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Citations for "The Dual Theory of Choice under Risk"

by Yaari, Menahem E

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  1. Margherita Fort & Nicole Schneeweis & Rudolf Winter-Ebmer, 2011. "More Schooling, More Children: Compulsory Schooling Reforms and Fertility in Europe," CHILD Working Papers wp15_11, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  2. Gilbert W. Bassett Jr & Roger Koenker & Gregory Kordas, 2004. "Pessimistic portfolio allocation and Choquet expected utility," CeMMAP working papers CWP09/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Patrick Moyes & Stephen Bazen, 2010. "Elitism and stochastic dominance," Post-Print hal-00796083, HAL.
  4. BLEICHRODT, Han & CRAINICH, David & EECKHOUDT, Louis, . "Aversion to health inequalities and priority setting in health care," CORE Discussion Papers RP 2099, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. DE DONDER, Philippe & HINDRIKS, Jean, 2003. "Policy-oriented parties and the choice between social and private insurance," CORE Discussion Papers 2003064, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. EECKHOUDT, Louis & HAMMITT, James, . "Does risk aversion increase the value of mortality risk?," CORE Discussion Papers RP 1698, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. 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.
  8. Bommier, Antoine & Chassagnon, Arnold & Le Grand, François, 2012. "Comparative risk aversion: A formal approach with applications to saving behavior," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1614-1641.
  9. 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.
  10. Bruno Deffains & Eric Langlais, 2009. "Legal Interpretative Process and Litigants’Cognitive Biases," EconomiX Working Papers 2009-8, University of Paris West - Nanterre la Défense, EconomiX.
  11. repec:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc0p30p95 is not listed on IDEAS
  12. Thomas Epper & Helga Fehr-Duda, 2012. "The missing link: Unifying risk taking and time discounting," ECON - Working Papers 096, Department of Economics - University of Zurich.
  13. Aaberge, Rolf & Mogstad, Magne, 2010. "On the Measurement of Long-Term Income Inequality and Income Mobility," IZA Discussion Papers 4699, Institute for the Study of Labor (IZA).
  14. Uriel Procaccia & Uzi Segal, 2003. "Super Majoritarianism and the Endowment Effect," Theory and Decision, Springer, vol. 55(3), pages 181-207, November.
  15. repec:hal:wpaper:halshs-00102346 is not listed on IDEAS
  16. Rania Hentati & Jean-Luc Prigent, 2012. "Structured portfolio analysis under SharpeOmega ratio," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00657327, HAL.
  17. Massimiliano Corradini & Andrea Gheno, 2008. "Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework," Departmental Working Papers of Economics - University 'Roma Tre' 0085, Department of Economics - University Roma Tre.
  18. Tomasz, Strzalecki, 2011. "Probabilistic sophistication and variational preferences," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2117-2125, September.
  19. Chiappori, Pierre-André & Gandhi, Amit & Salanié, Bernard & Salanié, François, 2012. "From Aggregate Betting Data to Individual Risk Preferences," TSE Working Papers 13-453, Toulouse School of Economics (TSE).
  20. Nakamura Y., 1996. "Rank dependent utility for arbitrary consequnce spaces," Mathematical Social Sciences, Elsevier, vol. 31(1), pages 54-54, February.
  21. Ugo Colombino & Rolf Aaberge, 2006. "Designing Optimal Taxes with a Microeconometric Model of Household Labour Supply," CHILD Working Papers wp20_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  22. James C. Cox & Vjollca Sadiraj & Ulrich Schmidt, 2011. "Paradoxes and Mechanisms for Choice under Risk," Experimental Economics Center Working Paper Series 2011-07, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, revised Mar 2014.
  23. Boonen, T.J., 2014. "Game-theoretic approaches to optimal risk sharing," Other publications TiSEM 5b1d2a57-dd10-437d-9f9b-6, Tilburg University, School of Economics and Management.
  24. Catarina Goulão, 2015. "Voluntary public health insurance," Public Choice, Springer, vol. 162(1), pages 135-157, January.
  25. 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.
  26. 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.
