Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
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Cites work
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Cited in
(13)- Maximization of the Choquet integral over a convex set and its application to resource allocation problems
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- G-expected utility maximization with ambiguous equicorrelation
- Strength of preference over complementary pairs axiomatizes alpha-MEU preferences
- Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
- Alpha-maxmin as an aggregation of two selves
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- Robust -maxmin representations
- Efficiency in pure-exchange economies with risk-averse monetary utilities
- Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
- Anticomonotonicity for preference axioms: the natural counterpart to comonotonicity
- Optimal investment and equilibrium pricing under ambiguity
- Counter-monotonic risk sharing with heterogeneous distortion risk measures
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