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Citations for "The Dual Theory of Choice under Risk"

by Yaari, Menahem E

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  1. Krzysztof Kontek & Michal Lewandowski, 2013. "Range-Dependent Utility," Working Papers 69, Department of Applied Econometrics, Warsaw School of Economics.
  2. Hui Huang & Shunming Zhang, 2011. "The Distorted Theory of Rank-Dependent Expected Utility," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 233-263, November.
  3. Johana Etner & Meglena Jeleva, 2004. "Pessimism or optimism : a justification to voluntary contributions toward environmental quality," Cahiers de la Maison des Sciences Economiques v04099, Université Panthéon-Sorbonne (Paris 1).
  4. Abdellaoui, Mohammed & Bleichrodt, Han, 2007. "Eliciting Gul's theory of disappointment aversion by the tradeoff method," Journal of Economic Psychology, Elsevier, vol. 28(6), pages 631-645, December.
  5. M. Fort & N. Schneeweis & R. Winter-Ebmer, 2011. "More Schooling, More Children: Compulsory Schooling Reforms and Fertility in Europe," Working Papers wp787, Dipartimento Scienze Economiche, Universita' di Bologna.
  6. repec:hal:journl:halshs-00130451 is not listed on IDEAS
  7. Luis José Imedio Olmedo & Elena Bárcena Martín, 2007. "Dos familias numerables de medidas de desigualdad," Investigaciones Economicas, Fundación SEPI, vol. 31(1), pages 191-217, January.
  8. De Donder, Philippe & Hindriks, Jean J.G., 2006. "Does Propitious Selection Explain Why Riskier People Buy Less Insurance?," CEPR Discussion Papers 5640, C.E.P.R. Discussion Papers.
  9. repec:ebl:ecbull:v:6:y:2004:i:15:p:1-10 is not listed on IDEAS
  10. Ulrich Schmidt & Horst Zank, 2013. "Chance Theory: A Separation of Riskless and Risky Utility," The School of Economics Discussion Paper Series 1324, Economics, The University of Manchester.
  11. Epstein, Larry G. & Zin, Stanley E., 2001. "The independence axiom and asset returns," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 537-572, December.
  12. Chuancun Yin, 2015. "New class of distortion risk measures and their tail asymptotics with emphasis on VaR," Papers 1503.08586, arXiv.org.
  13. Rolf Aaberge, 2000. "Ranking intersectiong Lorenz Curves," ICER Working Papers 08-2000, ICER - International Centre for Economic Research.
  14. Carole Bernard & Jit Seng Chen & Steven Vanduffel, 2013. "Rationalizing Investors Choice," Papers 1302.4679, arXiv.org, revised Jan 2014.
  15. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
  16. Kam Yu, 2009. "Measuring the Output and Prices of the Lottery Sector: An Application of Implicit Expected Utility Theory," NBER Chapters, in: Price Index Concepts and Measurement, pages 405-425 National Bureau of Economic Research, Inc.
  17. Carole Bernard & Franck Moraux & Ludger Rueschendorf & Steven Vanduffel, 2013. "Optimal Payoffs under State-dependent Preferences," Papers 1308.6465, arXiv.org, revised Jul 2014.
  18. Harrison, Glenn W. & Martínez-Correa, Jimmy & Swarthout, J. Todd, 2014. "Eliciting subjective probabilities with binary lotteries," Journal of Economic Behavior & Organization, Elsevier, vol. 101(C), pages 128-140.
  19. Wu, Xianyi & Zhou, Xian, 2006. "A new characterization of distortion premiums via countable additivity for comonotonic risks," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 324-334, April.
  20. Birnbaum, Michael H. & Zimmermann, Jacqueline M., 1998. "Buying and Selling Prices of Investments: Configural Weight Model of Interactions Predicts Violations of Joint Independence," Organizational Behavior and Human Decision Processes, Elsevier, vol. 74(2), pages 145-187, May.