  27. DE FEO, Giuseppe & HINDRIKS, Jean, 2005. "Efficiency of competition in insurance markets with adverse selection," CORE Discussion Papers 2005054, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  28. Rolf Aaberge & Steinar Bjerve & Kjell Doksum, 2005. "Decomposition of rank-dependent measures of inequality by subgroups," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 493-503.
  29. 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.
  30. 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.
  31. David Dillenberger & Uzi Segal, 2015. "Skewed Noise," PIER Working Paper Archive 15-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  32. 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.
  33. Safra, Zvi & Segal, Uzi, 1998. "Constant Risk Aversion," Journal of Economic Theory, Elsevier, vol. 83(1), pages 19-42, November.
  34. Mälkönen, Ville, 2009. "Financial conglomeration and monitoring incentives," Journal of Financial Stability, Elsevier, vol. 5(2), pages 105-123, June.
  35. Emilia Tomczyk, 2013. "End of sample vs. real time data: perspectives for analysis of expectations," Working Papers 68, Department of Applied Econometrics, Warsaw School of Economics.
  36. Pospisil, Libor & Vecer, Jan & Xu, Mingxin, 2007. "Tradable measure of risk," MPRA Paper 5059, University Library of Munich, Germany.
  37. Wei, Wang & Yatracos, Yannis, 2004. "A stop-loss risk index," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 241-250, April.
  38. 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.
  39. Alain Chateauneuf & Ghizlane Lakhnati, 2005. "From sure to strong diversification," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194670, HAL.
  40. Izabela Jelovac, 2011. "Physicians Balance Billing, Supplemental Insurance and Access to Health Care," Post-Print halshs-00673814, HAL.
  41. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2012. "Probabilistic sophistication, second order stochastic dominance and uncertainty aversion," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 271-283.
  42. Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc.
  43. Michal Król, 2011. "Product differentiation decisions under ambiguous consumer demand and pessimistic expectations," The School of Economics Discussion Paper Series 1103, Economics, The University of Manchester.
  44. André Lapied & Robert Kast, 2005. "Updating Choquet valuation and discounting information arrivals," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005.
  45. Stéphane Zuber & Geir B. Asheim, 2010. "Justifying Social Discounting: The Rank-Discounted Utilitarian Approach," CESifo Working Paper Series 3192, CESifo Group Munich.
  46. 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.
  47. Grant, Simon & Kajii, Atsushi & Polak, Ben, 1998. "Intrinsic Preference for Information," Journal of Economic Theory, Elsevier, vol. 83(2), pages 233-259, December.
  48. Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," Post-Print hal-01024582, HAL.
  49. Gigi Foster & Paul Frijters & Markus Schaffner & Benno Torgler, 2013. "Expectation Formation in an Evolving Game of Uncertainty: Theory and New Experimental Evidence," CREMA Working Paper Series 2013-19, Center for Research in Economics, Management and the Arts (CREMA).
  50. Clotilde Napp & Elyès Jouini, 2005. "Conditional Comonotonicity," Post-Print halshs-00151516, HAL.
  51. Roger, Patrick, 2000. "Properties of bid and ask reservation prices in the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 269-285, November.
  52. repec:hal:journl:halshs-00085936 is not listed on IDEAS
  53. Langlais, Eric, 2010. "Safety and the Allocation of Costs in Large Accidents," MPRA Paper 25710, University Library of Munich, Germany.
  54. Michael Kilka & Martin Weber, 2001. "What Determines the Shape of the Probability Weighting Function Under Uncertainty?," Management Science, INFORMS, vol. 47(12), pages 1712-1726, December.
  55. Aaberge, Rolf, 2008. "Ranking Intersecting Lorenz Curves," IZA Discussion Papers 3852, Institute for the Study of Labor (IZA).
  56. Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2006. "Parametric Weighting Functions," The School of Economics Discussion Paper Series 0622, Economics, The University of Manchester.
  57. David Freeman, 2015. "Calibration without Reduction for Non-Expected Utility," Discussion Papers dp15-01, Department of Economics, Simon Fraser University.
  58. Stelios Arvanitis & Mark Hallam & Thierry Post, 2015. "Stochastic Spanning," Koç University-TUSIAD Economic Research Forum Working Papers 1505, Koc University-TUSIAD Economic Research Forum.
  59. 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.
