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Citations for "Optimal risk-sharing rules and equilibria with Choquet-expected-utility"

by Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon

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  1. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Documents de travail du Centre d'Economie de la Sorbonne 14003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Eisei Ohtaki & Hiroyuki Ozaki, . "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e69, Tokyo Center for Economic Research.
  3. Jürgen Eichberger & David Kelsey, 2007. "Ambiguity," Working Papers 0448, University of Heidelberg, Department of Economics, revised Jul 2007.
  4. repec:hal:journl:halshs-00942114 is not listed on IDEAS
  5. Aldo Montesano, 2008. "Effects of Uncertainty Aversion on the Call Option Market," Theory and Decision, Springer, vol. 65(2), pages 97-123, September.
  6. Sujoy Mukerji & Jean-Marc Tallon, 2001. "Ambiguity Aversion and Incompleteness of Financial Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174539, HAL.
  7. Martins-da-Rocha, Victor Filipe, 2009. "Interim efficiency with MEU-preferences," Economics Working Papers (Ensaios Economicos da EPGE) 696, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  8. Alain Chateauneuf & Luciano I. de Castro, 2011. "Ambiguity Aversion and Trade," Discussion Papers 1526, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  9. Anwar, Sajid & Zheng, Mingli, 2012. "Competitive insurance market in the presence of ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 79-84.
  10. Kajii, Atsushi & Ui, Takashi, 2006. "Agreeable bets with multiple priors," Journal of Economic Theory, Elsevier, vol. 128(1), pages 299-305, May.
  11. repec:dau:papers:123456789/5375 is not listed on IDEAS
  12. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
  13. Giuseppe Dari-Mattiacci & Eric Langlais, 2012. "Social wealth and optimal care," Post-Print hal-01385819, HAL.
  14. Sujoy Mukerji & Jean-Marc Tallon, 2003. "An overview of economic applications of David Schmeidler`s models of decision making under uncertainty," Economics Series Working Papers 165, University of Oxford, Department of Economics.
  15. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient allocations under ambiguity," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1173-1194, May.
  16. Acciaio, Beatrice & Svindland, Gregor, 2009. "Optimal risk sharing with different reference probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 426-433, June.
  17. Ju, Biung-Ghi, 2005. "Strategy-proof risk sharing," Games and Economic Behavior, Elsevier, vol. 50(2), pages 225-254, February.
  18. Langlais, Eric, 2010. "Safety and the Allocation of Costs in Large Accidents," MPRA Paper 25710, University Library of Munich, Germany.
  19. Massimiliano Amarante & Mario Ghossoub, 2016. "Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer," Risks, MDPI, Open Access Journal, vol. 4(1), pages 8, March.
  20. Massimiliano AMARANTE & Mario GHOSSOUB & Edmund PHELPS, 2015. "Ambiguity on the Insurer’s Side : The Demand for Insurance," Cahiers de recherche 04-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  21. Zheng, Mingli & Wang, Chong & Li, Chaozheng, 2015. "Optimal nonlinear pricing by a monopolist with information ambiguity," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 60-66.
  22. Liurui Deng & Traian A. Pirvu, 2016. "Multi-period investment strategies under Cumulative Prospect Theory," Papers 1608.08490, arXiv.org.
  23. 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.
  24. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2012. "Contracting for innovation under knightian uncertainty," Cahiers de recherche 2012-15, Universite de Montreal, Departement de sciences economiques.
  25. Mandler, Michael, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, vol. 8(3), September.
  26. repec:hal:journl:halshs-00341174 is not listed on IDEAS
  27. Amarante, M & Ghossoub, M & Phelps, E, 2013. "Innovation, Entrepreneurship and Knightian Uncertainty," Working Papers 12241, Imperial College, London, Imperial College Business School.
  28. Burgert, Christian & Rüschendorf, Ludger, 2008. "Allocation of risks and equilibrium in markets with finitely many traders," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 177-188, February.
  29. repec:hal:journl:halshs-00174553 is not listed on IDEAS
  30. repec:gam:jrisks:v:4:y:2016:i:1:p:8:d:66161 is not listed on IDEAS
  31. Hirbod Assa, 2015. "Optimal risk allocation in a market with non-convex preferences," Papers 1503.04460, arXiv.org.
  32. Carole Bernard & Shaolin Ji & Weidong Tian, 2013. "An optimal insurance design problem under Knightian uncertainty," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 99-124, November.
  33. Gao, Feng & Song, Fengming & Zhang, Lihong, 2007. "Coherent risk measure, equilibrium and equilibrium pricing," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 85-94, January.
  34. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01224491, HAL.
  35. Xu Zuo Quan & Zhou Xun Yu & Zhuang Sheng Chao, 2015. "Optimal Insurance with Rank-Dependent Utility and Increasing Indemnities," Papers 1509.04839, arXiv.org.
  36. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  37. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers 2014-181, Department of Research, Ipag Business School.
  38. repec:ipg:wpaper:2014-074 is not listed on IDEAS
  39. Alain Chateauneuf & Jean-Marc Tallon, 2000. "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers 0751, Econometric Society.
  40. repec:hal:journl:halshs-01109639 is not listed on IDEAS
  41. Eisei Ohtaki, 2010. "Sunspots, whether they are risk or uncertainty, cannot matter in the static Arrow-Debreu economy," Economics Bulletin, AccessEcon, vol. 30(2), pages 961-966.
  42. Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
  43. Wen-Fang Liu, 1998. "Heterogeneous Agent Economies with Knightian Uncertainty," Discussion Papers in Economics at the University of Washington 0053, Department of Economics at the University of Washington.
  44. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
  45. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Working Papers 2014-74, Department of Research, Ipag Business School.
  46. Aloisio Araujo & Laurence Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Documents de travail du Centre d'Economie de la Sorbonne 15071, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  47. Jayant V. Ganguli & Scott Condie, 2009. "The dynamics of partially-revealing rational expectations equilibria," 2009 Meeting Papers 1122, Society for Economic Dynamics.
  48. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
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