On the precautionary motive for savings and prudence in the rank-dependent utility framework
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Publication:2634142
DOI10.1007/S00199-015-0883-XzbMATH Open1367.91065OpenAlexW2150396084MaRDI QIDQ2634142FDOQ2634142
Authors: Alain Chateauneuf, Ghizlane Lakhnati, Eric Langlais 
Publication date: 8 February 2016
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_597.pdf
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Cites Work
- "Expected Utility" Analysis without the Independence Axiom
- The Dual Theory of Choice under Risk
- Non-additive measure and integral
- The impact of prudence on optimal prevention
- The economics of risk and time
- Title not available (Why is that?)
- Comparative statics for rank-dependent expected utility theory
- More on parametric characterizations of risk aversion and prudence
- Saving under rank-dependent utility
- Parametric characterizations of risk aversion and prudence
- Risk seeking with diminishing marginal utility in a non-expected utility model
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Separating marginal utility and probabilistic risk aversion
- Comparative statics and non-expected utility preferences
- Title not available (Why is that?)
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
Cited In (6)
- On multivariate prudence
- Saving under rank-dependent utility
- Apportioning of risks via stochastic dominance
- Lattice-based monotone comparative statics on saving with Selden/Kreps-Porteus preferences
- Precautionary saving and risk aversion: an anticipated utility approach
- Optimal attention and heterogeneous precautionary saving behavior
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