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Risk aversion in the theory of expected utility with rank dependent probabilities

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Cited by:

  1. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2020. "Utilitarianism with and without expected utility," Journal of Mathematical Economics, Elsevier, vol. 87(C), pages 77-113.
  2. Faruk Gul & Wolfgang Pesendorfer, 2008. "Measurable Ambiguity," Levine's Working Paper Archive 122247000000002185, David K. Levine.
  3. Grant, S. & Quiggin, J., 2001. "A Model-Free Definition of Increasing Uncertainty," Discussion Paper 2001-84, Tilburg University, Center for Economic Research.
  4. Dillenberger, David & Segal, Uzi, 2017. "Skewed noise," Journal of Economic Theory, Elsevier, vol. 169(C), pages 344-364.
  5. Freeman, David, 2015. "Calibration without reduction for non-expected utility," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 21-32.
  6. Rolf Aaberge, 2011. "Empirical rules of thumb for choice under uncertainty," Theory and Decision, Springer, vol. 71(3), pages 431-438, September.
  7. repec:dau:papers:123456789/2348 is not listed on IDEAS
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Gajdos, Thibault, 2004. "Single crossing Lorenz curves and inequality comparisons," Mathematical Social Sciences, Elsevier, vol. 47(1), pages 21-36, January.
  14. Grant, Simon & Quiggin, John, 2005. "Increasing uncertainty: a definition," Mathematical Social Sciences, Elsevier, vol. 49(2), pages 117-141, March.
  15. 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.
  16. 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.
  17. 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.
  18. Albrecht, Peter & Huggenberger, Markus, 2017. "The fundamental theorem of mutual insurance," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 180-188.
  19. Roberto Corrao & Drew Fudenberg & David K Levine, 2023. "Adversarial forecasters, surprises and randomization," Levine's Working Paper Archive 11694000000000130, David K. Levine.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Jean Baccelli, 2018. "Risk attitudes in axiomatic decision theory: a conceptual perspective," Theory and Decision, Springer, vol. 84(1), pages 61-82, January.
  28. 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.
  29. 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.
  30. 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.
  31. Laurie Bréban & André Lapidus, 2019. "Adam Smith on lotteries: an interpretation and formal restatement," Working Papers hal-00914222, HAL.
  32. Robert Jarrow & Siguang Li, 2021. "Concavity, stochastic utility, and risk aversion," Finance and Stochastics, Springer, vol. 25(2), pages 311-330, April.
  33. Mark Machina, 2004. "Almost-objective uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(1), pages 1-54, July.
  34. 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).
  35. Elliot Lipnowski & Doron Ravid, 2022. "Predicting Choice from Information Costs," Papers 2205.10434, arXiv.org, revised Apr 2023.
  36. Smorodinsky, Rann, 2000. "The reflection effect for constant risk averse agents," Mathematical Social Sciences, Elsevier, vol. 40(3), pages 265-276, November.
  37. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016. "Utilitarianism with and without expected utility," MPRA Paper 72578, University Library of Munich, Germany.
  38. 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.
  39. 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.
  40. Grant, Simon & Kajii, Atsushi & Polak, Ben, 1998. "Intrinsic Preference for Information," Journal of Economic Theory, Elsevier, vol. 83(2), pages 233-259, December.
  41. 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.
  42. 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.
  43. Segal, Uzi & Spivak, Avia, 1990. "First order versus second order risk aversion," Journal of Economic Theory, Elsevier, vol. 51(1), pages 111-125, June.
  44. 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.
  45. Tigran Melkonyan & Zvi Safra, 2016. "Intrinsic Variability in Group and Individual Decision Making," Management Science, INFORMS, vol. 62(9), pages 2651-2667, September.
  46. Nakamura Y., 1996. "Rank dependent utility for arbitrary consequnce spaces," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 54-54, February.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(3), pages 619-642, April.
  52. Mao, Tiantian & Wang, Ruodu, 2022. "Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 103(C).
  53. Machina, Mark J, 2001. "Payoff Kinks in Preferences over Lotteries," Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 207-260, November.
