Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387): Difference between revisions

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+Sharing Beliefs: Between Agreeing and Disagreeing
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+Equilibrium in a Reinsurance Market
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+Individual Risk and Mutual Insurance
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+Diversification, convex preferences and non-empty core in the Choquet expected utility model.
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+Risk aversion in the theory of expected utility with rank dependent probabilities
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+Non-additive measure and integral
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+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Coping with ignorance: Unforeseen contingencies and non-additive uncertainty
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+Q4389636
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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+Real effects of money in general equilibrium
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+Markets for an Exchange Economy with Individual Risks
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+Understanding the nonadditive probability decision model
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+Integral Representation Without Additivity
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+Subjective Probability and Expected Utility without Additivity
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+Do sunspots matter when agents are Choquet-expected-utility maximizers?
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+Publication:1587387