  21. Ivar Ekeland & Alfred Galichon & Marc Henry, 2012. "Comonotonic measures of multivariate risks," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.
  22. Kliger, Doron & Levy, Ori, 2008. "Mood impacts on probability weighting functions: "Large-gamble" evidence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(4), pages 1397-1411, August.
  23. Wei, Wang & Yatracos, Yannis, 2004. "A stop-loss risk index," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 241-250, April.
  24. Tomasz Strzalecki, . "Probabilistic Sophistication and Variational Preferences," Working Paper 8337, Harvard University OpenScholar.
  25. Andrew Ang & Jun Liu, 2007. "Risk, Return and Dividends," NBER Working Papers 12843, National Bureau of Economic Research, Inc.
  26. Francis C. Chu & Joseph Y. Halpern, 2004. "Great expectations. Part II: Generalized expected utility as a universal decision rule," Game Theory and Information 0411004, EconWPA.
  27. Francis C. Chu & Joseph Y. Halpern, 2004. "Great Expectations. Part I: On the Customizability of Generalized Expected Utility," Game Theory and Information 0411003, EconWPA.
  28. Hengjie Ai, 2004. "A Theory of Risk Aversion without the Independence Axiom," Econometric Society 2004 North American Summer Meetings 578, Econometric Society.
  29. Danielson, Mats, 2005. "Generalized evaluation in decision analysis," European Journal of Operational Research, Elsevier, vol. 162(2), pages 442-449, April.
  30. Gilbert W. Bassett, 2004. "Pessimistic Portfolio Allocation and Choquet Expected Utility," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(4), pages 477-492.
  31. Antoine Bommier & Arnold Chassagnon & François Le Grand, 2010. "Comparative Risk Aversion: A Formal Approach with Applications to Saving Behaviors," CER-ETH Economics working paper series 10/134, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  32. Alessandra Giovagnoli & Henry Wynn, 2012. "(U,V) ordering and a duality theorem for risk aversion and Lorenz type orderings," LSE Research Online Documents on Economics 55856, London School of Economics and Political Science, LSE Library.
  33. Peng, Liang & Qi, Yongcheng & Wang, Ruodu & Yang, Jingping, 2012. "Jackknife empirical likelihood method for some risk measures and related quantities," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 142-150.
  34. Haim Shalit & Shlomo Yitzhaki, 2010. "How does beta explain stochastic dominance efficiency?," Review of Quantitative Finance and Accounting, Springer, vol. 35(4), pages 431-444, November.
  35. Mohammed Abdellaoui & Olivier L’Haridon & Horst Zank, 2010. "Separating curvature and elevation: A parametric probability weighting function," Journal of Risk and Uncertainty, Springer, vol. 41(1), pages 39-65, August.
  36. Vjollca Sadiraj, 2014. "Probabilistic risk attitudes and local risk aversion: a paradox," Theory and Decision, Springer, vol. 77(4), pages 443-454, December.
  37. Dilip Madan & Martijn Pistorius & Mitja Stadje, 2013. "On consistent valuations based on distorted expectations: from multinomial random walks to L\'{e}vy processes," Papers 1301.3531, arXiv.org.
  38. Oihana Aristondo & José Luis García-Lapres & Casilda Lasso de la Vega & Ricardo Alberto Marques Pereira, 2012. "Classical inequality indices, welfare functions, and the dual decomposition," Working Papers 253, ECINEQ, Society for the Study of Economic Inequality.
  39. James C. Cox & Vjollca Sadiraj & Bodo Vogt, 2009. "On the empirical relevance of st. petersburg lotteries," Economics Bulletin, AccessEcon, vol. 29(1), pages 214-220.
  40. Mohammed Abdellaoui & Olivier l’Haridon & Horst Zank, 2009. "Separating Curvature and Elevation: A Parametric Weighting Function," The School of Economics Discussion Paper Series 0901, Economics, The University of Manchester.
  41. Rolf Aaberge & Ugo Colombino, 2006. "Designing Optimal Taxes with a Microeconometric Model of Household Labour Supply," Discussion Papers 475, Research Department of Statistics Norway.