  54. Ghossoub, Mario, 2019. "Budget-constrained optimal insurance without the nonnegativity constraint on indemnities," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 22-39.
  55. Ulrich Schmidt & Horst Zank, 2008. "Risk Aversion in Cumulative Prospect Theory," Management Science, INFORMS, vol. 54(1), pages 208-216, January.
  56. Langlais, Eric, 2010. "Safety and the Allocation of Costs in Large Accidents," MPRA Paper 25710, University Library of Munich, Germany.
  57. Bossert, Walter, 1997. "Uncertainty aversion in nonprobabilistic decision models," Mathematical Social Sciences, Elsevier, vol. 34(3), pages 191-203, October.
  58. 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).
  59. 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.
  60. 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.
  61. Hanany, Eran & Safra, Zvi, 2000. "Existence and Uniqueness of Ordinal Nash Outcomes," Journal of Economic Theory, Elsevier, vol. 90(2), pages 254-276, February.
  62. Boonen, Tim J. & Ghossoub, Mario, 2019. "On the existence of a representative reinsurer under heterogeneous beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 209-225.
  63. Werner, Jan, 2011. "Risk aversion for variational and multiple-prior preferences," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 382-390.
  64. repec:hal:spmain:info:hdl:2441/5rkqqmvrn4tl22s9mc0p30p95 is not listed on IDEAS
  65. Langlais, Eric, 2006. "Criminals and risk attitude," MPRA Paper 1149, University Library of Munich, Germany, revised 15 Sep 2006.
  66. Xiangyu Qu, 2015. "A belief-based definition of ambiguity aversion," Theory and Decision, Springer, vol. 79(1), pages 15-30, July.
  67. Louis R. Eeckhoudt & Roger J. A. Laeven, 2022. "Dual Moments and Risk Attitudes," Operations Research, INFORMS, vol. 70(3), pages 1330-1341, May.
  68. 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.
  69. 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.
  70. Michèle Cohen & Isaac Meilijson, 2011. "In search of characterization of the preference for safety under the Choquet model," Post-Print halshs-00594082, HAL.
  71. 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.
  72. Éric Langlais, 2010. "Les criminels aiment-ils le risque ?," Revue économique, Presses de Sciences-Po, vol. 61(2), pages 263-280.
  73. Louis R. Eeckhoudt & Roger J. A. Laeven, 2021. "Probability Premium and Attitude Towards Probability," Papers 2105.00054, arXiv.org.
  74. 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.
  75. 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.
  76. Freeman, David, 2017. "Risk taking with background risk under recursive rank-dependent utility," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 72-74.
  77. 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.
  78. Joshua Aizenman, 1999. "International Portfolio Diversification with Generalized Expected Utility Preferences," Canadian Journal of Economics, Canadian Economics Association, vol. 32(4), pages 995-1008, August.
  79. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 511-522, September.
  80. Sordo, Miguel A. & Suárez-Llorens, Alfonso, 2011. "Stochastic comparisons of distorted variability measures," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 11-17, July.
  81. Safra, Zvi & Segal, Uzi, 1998. "Constant Risk Aversion," Journal of Economic Theory, Elsevier, vol. 83(1), pages 19-42, November.
  82. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient allocations under ambiguity," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1173-1194, May.
  83. Treich, Nicolas, 2010. "The value of a statistical life under ambiguity aversion," Journal of Environmental Economics and Management, Elsevier, vol. 59(1), pages 15-26, January.
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  85. repec:dau:papers:123456789/5461 is not listed on IDEAS
  86. Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020. "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, vol. 185(C).
  87. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
  88. Burgos, Albert & Grant, Simon & Kajii, Atsushi, 2002. "Bargaining and Boldness," Games and Economic Behavior, Elsevier, vol. 38(1), pages 28-51, January.