  60. Makdissi, Paul & Mussard, Stéphane, 2006. "Decomposition of s-Concentration Curves," IRISS Working Paper Series 2006-09, IRISS at CEPS/INSTEAD.
  61. Werner, Jan, 2011. "Risk aversion for variational and multiple-prior preferences," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 382-390.
  62. Oscar Volij, 1999. "On Risk Aversion and Bargaining Outcomes," Economic theory and game theory 010, Oscar Volij.
  63. Marta Cardin & Paola Ferretti, 2001. "On the use of capacities in representing premium calculation principles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 24(1), pages 71-77, 05.
  64. Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2010. "Behavioral econometrics for psychologists," Journal of Economic Psychology, Elsevier, vol. 31(4), pages 553-576, August.
  65. 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.
  66. Rolf Aaberge & Tarjei Havnes & Magne Mogstad, 2013. "A theory for ranking distribution functions," Discussion Papers 763, Statistics Norway, Research Department.
  67. 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.
  68. repec:hal:journl:halshs-00130451 is not listed on IDEAS
  69. Yam, Sheung Chi Phillip & Yang, Hailiang & Yuen, Fei Lung, 2016. "Optimal asset allocation: Risk and information uncertainty," European Journal of Operational Research, Elsevier, vol. 251(2), pages 554-561.
  70. Robert G. Chambers & John Quiggin, 2008. "Generalized Invariant Preferences: Two-parameter Representations of Preferences," Risk & Uncertainty Working Papers WPR08_1, Risk and Sustainable Management Group, University of Queensland.
  71. Kai Konrad, 1993. "Two-moment decision models and rank-dependent utility," Journal of Economics, Springer, vol. 57(1), pages 95-101, February.
  72. Nir Dagan & Oscar Volij & Eyal Winter, 2001. "The Time-Preference Nash Solution," Discussion Paper Series dp265, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  73. E. Schechtman & S. Yitzhaki, 2003. "A Family of Correlation Coefficients Based on the Extended Gini Index," Journal of Economic Inequality, Springer, vol. 1(2), pages 129-146, August.
  74. Stanislaw Heilpern, 2002. "Using Choquet integral in economics," Statistical Papers, Springer, vol. 43(1), pages 53-73, January.
  75. Chakravarty, Satya R. & Zoli, Claudio, 2012. "Stochastic dominance relations for integer variables," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1331-1341.
  76. Goulão, Catarina, 2014. "Voluntary Public Health Insurance," TSE Working Papers 14-488, Toulouse School of Economics (TSE).
  77. Arthur Snow, 2011. "Ambiguity aversion and the propensities for self-insurance and self-protection," Journal of Risk and Uncertainty, Springer, vol. 42(1), pages 27-43, February.
  78. Cremer, Helmuth & Roeder, Kerstin, 2016. "Social insurance with competitive insurance markets and risk misperception," IDEI Working Papers 857, Institut d'Économie Industrielle (IDEI), Toulouse.
  79. 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.
  80. 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.
  81. Ulrich Schmidt & Christian Seidl, 2014. "Reconsidering the common ratio effect: the roles of compound independence, reduction, and coalescing," Theory and Decision, Springer, vol. 77(3), pages 323-339, October.
  82. Larbi Alaoui, 2012. "The value of useless information," Working Papers 625, Barcelona Graduate School of Economics.
  83. Joshua Aizenman & Nancy P. Marion, 1999. "Uncertainty and the disappearance of international credit," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
  84. von Widekind, Sven, 2011. "Evolution of non-expected utility preferences," Center for Mathematical Economics Working Papers 370, Center for Mathematical Economics, Bielefeld University.
  85. 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.
  86. Hideki Iwaki & Yusuke Osaki, 2014. "The dual theory of the smooth ambiguity model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 275-289, June.
  87. 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".
  88. repec:hal:journl:halshs-00085888 is not listed on IDEAS
  89. Blavatskyy, Pavlo, 2013. "Which decision theory?," Economics Letters, Elsevier, vol. 120(1), pages 40-44.
  90. Umberto Cherubini, 1997. "Fuzzy measures and asset prices: accounting for information ambiguity," Applied Mathematical Finance, Taylor & Francis Journals, vol. 4(3), pages 135-149.