  42. Van Kerm, Philippe, 2006. "Comparisons of income mobility profiles," ISER Working Paper Series 2006-36, Institute for Social and Economic Research.
  43. Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Economic Theory, Springer, vol. 55(3), pages 619-642, April.
  44. Yehuda Izhakian & Zur Izhakian, 2015. "Decision making in phantom spaces," Economic Theory, Springer, vol. 58(1), pages 59-98, January.
  45. 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).
  46. James Cox & Vjollca Sadiraj & Bodo Vogt & Utteeyo Dasgupta, 2013. "Is there a plausible theory for decision under risk? A dual calibration critique," Economic Theory, Springer, vol. 54(2), pages 305-333, October.
  47. Alarie, Yves, 2000. "L’importance de la procédure dans les choix de loteries," L'Actualité Economique, Société Canadienne de Science Economique, vol. 76(3), pages 321-340, septembre.
  48. Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabeth E., 2007. "Behavioral Econometrics for Psychologists," Working Papers 18-2007, Copenhagen Business School, Department of Economics.
  49. Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer, vol. 37(1), pages 119-146, October.
  50. De Donder, Philippe & Hindriks, Jean, 2007. "Equilibrium social insurance with policy-motivated parties," European Journal of Political Economy, Elsevier, vol. 23(3), pages 624-640, September.
  51. Tallon, Jean-Marc, 1998. "Do sunspots matter when agents are Choquet-expected-utility maximizers?," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 357-368, March.
  52. Vesna Prasnikar, 1993. "Binary Lottery Payoffs: Do They Control Risk Aversion?," Discussion Papers 1059, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  53. Rania Hentati-Kaffel & Jean-Luc Prigent, 2012. "Structured portfolio analysis under SharpeOmega ratio," Documents de travail du Centre d'Economie de la Sorbonne 12002, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  54. Rolf Aaberge & Tarjei Havnes & Magne Mogstad, 2013. "A theory for ranking distribution functions," Discussion Papers 763, Research Department of Statistics Norway.
  55. repec:dau:papers:123456789/91 is not listed on IDEAS
  56. Langlais, Eric, 2010. "Safety and the Allocation of Costs in Large Accidents," MPRA Paper 25710, University Library of Munich, Germany.
  57. repec:hal:wpaper:hal-00813199 is not listed on IDEAS
  58. Kfir Eliaz & Debraj Ray & Ronny Razin, 2006. "Choice Shifts in Groups: A Decision-Theoretic Basis," American Economic Review, American Economic Association, vol. 96(4), pages 1321-1332, September.
  59. Frederic Peltrault & Michel Blanchard, 2004. "The welfare effects of international trade with optimistic and pessimistic managers," Economics Bulletin, AccessEcon, vol. 6(15), pages 1-10.
  60. Lionel Page & David A. Savage & Benno Torgler, 2013. "Variation in risk seeking behavior following large losses: A natural experiment," QuBE Working Papers 007, QUT Business School.
  61. Paul Makdissi & Stéphane Mussard, 2006. "Decomposition of s-Concentration Curves," Cahiers de recherche 06-21, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  62. Król, Michał, 2012. "Product differentiation decisions under ambiguous consumer demand and pessimistic expectations," International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 593-604.
  63. Rolf Aaberge, 2002. "Characterization and Measurement of Duration Dependence in Hazard Rate Models," Discussion Papers 319, Research Department of Statistics Norway.
  64. Laniado, Henry & Lillo, Rosa E. & Pellerey, Franco & Romo, Juan, 2012. "Portfolio selection through an extremality stochastic order," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 1-9.
  65. Rolf Aaberge & Magne Mogstad, 2010. "Robust Inequality Comparisons," Discussion Papers 623, Research Department of Statistics Norway.
  66. 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.
  67. Pavlo Blavatskyy, 2010. "Reverse common ratio effect," Journal of Risk and Uncertainty, Springer, vol. 40(3), pages 219-241, June.