  89. Arthur Charpentier & Alfred Galichon & Marc Henry, 2012. "Local Utility and Multivariate Risk Aversion," CIRJE F-Series CIRJE-F-836, CIRJE, Faculty of Economics, University of Tokyo.
  90. Ghossoub, Mario, 2019. "Optimal insurance under rank-dependent expected utility," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 51-66.
  91. Liu, Liping, 1999. "Approximate portfolio analysis," European Journal of Operational Research, Elsevier, vol. 119(1), pages 35-49, November.
  92. Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004. "Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.
  93. van Birgelen, M.J.H. & de Ruyter, J.C. & Wetzels, M.G.M., 2000. "The impact of attitude strength on the use of customer satisfaction information: an empirical investigation," Research Memorandum 037, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  94. Kobberling, Veronika & Peters, Hans, 2003. "The effect of decision weights in bargaining problems," Journal of Economic Theory, Elsevier, vol. 110(1), pages 154-175, May.
  95. Wilcox, Nathaniel T., 2011. "'Stochastically more risk averse:' A contextual theory of stochastic discrete choice under risk," Journal of Econometrics, Elsevier, vol. 162(1), pages 89-104, May.
  96. Johanna Etner & Meglena Jeleva & Pierre‐Andre Jouvet, 2009. "Pessimism Or Optimism: A Justification To Voluntary Contributions Toward Environmental Quality," Australian Economic Papers, Wiley Blackwell, vol. 48(4), pages 308-319, December.
  97. Quiggin, John & Chambers, Robert G., 2006. "Supermodularity and risk aversion," Mathematical Social Sciences, Elsevier, vol. 52(1), pages 1-14, July.
  98. Diecidue, Enrico & Schmidt, Ulrich & Zank, Horst, 2009. "Parametric weighting functions," Journal of Economic Theory, Elsevier, vol. 144(3), pages 1102-1118, May.
  99. Chiu, W. Henry, 2019. "Comparative statics in an ordinal theory of choice under risk," Mathematical Social Sciences, Elsevier, vol. 101(C), pages 113-123.
  100. Satya R. Chakravarty & Pietro Muliere, 2003. "Welfare indicators: A review and new perspectives. 1. Measurement of inequality," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 457-497.
  101. L. Robin Keller, 2011. "From the Editor ---Multiattribute and Intertemporal Preferences, Probability, and Stochastic Processes: Models and Assessment," Decision Analysis, INFORMS, vol. 8(3), pages 165-169, September.
  102. Chew, Soo Hong & Sagi, Jacob S., 2012. "An inequality measure for stochastic allocations," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1517-1544.
  103. Kai Konrad, 1993. "Two-moment decision models and rank-dependent utility," Journal of Economics, Springer, vol. 57(1), pages 95-101, February.
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  105. Galichon, Alfred & Henry, Marc, 2012. "Dual theory of choice with multivariate risks," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1501-1516.
  106. Markus Huggenberger & Peter Albrecht, 2022. "Risk pooling and solvency regulation: A policyholder's perspective," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(4), pages 907-950, December.
  107. Sinong Ma & Zvi Safra, 2019. "Fairness and utilitarianism without independence," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(1), pages 29-52, February.
  108. Larry G. Epstein, 2008. "Living with Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(4), pages 1121-1141.
  109. Asimit, Vali & Boonen, Tim J., 2018. "Insurance with multiple insurers: A game-theoretic approach," European Journal of Operational Research, Elsevier, vol. 267(2), pages 778-790.
  110. Quiggin, John, 1993. "Testing between Alternative Models of Choice under Uncertainty: Comment," Journal of Risk and Uncertainty, Springer, vol. 6(2), pages 161-164, April.
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  112. Osaki, Yusuke & Quiggin, John, 2007. "A Risk-neutral Characterization of Optimization and Pessimism and its Applications," Risk and Sustainable Management Group Working Papers 151180, University of Queensland, School of Economics.
  113. Ludwig, Alexander & Groneck, Max & Zimper, Alexander, 2021. "Who Saves More, the Naive or the Sophisticated Agent?," CEPR Discussion Papers 16412, C.E.P.R. Discussion Papers.
