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New tools to better model behavior under risk and uncertainty: an overview
[Nouveaux outils pour une meilleure modélisation des comportements dans le risque et dans l'incertain : une synthèse]
Citations
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Cited by:
- Bettzuge, Marc Oliver & Hens, Thorsten & Laitenberger, Marta & Siwik, Thomas, 2000. "On Choquet prices in a GEI-model with intermediation costs," Research in Economics, Elsevier, vol. 54(2), pages 133-152, June.
- repec:dau:papers:123456789/6105 is not listed on IDEAS
- 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.
- Thomas Augustin, 2002. "Expected utility within a generalized concept of probability — a comprehensive framework for decision making under ambiguity," Statistical Papers, Springer, vol. 43(1), pages 5-22, January.
- Jean Baccelli, 2018. "Risk attitudes in axiomatic decision theory: a conceptual perspective," Theory and Decision, Springer, vol. 84(1), pages 61-82, January.
- 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.
- Fabio Maccheroni, 2004.
"Yaari's dual theory without the completeness axiom,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(3), pages 701-714, March.
- Fabio Maccheroni, 2000. "Yaari dual theory without the completeness axiom," ICER Working Papers - Applied Mathematics Series 30-2001, ICER - International Centre for Economic Research, revised Oct 2001.
- 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.
- Abouda, Moez & Chateauneuf, Alain, 2002.
"Characterization of symmetrical monotone risk aversion in the RDEU model,"
Mathematical Social Sciences, Elsevier, vol. 44(1), pages 1-15, September.
- Abouda, M. & Chateauneuf, A., 1999. "A Characterization of the Symmetrical Monotone Risk Aversion in the RDEU Model," Papiers d'Economie Mathématique et Applications 1999.87, Université Panthéon-Sorbonne (Paris 1).
- Fabio Maccheroni & Pietro Muliere & Claudio Zoli, 2005. "Inverse stochastic orders and generalized Gini functionals," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 529-559.
- Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
- Stanislaw Heilpern, 2002. "Using Choquet integral in economics," Statistical Papers, Springer, vol. 43(1), pages 53-73, January.
- Trabelsi, Mohamed Ali, 2010. "Choix de portefeuille: comparaison des différentes stratégies [Portfolio selection: comparison of different strategies]," MPRA Paper 82946, University Library of Munich, Germany, revised 01 Dec 2010.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2008.
"Decision under risk: The classical Expected Utility model,"
Documents de travail du Centre d'Economie de la Sorbonne
v08085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009. "Decision under Risk: The Classical Expected Utility Model," Post-Print hal-00671289, HAL.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2008. "Decision under risk : The classical Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00348814, HAL.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009. "Decision under Risk: The Classical Expected Utility Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671289, HAL.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2008. "Decision under risk : The classical Expected Utility model," Post-Print halshs-00348814, HAL.
- Alain Chateauneuf & Michèle Cohen & Jean-Marc Tallon, 2009. "Decision under Risk: The Classical Expected Utility Model," PSE-Ecole d'économie de Paris (Postprint) hal-00671289, HAL.
- Trabelsi, Mohamed Ali, 2019. "The new models of decision in risk: A review of the critical literature," MPRA Paper 92693, University Library of Munich, Germany, revised 2019.
- Carlier, G. & Dana, R. A., 2003. "Core of convex distortions of a probability," Journal of Economic Theory, Elsevier, vol. 113(2), pages 199-222, December.
- repec:dau:papers:123456789/3480 is not listed on IDEAS
- Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006.
"Risk measurement with equivalent utility principles,"
Statistics & Risk Modeling, De Gruyter, vol. 24(1), pages 1-25, July.
- Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006. "Risk measurement with equivalent utility principles," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 1-25, July.
- Jean Baccelli & Georg Schollmeyer & Christoph Jansen, 2022. "Risk aversion over finite domains," Theory and Decision, Springer, vol. 93(2), pages 371-397, September.
- 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 76954, University Library of Munich, Germany.
- Jean Baccelli, 2016. "L'analyse axiomatique et l'attitude par rapport au risque," Post-Print hal-01462286, HAL.
- Neji Saidi, 2022. "Willingness to pay, surplus and Insurance policy under dual theory," Papers 2204.04794, arXiv.org.
- Jean Baccelli, 2018. "Risk Attitudes in Axiomatic Decision Theory: a Conceptual Perspective," Post-Print hal-01620886, HAL.
- Heilpern, S., 2003. "A rank-dependent generalization of zero utility principle," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 67-73, August.
- repec:dau:papers:123456789/5446 is not listed on IDEAS
- Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015.
"Optimality of deductible for Yaari's model: a reappraisal,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01224502, HAL.
- Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015. "Optimality of deductible for Yaari's model: a reappraisal," Documents de travail du Centre d'Economie de la Sorbonne 15072, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Alain Chateauneuf & Michèle Cohen & Mina Mostoufi & Jean-Christophe Vergnaud, 2015. "Optimality of deductible for Yaari's model: a reappraisal," Post-Print halshs-01224502, HAL.
- Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
- repec:dau:papers:123456789/6697 is not listed on IDEAS
- Moez Abouda & Alain Chateauneuf, 2002. "Positivity of bid-ask spreads and symmetrical monotone risk aversion ," Theory and Decision, Springer, vol. 52(2), pages 149-170, March.
- repec:dau:papers:123456789/6771 is not listed on IDEAS