  68. Arthur Charpentier & Benoît Le Maux, 2014. "Natural Catastrophe Insurance: When Should the Government Intervene?," Post-Print hal-00536925, HAL.
  69. 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.
  70. repec:hal:journl:halshs-00212281 is not listed on IDEAS
  71. Stanislaw Heilpern, 2002. "Using Choquet integral in economics," Statistical Papers, Springer, vol. 43(1), pages 53-73, January.
  72. Ulrich Schmidt & Horst Zank, 2007. "Linear cumulative prospect theory with applications to portfolio selection and insurance demand," Decisions in Economics and Finance, Springer, vol. 30(1), pages 1-18, 05.
  73. Ben-Porath, Elchanan & Gilboa, Itzhak & Schmeidler, David, 1997. "On the Measurement of Inequality under Uncertainty," Journal of Economic Theory, Elsevier, vol. 75(1), pages 194-204, July.
  74. Lane, Georges, 2004. "La notion de coût de transaction dans la perspective de l'Ecole autrichienne," Economics Papers from University Paris Dauphine 123456789/331, Paris Dauphine University.
  75. Alain Chateauneuf & Caroline Ventura, 2009. "The no-trade interval of Dow and Werlang : some clarifications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00442861, HAL.
  76. Nicolas Drouhin, 2012. "A rank-dependent utility model of uncertain lifetime, time consistency and life insurance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00748662, HAL.
  77. Eisenhuth, Roland, 2010. "Auction Design with Loss Averse Bidders: The Optimality of All Pay Mechanisms," MPRA Paper 23357, University Library of Munich, Germany.
  78. Rolf Aaberge & Ugo Colombino & John E. Roemer, 2003. "Optimal Taxation According to Equality of Opportunity: a Microeconometric Simulation Analysis," ICER Working Papers 05-2003, ICER - International Centre for Economic Research.
  79. ZUBER, Stéphane, 2010. "Justifying social discounting: the rank-discounted utilitarian approach," CORE Discussion Papers 2010036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  80. H Zank, 2004. "Deriving Rank-Dependent Expected Utility Through Probabilistic Consistency," The School of Economics Discussion Paper Series 0409, Economics, The University of Manchester.
  81. repec:spr:compst:v:69:y:2009:i:3:p:395-410 is not listed on IDEAS
  82. Chambers, Robert G. & Quiggin, John, 1999. "Production Insurance and Input Use: An Analytical Framework," Working Papers 197859, University of Maryland, Department of Agricultural and Resource Economics.
  83. Jean-Philippe Lefort, 2006. "Comparison of experts in the non-additive case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00130451, HAL.
  84. 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.
  85. André Lapied & Robert Kast, 2009. "Updating Choquet valuation and discounting information arrivals," Working Papers halshs-00410532, HAL.
  86. Nakamura, Yutaka, 1995. "Rank dependent utility for arbitrary consequence spaces," Mathematical Social Sciences, Elsevier, vol. 29(2), pages 103-129, April.
  87. Ma, Chenghu & Wong, Wing-Keung, 2010. "Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR," European Journal of Operational Research, Elsevier, vol. 207(2), pages 927-935, December.
  88. 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.
  89. Udo Ebert, 2009. "Taking empirical studies seriously: the principle of concentration and the measurement of welfare and inequality," Social Choice and Welfare, Springer, vol. 32(4), pages 555-574, May.
  90. Miguel Sordo & Héctor Ramos, 2007. "Characterization of stochastic orders by L-functionals," Statistical Papers, Springer, vol. 48(2), pages 249-263, April.
  91. Bernasconi, Michele & Corazzini, Luca & Seri, Raffaello, 2014. "Reference dependent preferences, hedonic adaptation and tax evasion: Does the tax burden matter?," Journal of Economic Psychology, Elsevier, vol. 40(C), pages 103-118.
