers 2205.10434, arXiv.org, revised Apr 2023.
- 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.
- 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.
- Smorodinsky, Rann, 2000. "The reflection effect for constant risk averse agents," Mathematical Social Sciences, Elsevier, vol. 40(3), pages 265-276, November.
- McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016.
"Utilitarianism with and without expected utility,"
MPRA Paper
72578, University Library of Munich, Germany.
- McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016. "Utilitarianism with and without expected utility," MPRA Paper 90125, University Library of Munich, Germany, revised 09 Aug 2016.
- Trabelsi, Mohamed Ali, 2006.
"Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty : What approach?],"
MPRA Paper
25442, University Library of Munich, Germany.
- Trabelsi, Mohamed Ali, 2008. "Peut-on encore parler des mesures de performance ? [One is able again to speak of performance measures?]," MPRA Paper 25443, University Library of Munich, Germany.
- Trabelsi, Mohamed Ali, 2008. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty: What approach?]," MPRA Paper 83347, University Library of Munich, Germany, revised 2008.
- Grant, Simon & Kajii, Atsushi & Polak, Ben, 1998.
"Intrinsic Preference for Information,"
Journal of Economic Theory, Elsevier, vol. 83(2), pages 233-259, December.
- Grant, S & Kajii, A & Polak, B, 1997. "Intrinsic Preference for Information," Papers 323, Australian National University - Department of Economics.
- Grant, Simon & Kajii, Atsushi, 1998.
"AUSI expected utility: An anticipated utility theory of relative disappointment aversion,"
Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 277-290, November.
- GRANT, Simon & KAJII, Atsushi, 1994. "Ausi Expected Utility : An Anticipated Utility Theory of Relative Disappointment Aversion," LIDAM Discussion Papers CORE 1994045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Courtault, Jean-Michel & Gayant, Jean-Pascal, 1998. "Local risk aversion in the rank dependent expected utility model: First order versus second order effects," Economics Letters, Elsevier, vol. 59(2), pages 207-212, May.
- Segal, Uzi & Spivak, Avia, 1990.
"First order versus second order risk aversion,"
Journal of Economic Theory, Elsevier, vol. 51(1), pages 111-125, June.
- Uzi Segal & Avia Spivak, 1988. "First Order Versus Second Order Risk Aversion," UCLA Economics Working Papers 540, UCLA Department of Economics.
- Jean-Marc Tallon & Alain Chateauneuf, 2002.
"Diversification, convex preferences and non-empty core in the Choquet expected utility model,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 19(3), pages 509-523.
- Tallon, J.-M. & Chateauneuf, A., 1998. "Diversification, Convex Preferences and Non-Empty Core," Papiers d'Economie Mathématique et Applications 98.32, Université Panthéon-Sorbonne (Paris 1).
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Post-Print halshs-00174770, HAL.
- Alain Chateauneuf & Jean-Marc Tallon, 2000. "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers 0751, Econometric Society.
- Tigran Melkonyan & Zvi Safra, 2016. "Intrinsic Variability in Group and Individual Decision Making," Management Science, INFORMS, vol. 62(9), pages 2651-2667, September.
- Nakamura Y., 1996.
"Rank dependent utility for arbitrary consequnce spaces,"
Mathematical Social Sciences, Elsevier, vol. 31(1), pages 54-54, February.
- Nakamura, Yutaka, 1995. "Rank dependent utility for arbitrary consequence spaces," Mathematical Social Sciences, Elsevier, vol. 29(2), pages 103-129, April.
- Guillaume Carlier & Rose-Anne Dana, 2003. "Pareto efficient insurance contracts when the insurer's cost function is discontinuous," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(4), pages 871-893, June.
- Christina Letsou & Shlomo Naeh & Uzi Segal, 2022.
"All probabilities are equal, but some probabilities are more equal than others,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 423-445, September.
- Christina Letsou & Shlomo Naeh & Uzi Segal, 2020. "All probabilities are equal, but some probabilities are more equal than others," Boston College Working Papers in Economics 998, Boston College Department of Economics.
- 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.
- Dionne, Georges & Li, Jingyuan, 2014. "When can expected utility handle first-order risk aversion?," Working Papers 11-1, HEC Montreal, Canada Research Chair in Risk Management.
- Jean-Louis Arcand & Grégoire Rota Graziosi, 2005.
"Tax Compliance and Rank Dependent Expected Utility,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 30(1), pages 57-69, June.
- Jean-Louis Arcand & Grégoire Graziosi, 2005. "Tax Compliance and Rank Dependent Expected Utility," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 30(1), pages 57-69, June.
- Jean-Louis ARCAND & Grégoire ROTA-GRAZIOSI, 2004. "Tax Compliance and Rank-Dependent Expected Utility," Working Papers 200403, CERDI.
- Mao, Tiantian & Wang, Ruodu, 2022. "Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 103(C).
- Machina, Mark J, 2001.
"Payoff Kinks in Preferences over Lotteries,"
Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 207-260, November.
- Machina, Mark J, 2000. "Payoff Kinks in Preferences Over Lotteries," University of California at San Diego, Economics Working Paper Series qt7vn7d2hs, Department of Economics, UC San Diego.