  91. Nakamura, Yutaka, 1995. "Probabilistically sophisticated rank dependent utility," Economics Letters, Elsevier, vol. 48(3-4), pages 441-447, June.
  92. Chakraborty, Anujit & Halevy, Yoram, 2015. "Strotz meets Allais: Diminishing Impatience and the Certainty Effect: Reply and Corrigendum," Microeconomics.ca working papers yoram_halevy-2015-7, Vancouver School of Economics, revised 29 Sep 2015.
  93. 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.
  94. Rolf Aaberge & Ugo Colombino & John E. Roemer, 2008. "Optimal Taxation According to Equality of Opportunity: A Microeconometric Simulation Analysis," CHILD Working Papers wp05_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  95. 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.
  96. 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.
  97. Schmidt, Ulrich & Zank, Horst, 2009. "A simple model of cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 308-319, March.
  98. Marco LiCalzi, 2005. "A language for the construction of preferences under uncertainty," Game Theory and Information 0509002, EconWPA.
  99. 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.
  100. 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.
  101. 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.
  102. 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.
  103. Satya Chakravarty, 2007. "A deprivation-based axiomatic characterization of the absolute Bonferroni index of inequality," Journal of Economic Inequality, Springer, vol. 5(3), pages 339-351, December.
  104. repec:spr:compst:v:69:y:2009:i:3:p:395-410 is not listed on IDEAS
  105. Rolf Aaberge, 2006. "Asymptotic Distribution Theory of Empirical Rank-dependent measures of Inequity," ICER Working Papers 12-2006, ICER - International Centre for Economic Research.
  106. Lefort, Jean-Philippe, 2009. "Guessing the beliefs," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 846-853, December.
  107. Hoedemakers, Tom & Darkiewicz, Grzegorz & Goovaerts, Marc, 2005. "Approximations for life annuity contracts in a stochastic financial environment," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 239-269, October.
  108. 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.
  109. 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.
  110. Yehuda Izhakian & Zur Izhakian, 2015. "Decision making in phantom spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 59-98, January.
  111. Post, G.T., 2001. "Testing for Stochastic Dominance with Diversification Possibilities," ERIM Report Series Research in Management ERS-2001-38-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  112. Louis R. Eeckhoudt & Roger J. A. Laeven, 2015. "Risk Aversion in the Small and in the Large under Rank-Dependent Utility," Papers 1512.08037, arXiv.org.
  113. Silvia Bortot & Ricardo Alberto Marques Pereira & Thuy H. Nguyen, 2015. "Welfare functions and inequality indices in the binomial decomposition of OWA functions," DEM Discussion Papers 2015/08, Department of Economics and Management.
  114. 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.
  115. Bernard, Carole & Chen, Jit Seng & Vanduffel, Steven, 2015. "Rationalizing investors’ choices," Journal of Mathematical Economics, Elsevier, vol. 59(C), pages 10-23.
  116. Wang, S., 1994. "Premium Calculation by Transforming the Layer Premium Density," Working Papers 030, Risk and Insurance Archive.
  117. Page, Lionel & Savage, David A. & Torgler, Benno, 2014. "Variation in risk seeking behaviour following large losses: A natural experiment," European Economic Review, Elsevier, vol. 71(C), pages 121-131.
  118. Grechuk, Bogdan & Zabarankin, Michael, 2016. "Inverse portfolio problem with coherent risk measures," European Journal of Operational Research, Elsevier, vol. 249(2), pages 740-750.
  119. repec:hal:journl:halshs-00270648 is not listed on IDEAS
  120. Marc Willinger, 1990. "La rénovation des fondements de l'utilité et du risque," Revue Économique, Programme National Persée, vol. 41(1), pages 5-48.
  121. Armantier, Olivier & Treich, Nicolas, 2009. "Star-Shaped Probability Weighting Functions and Overbidding in First-Price Auctions," TSE Working Papers 09-024, Toulouse School of Economics (TSE).
  122. Jean-Pascal Gayant, 1995. "Généralisation de l'espérance d'utilité en univers risqué : représentation et estimation," Revue Économique, Programme National Persée, vol. 46(4), pages 1047-1061.
  123. Laeven, Roger J. A. & Goovaerts, Marc J., 2004. "An optimization approach to the dynamic allocation of economic capital," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 299-319, October.