  92. Laurie Bréban & André Lapidus, 2013. "Adam Smith on lotteries: an interpretation and formal restatement," Working Papers hal-00914222, HAL.
  93. Grant, S & Kajii, A & Polak, B, 1997. "Intrinsic Preference for Information," Papers 323, Australian National University - Department of Economics.
  94. Burgert, Christian & Ruschendorf, Ludger, 2006. "Consistent risk measures for portfolio vectors," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 289-297, April.
  95. De Donder, Philippe & Hindriks, Jean, 2003. "Policy-Oriented Parties and the Choice between Social and Private Insurance," IDEI Working Papers 226, Institut d'Économie Industrielle (IDEI), Toulouse.
  96. Nuno Garoupa, 1998. "Crime and punishment: Further results," Economics Working Papers 344, Department of Economics and Business, Universitat Pompeu Fabra.
  97. De Giorgi, Enrico G. & Legg, Shane, 2012. "Dynamic portfolio choice and asset pricing with narrow framing and probability weighting," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 951-972.
  98. Puccetti, Giovanni & Scarsini, Marco, 2010. "Multivariate comonotonicity," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 291-304, January.
  99. 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.
  100. Promislow, S. David & Young, Virginia R., 2002. "Measurement of relative inequity and Yaari's dual theory of risk," Insurance: Mathematics and Economics, Elsevier, vol. 30(1), pages 95-109, February.
  101. Doctor, Jason N. & Bleichrodt, Han & Miyamoto, John & Temkin, Nancy R. & Dikmen, Sureyya, 2004. "A new and more robust test of QALYs," Journal of Health Economics, Elsevier, vol. 23(2), pages 353-367, March.
  102. Heilpern, S., 2003. "A rank-dependent generalization of zero utility principle," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 67-73, August.
  103. Andrea Attar & Thomas Mariotti & François Salanié, 2010. "Non-Exclusive Competition in the Market for Lemons," CEIS Research Paper 159, Tor Vergata University, CEIS, revised 28 May 2010.
  104. Brandtner, Mario, 2013. "Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5526-5537.
  105. Carlier, Guillaume, 2008. "Differentiability properties of Rank-Linear Utilities," Economics Papers from University Paris Dauphine 123456789/1024, Paris Dauphine University.
  106. David Dickinson, 2009. "The Effects of Beliefs Versus Risk Attitude on Bargaining Outcomes," Theory and Decision, Springer, vol. 66(1), pages 69-101, January.
  107. Chew, Soo Hong & Sagi, Jacob S., 2012. "An inequality measure for stochastic allocations," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1517-1544.
  108. Iosif Pinelis, 2013. "An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality," Papers 1310.6025, arXiv.org.
  109. Robert Kast & André Lapied, 2008. "Valuing future cash flows with non separable discount factors and non additive subjective measures: Conditional Choquet Capacities on Time and on Uncertainty," Working Papers 08-09, LAMETA, Universtiy of Montpellier, revised Jun 2008.
  110. Alain Chateauneuf & Robert Kast & André Lapied, 2001. "Conditioning Capacities and Choquet Integrals: The Role of Comonotony," Theory and Decision, Springer, vol. 51(2), pages 367-386, December.
  111. Marcello Basili & Carlo Zappia, 2007. "The weight of argument and non-additive measures: a note," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 003, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
  112. 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.
  113. Giraud, Raphaël, 2014. "Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility," Theoretical Economics, Econometric Society, vol. 9(3), September.
  114. Chambers, Robert G & Quiggin, John, 2008. "Generalized Invariant Preferences: Two-parameter Representations of Preferences," Risk and Sustainable Management Group Working Papers 151186, University of Queensland, School of Economics.
  115. Wakker, Peter, 1996. "The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 213-227.
  116. Tsanakas, Andreas, 2008. "Risk measurement in the presence of background risk," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 520-528, April.
  117. Rania Hentati & Jean-Luc Prigent, 2012. "Structured portfolio analysis under SharpeOmega ratio," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00657327, HAL.
