more restrictive definition than Gneiting (2011), and we derive several necessary conditions. For monetary risk measures …, we show that elicitability leads to a subclass of the shortfall risk measures introduced in Follmer and Schied (2002). In … the coherent case, we show that the only elicitable risk measures are the expectiles. Further, we provide an alternative …

of behavior. Using an average of seven risk elicitation methods reduces measurement noise and yields more predictive …We compare seven established risk elicitation methods and investigate how they explain an extensive set of risky … behavior from a large household survey. We find overall positive correlation between items and low explanatory power in terms …

We compare seven established risk elicitation methods and investigate how they robustly explain eleven kinds of risky … behavior with 760 individuals. Risk measures are positively correlated; however, their performance in explaining behavior is … heterogeneous and, therefore, difficult to assess ex ante. To close this knowledge gap, greater diversification across risk measures …

We compare seven established risk elicitation methods and investigate how robustly they explain eleven kinds of risky … behavior with 760 individuals. Risk measures are positively correlated; however, their performance in explaining behavior is … heterogeneous and, therefore, difficult to assess ex ante. Greater diversification across risk measures is conducive to closing this …