  114. Soo Hong Chew & Jacob S. Sagi, 2022. "A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 397-422, September.
  115. 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.
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  122. Mich�le Cohen, 2015. "Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis," Mathematical Population Studies, Taylor & Francis Journals, vol. 22(1), pages 53-70, March.
  123. Thibault Gajdos, 2004. "Single Crossing Lorenz Curves and Inequality Comparisons," Post-Print halshs-00086028, HAL.
  124. Karni, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications,, Elsevier.
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  127. G. Carlier & R. Dana, 2008. "Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(2), pages 189-223, August.
  128. Ulrich Schmidt & Horst Zank, 2005. "What is Loss Aversion?," Journal of Risk and Uncertainty, Springer, vol. 30(2), pages 157-167, January.
  129. Alfred Galichon & Arthur Charpentier & Marc Henry, 2012. "Local Utility and Risk Aversion," Sciences Po publications info:hdl:2441/63913pp1o99, Sciences Po.
  130. Chateauneuf, Alain, 1999. "Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 21-45, August.
  131. Eeckhoudt, Louis R. & Laeven, Roger J.A., 2015. "The probability premium: A graphical representation," Economics Letters, Elsevier, vol. 136(C), pages 39-41.
  132. Sebastian Ebert & Philipp Strack, 2015. "Until the Bitter End: On Prospect Theory in a Dynamic Context," American Economic Review, American Economic Association, vol. 105(4), pages 1618-1633, April.
  133. George Wu, 1999. "Anxiety and Decision Making with Delayed Resolution of Uncertainty," Theory and Decision, Springer, vol. 46(2), pages 159-199, April.
  134. Jean Baccelli & Georg Schollmeyer & Christoph Jansen, 2022. "Risk aversion over finite domains," Theory and Decision, Springer, vol. 93(2), pages 371-397, September.
  135. Johannes G. Jaspersen & Richard Peter & Marc A. Ragin, 2023. "Probability weighting and insurance demand in a unified framework," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 48(1), pages 63-109, March.
  136. Tim J. Boonen & Fangda Liu & Ruodu Wang, 2021. "Competitive equilibria in a comonotone market," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(4), pages 1217-1255, November.
  137. Wakker, Peter P. & Yang, Jingni, 2021. "Concave/convex weighting and utility functions for risk: A new light on classical theorems," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 429-435.
  138. Kazuo Yamaguchi, 2000. "Subjective Rationality Of Initiators And Of Threshold-Theoretical Behavior Of Followers In Collective Action," Rationality and Society, , vol. 12(2), pages 185-225, May.
  139. Boonen, Tim J., 2017. "Risk Redistribution Games With Dual Utilities," ASTIN Bulletin, Cambridge University Press, vol. 47(1), pages 303-329, January.
  140. Laurie Bréban & André Lapidus, 2019. "Adam Smith on lotteries: an interpretation and formal restatement," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 26(1), pages 157-197, January.
  141. Nielsen, Thomas D. & Jaffray, Jean-Yves, 2006. "Dynamic decision making without expected utility: An operational approach," European Journal of Operational Research, Elsevier, vol. 169(1), pages 226-246, February.
  142. 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.
  143. Jean Baccelli, 2016. "L'analyse axiomatique et l'attitude par rapport au risque," Post-Print hal-01462286, HAL.
  144. Zvi Safra & Uzi Segal, 2005. "Are Universal Preferences Possible? Calibration Results for Non-Expected Utility Theories," Boston College Working Papers in Economics 633, Boston College Department of Economics.
  145. Xiaoqing Liang & Ruodu Wang & Virginia Young, 2021. "Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle," Papers 2107.02656, arXiv.org, revised Feb 2022.
  146. Ulrich Schmidt & Horst Zank, 2007. "Linear cumulative prospect theory with applications to portfolio selection and insurance demand," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 30(1), pages 1-18, May.
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