  118. Henryk Gzyl & Silvia Mayoral, . "Determination of Risk Pricing Measures from Market Prices of Risk," Faculty Working Papers 03/07, School of Economics and Business Administration, University of Navarra.
  119. repec:hal:wpaper:hal-00657327 is not listed on IDEAS
  120. Chatterjee, Kalyan & Vijay Krishna, R., 2011. "A nonsmooth approach to nonexpected utility theory under risk," Mathematical Social Sciences, Elsevier, vol. 62(3), pages 166-175.
  121. Paola Ferretti & Antonella Campana, 2011. "XL reinsurance with reinstatements and initial premium feasibility in exchangeability hypothesis," Working Papers 2011_14, Department of Economics, University of Venice "Ca' Foscari".
  122. Liu, Liping, 1999. "Approximate portfolio analysis," European Journal of Operational Research, Elsevier, vol. 119(1), pages 35-49, November.
  123. Olivier Armantier & Nicolas Treich, 2006. "Overbidding in Independant Private-Values Auctions and Misperception of Probabilities," CIRANO Working Papers 2006s-15, CIRANO.
  124. Humphrey, Steven J., 2000. "The common consequence effect: testing a unified explanation of recent mixed evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 41(3), pages 239-262, March.
  125. Larbi Alaoui, 2012. "The value of useless information," Economics Working Papers 1313, Department of Economics and Business, Universitat Pompeu Fabra.
  126. Ormiston, Michael B. & E. Schlee, Edward, 1999. "Comparative statics tests between decision models under risk," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 145-166, October.
  127. 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.
  128. Bleichrodt, Han & Diecidue, Enrico & Quiggin, John, 2004. "Equity weights in the allocation of health care: the rank-dependent QALY model," Journal of Health Economics, Elsevier, vol. 23(1), pages 157-171, January.
  129. Gayer, Gabrielle, 2010. "Perception of probabilities in situations of risk: A case based approach," Games and Economic Behavior, Elsevier, vol. 68(1), pages 130-143, January.
  130. Berkelaar, Arjan & Kouwenberg, Roy, 2009. "From boom 'til bust: How loss aversion affects asset prices," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1005-1013, June.
  131. 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.
  132. Michal Lewandowski, 2014. "Buying and selling price for risky lotteries and expected utility theory with gambling wealth," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 253-283, June.
  133. Jie Zhang & Ivan Paya & David Peel, 2010. "An Empirical Analysis of Choices Between Gambles of Children and Adults in China," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 4(1), pages 1-18, March.
  134. Mälkönen, Ville, 2009. "Financial conglomeration and monitoring incentives," Journal of Financial Stability, Elsevier, vol. 5(2), pages 105-123, June.
  135. Marcello Basili & Carlo Zappia, 2005. "Ambiguity and uncertainty in Ellsberg and Shackle," Department of Economics University of Siena 460, Department of Economics, University of Siena.
  136. David Dillenberger & Uzi Segal, 2013. "Skewed Noise," PIER Working Paper Archive 13-066, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  137. 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.
  138. Patrick MOYES (GREThA, CNRS, UMR 5113) & Brice MAGDALOU (CEREGMIA (EA 2440), Université des Antilles et de la Guyane), 2012. "The Absence of Deprivation as a Measure of Social Well-Being. An Empirical Investigation," Cahiers du GREThA 2012-02, Groupe de Recherche en Economie Théorique et Appliquée.
  139. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A. & Tang, Qihe, 2004. "A comonotonic image of independence for additive risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 581-594, December.
  140. Alaoui, Larbi, 2008. "The value of useless information," MPRA Paper 11411, University Library of Munich, Germany.
  141. Haliassos, Michael & Hassapis, Christis, 2001. "Non-expected Utility, Saving and Portfolios," Economic Journal, Royal Economic Society, vol. 111(468), pages 69-102, January.
  142. Yoram Halevy & Vincent Feltkamp, 2005. "A Bayesian Approach to Uncertainty Aversion," Review of Economic Studies, Oxford University Press, vol. 72(2), pages 449-466.