- Ghossoub, Mario, 2019. "Budget-constrained optimal insurance without the nonnegativity constraint on indemnities," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 22-39.
- Ulrich Schmidt & Horst Zank, 2008.
"Risk Aversion in Cumulative Prospect Theory,"
Management Science, INFORMS, vol. 54(1), pages 208-216, January.
- U Schmidt & H Zank, 2002. "Risk Aversion in Cumulative Prospect Theory," Economics Discussion Paper Series 0207, Economics, The University of Manchester.
- Schmidt, Ulrich & Horst Zank, 2002. "Risk Aversion in Cumulative Prospect Theory," Royal Economic Society Annual Conference 2002 162, Royal Economic Society.
- Langlais, Eric, 2010.
"Safety and the Allocation of Costs in Large Accidents,"
MPRA Paper
25710, University Library of Munich, Germany.
- Eric Langlais, 2012. "Safety and the allocation of costs in large accidents," Post-Print hal-01411623, HAL.
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"Uncertainty aversion in nonprobabilistic decision models,"
Mathematical Social Sciences, Elsevier, vol. 34(3), pages 191-203, October.
- Bossert, W., 1996. "Uncertainty Aversion in Nonprobabilistic Decision Models," Working Papers 9609, University of Waterloo, Department of Economics.
- Chew, Soo Hong & Miao, Bin & Shen, Qiang & Zhong, Songfa, 2022. "Multiple-switching behavior in choice-list elicitation of risk preference," Journal of Economic Theory, Elsevier, vol. 204(C).
- 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.
- Peter Brooks & Simon Peters & Horst Zank, 2011. "Risk Behaviour for Gain, Loss and Mixed Prospects," Economics Discussion Paper Series 1123, Economics, The University of Manchester.
- Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016.
"On the precautionary motive for savings and prudence in the rank-dependent utility framework,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 169-182, January.
- A.Chateauneuf & G.Lakhnati & E.Langlais, 2014. "On the precautionary motive for savings and prudence in the rank dependent utility framework," Working Papers 2014-597, Department of Research, Ipag Business School.
- Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016. "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Post-Print hal-01302563, HAL.
- Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016. "On the precautionary motive for savings and prudence in the rank-dependent utility framework," PSE-Ecole d'économie de Paris (Postprint) hal-01302563, HAL.
- Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2016. "On the precautionary motive for savings and prudence in the rank-dependent utility framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302563, HAL.
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- Xiangyu Qu, 2015.
"A belief-based definition of ambiguity aversion,"
Theory and Decision, Springer, vol. 79(1), pages 15-30, July.
- Xiangyu Qu, 2015. "A belief-based definition of ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01437539, HAL.
- Xiangyu Qu, 2015. "A belief-based definition of ambiguity aversion," Post-Print hal-01437539, HAL.
- Louis R. Eeckhoudt & Roger J. A. Laeven, 2022.
"Dual Moments and Risk Attitudes,"
Operations Research, INFORMS, vol. 70(3), pages 1330-1341, May.
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- Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000.
"Optimal risk-sharing rules and equilibria with Choquet-expected-utility,"
Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00451997, HAL.
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
- Marc-Arthur Diaye & André Lapidus & Christian Schmidt, 2021.
"From Decision in Risk to Decision in Time - and Return: A Restatement of Probability Discounting,"
Working Papers
hal-03256606, HAL.
- Marc-Arthur Diaye & André Lapidus & Christian Schmidt, 2021. "From Decision in Risk to Decision in Time - and Return: A Restatement of Probability Discounting," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03256606, HAL.
- Carlier, G., 2005. "Representation of the core of convex measure games via Kantorovich potentials," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 898-912, November.
- Éric Langlais, 2010.
"Les criminels aiment-ils le risque ?,"
Revue économique, Presses de Sciences-Po, vol. 61(2), pages 263-280.
- Langlais, Eric, 2009. "les criminels aiment-ils le risque ? [Are criminals risk-seeking individulas ?]," MPRA Paper 14892, University Library of Munich, Germany.
- Louis R. Eeckhoudt & Roger J. A. Laeven, 2021. "Probability Premium and Attitude Towards Probability," Papers 2105.00054, arXiv.org.
- Vandewalle, B. & Beirlant, J., 2006. "On univariate extreme value statistics and the estimation of reinsurance premiums," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 441-459, June.
- Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005.
"On the precautionary motive for savings and prudence, in an EU and a NEU framework,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00194667, HAL.
- Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005. "On the precautionary motive for savings and prudence, in an EU and a NEU framework," Cahiers de la Maison des Sciences Economiques b05034, Université Panthéon-Sorbonne (Paris 1).
- Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005. "On the precautionary motive for savings and prudence, in an EU and a NEU framework," Post-Print halshs-00194667, HAL.
- Freeman, David, 2017. "Risk taking with background risk under recursive rank-dependent utility," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 72-74.
- Armantier, Olivier & Treich, Nicolas, 2009.
"Star-shaped probability weighting functions and overbidding in first-price auctions,"
Economics Letters, Elsevier, vol. 104(2), pages 83-85, August.
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