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ICER - International Centre for Economic Research

ICER Working Papers - Applied Mathematics Series

Contact information of ICER - International Centre for Economic Research:
Postal: Viale Settimio Severo, 63 - 10133 Torino - Italy
Phone: +39 011 6604828
Fax: +39 011 6600082
Email:
Web page: http://www.icer.it
More information through EDIRC

For technical questions regarding this series, please contact (Stefano T. Chiado')
Series handle: repec:icr:wpmath

2005

12-2005 Calibrating risk-neutral default correlation
by Elisa Luciano [Downloadable!]
6-2005 A Multivariate Jump-Driven Financial Asset Model
by Elisa Luciano & Wim Schoutens [Downloadable!]
5-2005 Bayesian Inference via Classes of Normalized Random Measures
by Lancelot F. James & Antonio Lijoi & Igor Pruenster [Downloadable!]
4-2005 Non mean reverting affine processes for stochastic mortality
by Elisa Luciano & Elena Vigna [Downloadable!]
3-2005 On convexity and supermodularity
by Massimo Marinacci & Luigi Montrucchio [Downloadable!]
1-2005 A note on stochastic survival probabilities and their calibration
by Elisa Luciano & Elena Vigna [Downloadable!]

2004

28-2004 A strong law of large numbers for capacities
by Fabio Maccheroni & Massimo Marinacci [Downloadable!]
27-2004 Portfolio Selection with Monotone Mean-Variance Preferences
by Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga [Downloadable!]
24-2004 On rates of convergence for posterior distributions in infinite–dimensional models
by Antonio Lijoi & Igor Prünster & Stephen G. Walker [Downloadable!]
23-2004 On consistency of nonparametric normal mixtures for Bayesian density estimation
by Antonio Lijoi & Igor Prünster & Stephen G. Walker [Downloadable!]
13-2004 Contributions to the understanding of Bayesian consistency
by Antonio Lijoi & Igor Prünster & Stephen G. Walker [Downloadable!]
12-2004 Hierarchical mixture modelling with normalized inverse Gaussian priors
by Antonio Lijoi & Ramsés H. Mena & Igor Prünster [Downloadable!]
05-2004 Variational representation of preferences under ambiguity
by Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini [Downloadable!]

2003

30-2003 Monotone Continuous Multiple Priors
by Massimo Marinacci & Fabio Maccheroni & Alain Chateauneuf & Jean-Marc Tallon [Downloadable!]
25-2003 Archimedean Copulae and Positive Dependence
by Alfred Müller & Marco Scarsini [Downloadable!]
16-2003 Multidimensional generalized Gini indices
by Thibault Gajdos & John A. Weymark [Downloadable!]
13-2003 Ultramodular functions
by Massimo Marinacci & Luigi Montrucchio [Downloadable!]
10-2003 A folk theorem for minority games
by Jerome Renault & Sergio Scarlatti & Marco Scarsini [Downloadable!]
07-2003 Cores and stable sets of finite dimensional games
by Massimo Marinacci & Luigi Montrucchio [Downloadable!]
02-2003 Existence of solutions and asset pricing bubbles in general equilibrium models
by Claudio Mattalia [Downloadable!]
01-2003 The convexity-cone approach to comparative risk and downside risk
by Salvatore Modica & Marco Scarsini [Downloadable!]

2002

40-2002 Certainty Independence and the Separation of Utility and Beliefs
by Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci [Downloadable!]
39-2002 Wealth Polarization and Pulverization in Fractal Societies
by Guido Cozzi & Fabio Privileggi [Downloadable!]
28-2003 Some Counterexamples in Positive Dependence
by Taizhong Hu & Alfred Müller & Marco Scarsini [Downloadable!]
24-2002 Insurance Premia Consistent with the Market
by Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci [Downloadable!]
23-2002 How to cut a pizza fairly: fair division with descreasing marginal evaluations
by Massimo Marinacci & Fabio Maccheroni [Downloadable!]
18-2003 Decision Making with Imprecise Probabilistic Information
by Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud [Downloadable!]
18-2002 The convexity-cone approach to comparative risk and downside risk
by Massimo Marinacci & Luigi Montrucchio [Downloadable!]
17-2002 Ambiguity from the Differential Viewpoint
by Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci [Downloadable!]
15-2003 Unequal uncertainties and uncertain inequalities: an axiomatic approach
by Thibault Gajdos & Eric Maurin [Downloadable!]
14-2003 Choquet insurance pricing: a caveat
by Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci [Downloadable!]
11-2003 A smooth model of decision making under ambiguity
by Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji [Downloadable!]
10-2002 Coherence without Additivity
by Enrico Diecidue & Fabio Maccheroni [Downloadable!]
09-2002 Optimal investment strategies and risk measures in defined contribution pension schemes
by Steven Haberman & Elena Vigna [Downloadable!]
06-2002 Pricing Vulnerable Options with Copulas
by Umberto Cherubini & Elisa Luciano [Downloadable!]
05-2002 Multivariate Option Pricing with Copulas
by Umberto Cherubini & Elisa Luciano [Downloadable!]

2001

29-2001 BV as a dual space
by Fabio Maccheroni & William H. Ruckle [Downloadable!]
26-2003 Positive value of information in games
by Bruno Bassan & Olivier Gossner & Marco Scarsini & Shmuel Zamir [Downloadable!]
23-2001 Credit rationing, wealth inequality, and allocation of talent
by Maitreesh Ghatak & Massimo Morelli & Tomas Sjoström [Downloadable!]
22-2001 Change of numéraire for affine arbitrage pricing models driven by multifactor marked point processes
by Andrea Roncoroni [Downloadable!]
21-2001 Risk, ambiguity, and the separation of utility and beliefs
by Massimo Marinacci & Paolo Ghirardato [Downloadable!]
18-2001 Optimal two-object auctions with synergies
by Domenico Menicucci [Downloadable!]
17-2001 A subjective spin on roulette wheels
by Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi [Downloadable!]
12-2001 Random correspndences as bundles of random variables
by Adriana Castaldo & Massimo Marinacci [Downloadable!]
11-2001 Expected utility theory without the completeness axiom
by Juan Dubra & Fabio Maccheroni & Efe Oki [Downloadable!]
09-2001 Subcalculus for set functions and cores of TU games
by Massimo Marinacci & Luigi Montrucchio [Downloadable!]
08-2001 Probabilistic sophistication and multiple priors
by Massimo Marinacci [Downloadable!]
05-2001 On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type
by Luigi Montrucchio & Fabio Privileggi [Downloadable!]

2000

30-2001 Yaari dual theory without the completeness axiom
by Fabio Maccheroni [Downloadable!]
27-2003 Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex
by Marco Dall’Aglio & Marco Scarsini [Downloadable!]

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This page was last updated on 2008-7-9.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.