  143. Kai Konrad, 1993. "Two-moment decision models and rank-dependent utility," Journal of Economics, Springer, vol. 57(1), pages 95-101, February.
  144. Zaier Aouani, 2004. "Exact capacities and star shaped distorted probabilities," Cahiers de la Maison des Sciences Economiques b04117, Université Panthéon-Sorbonne (Paris 1).
  145. Plisson, Manuel, 2009. "Assurabilité et développement de l'assurance dépendance," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/5064 edited by Lorenzi, Jean-Hervé, December.
  146. Sergio Ortobelli & Svetlozar Rachev & Haim Shalit & Frank Fabozzi, 2009. "Orderings and Probability Functionals Consistent with Preferences," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(1), pages 81-102.
  147. repec:hal:wpaper:halshs-00576585 is not listed on IDEAS
  148. Uriel Procaccia & Uzi Segal, 2001. "Super Majoritarianism and the Endowment Effect," Boston College Working Papers in Economics 510, Boston College Department of Economics, revised 18 Mar 2002.
  149. Lefort, Jean-Philippe, 2009. "Guessing the beliefs," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 846-853, December.
  150. Aaberge, Rolf, 2001. "Axiomatic Characterization of the Gini Coefficient and Lorenz Curve Orderings," Journal of Economic Theory, Elsevier, vol. 101(1), pages 115-132, November.
  151. 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.
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  311. Tsanakas, Andreas & Barnett, Christopher, 2003. "Risk capital allocation and cooperative pricing of insurance liabilities," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 239-254, October.
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  358. Jean Hindriks, 2001. "Public versus Private Insurance with Non-Expected Utility: A Political Economy Argument," Working Papers 439, Queen Mary University of London, School of Economics and Finance.
  359. Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013. "“The use of flexible quantile-based measures in risk assessment”," IREA Working Papers 201323, University of Barcelona, Research Institute of Applied Economics, revised Dec 2013.
  360. Li, Shu, 2003. "Violations of conjoint independence in binary choices: The equate-to-differentiate interpretation," European Journal of Operational Research, Elsevier, vol. 148(1), pages 65-79, July.
  361. Gayant, Jean-Pascal, 1998. "Arguments graphiques simples pour comprendre la spécification du modèle d’espérance non additive d’utilité et l’intégrale de Choquet," L'Actualité Economique, Société Canadienne de Science Economique, vol. 74(2), pages 183-195, juin.
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  363. Trabelsi, Mohamed Ali, 2006. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ?
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  364. Vieider, Ferdinand M. & Truong, Nghi & Martinsson, Peter & Pham Khanh Nam & Martinsson, Peter, 2013. "Risk preferences and development revisited: A field experiment in Vietnam," Discussion Papers, WZB Junior Research Group Risk and Development SP II 2013-403, Social Science Research Center Berlin (WZB).
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  367. Biung-Ghi Ju, 2003. "Strategy-Proof Risk Sharing," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200305, University of Kansas, Department of Economics, revised Apr 2003.
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  370. Young, Virginia R., 1999. "Optimal insurance under Wang's premium principle," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 109-122, November.
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  373. Wakker, Peter P. & Zank, Horst, 2002. "A simple preference foundation of cumulative prospect theory with power utility," European Economic Review, Elsevier, vol. 46(7), pages 1253-1271, July.
  374. Han Bleichrodt & Louis Eeckhoudt, 2006. "Willingness to pay for reductions in health risks when probabilities are distorted," Health Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 211-214.
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  409. Claudia Ravanelli & Gregor Svindland, 2014. "Comonotone Pareto optimal allocations for law invariant robust utilities on L 1," Finance and Stochastics, Springer, vol. 18(1), pages 249-269, January.
  410. Mouhamadou Fall, 2012. "Fiabilité des tests génétiques et architecture des contrats d'équilibre," Working Papers halshs-00751861, HAL.
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