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Denuit, Michel; Lefevre, Claude; Scarsini, Marco - In: Theory and decision : an international journal for … 50 (2001) 3, pp. 239-248

Persistent link: https://www.econbiz.de/10001592603

On S-Convexity and Risk Aversion

Denuit, Michel - 2012

The present note first discusses the concept of s-convex pain functions in decision theory. Then, the economic behavior of an agent with such a pain function is represented through the comparison of some recursive lotteries

Persistent link: https://www.econbiz.de/10013109380

Some consequences of correlation aversion in decision science

Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice - 2010

Persistent link: https://www.econbiz.de/10003964885

Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes

Denuit, Michel; Rey, Béatrice - In: Mathematical social sciences 60 (2010) 2, pp. 137-143

Persistent link: https://www.econbiz.de/10009300837

Another look at risk apportionment

Denuit, Michel; Rey, Béatrice - In: Journal of mathematical economics 49 (2013) 4, pp. 335-343

Persistent link: https://www.econbiz.de/10010190189

Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance

Denuit, Michel; Liu, Liqun - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 287-295

Persistent link: https://www.econbiz.de/10010345255

Benchmark values for higher order coefficients of relative risk aversion

Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94

Persistent link: https://www.econbiz.de/10010345268

A separation theorem for the weak s-convex orders

Denuit, Michel; Liu, Liqun; Meyer, Jack - In: Insurance / Mathematics & economics 59 (2014), pp. 279-284

Persistent link: https://www.econbiz.de/10010469999

Bivariate almost stochastic dominance

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Economic theory : official journal of the Society for … 57 (2014) 2, pp. 377-405

Persistent link: https://www.econbiz.de/10010436193

Tradeoffs for downside risk-averse decision-makers and the self-protection decision

Denuit, Michel; Eeckhoudt, Louis; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47

Persistent link: https://www.econbiz.de/10011447270