  124. Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
  125. repec:dau:papers:123456789/92 is not listed on IDEAS
  126. Charles-Cadogan, G., 2016. "Expected utility theory and inner and outer measures of loss aversion," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 10-20.
  127. 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.
  128. Jörg Rieskamp & Jerome R. Busemeyer & Barbara A. Mellers, 2006. "Extending the Bounds of Rationality: Evidence and Theories of Preferential Choice," Journal of Economic Literature, American Economic Association, vol. 44(3), pages 631-661, September.
  129. Marco Scarsini & Giovanni Puccetti, 2010. "Multivariate comonotonicity," Post-Print hal-00528400, HAL.
  130. Wing-Keung Wong & Chenghu Ma, 2005. "Preferences over Meyer’s Location-Scale Family," Departmental Working Papers wp0506, National University of Singapore, Department of Economics.
  131. Rolf Aaberge & Ugo Colombino, 2015. "Labour Supply models," Discussion Papers 807, Statistics Norway, Research Department.
  132. Chuancun Yin & Dan Zhu, 2015. "New class of distortion risk measures and their tail asymptotics with emphasis on VaR," Papers 1503.08586, arXiv.org, revised Mar 2016.
  133. Henry Stott, 2006. "Cumulative prospect theory's functional menagerie," Journal of Risk and Uncertainty, Springer, vol. 32(2), pages 101-130, March.
  134. Elisa Pagani, 2015. "Certainty Equivalent: Many Meanings of a Mean," Working Papers 24/2015, University of Verona, Department of Economics.
  135. Filiz-Ozbay, Emel & Guryan, Jonathan & Hyndman, Kyle & Kearney, Melissa & Ozbay, Erkut Y., 2015. "Do lottery payments induce savings behavior? Evidence from the lab," Journal of Public Economics, Elsevier, vol. 126(C), pages 1-24.
  136. Mikhail Sokolov, 2011. "Interval scalability of rank-dependent utility," Theory and Decision, Springer, vol. 70(3), pages 255-282, March.
  137. Michèle Cohen & Johanna Etner & Meglena Jeleva, 2008. "Dynamic Decision Making when Risk Perception Depends on Past Experience," Theory and Decision, Springer, vol. 64(2), pages 173-192, March.
  138. Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May.
  139. 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.
  140. Yutaka Matsushita, 2012. "Certainty Equivalent Representation of Binary Gambles That Are Decomposed into Risky and Sure Parts," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 65-75, May.
  141. Tomer Siedner, 2015. "Risk of Monetary Gambles: An Axiomatic Approach," Discussion Paper Series dp682, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  142. Alain Chateauneuf & Patrick Moyes, 2004. "Lorenz Non-Consistent Welfare and Inequality Measurement," IDEP Working Papers 0406, Institut d'economie publique (IDEP), Marseille, France, revised May 2004.
  143. Mustapha Ridaoui & Michel Grabisch, 2016. "Choquet integral calculus on a continuous support and its applications," Operations Research and Decisions, Wroclaw University of Technology, Institute of Organization and Management, vol. 1, pages 73-93.
  144. 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.
  145. Rolf Aaberge & A B Atkinson, 2013. "The median as watershed," Discussion Papers 749, Statistics Norway, Research Department.
  146. DE DONDER, Philippe & HINDRIKS, Jean, . "The politics of redistributive social insurance," CORE Discussion Papers RP 1674, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  147. Young, Virginia R. & Zariphopoulou, Thaleia, 2000. "Computation of distorted probabilities for diffusion processes via stochastic control methods," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 1-18, August.
  148. Grant, Simon & Quiggin, John, 2004. "Increasing Uncertainty: A Definition," Risk and Sustainable Management Group Working Papers 151163, University of Queensland, School of Economics.
  149. Mario Fortin & Andre Leclerc & Jean-Baptiste Nesmy, 2006. "L’impact des opérations transactionnelles sur la croissance de la productivité dans le secteur bancaire," Cahiers de recherche 06-01, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  150. Grant, Simon & Quiggin, John, 2006. "Learning and Discovery," Risk and Sustainable Management Group Working Papers 151174, University of Queensland, School of Economics.
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