Allocation Mechanisms in Decentralized Exchange Markets with Frictions

Authors: Mario Ghossoub, Giulio Principi, Ruodu Wang

Abstract

The classical theory of efficient allocations of an aggregate endowment in a pure-exchange economy has hitherto primarily focused on the Pareto-efficiency of allocations, under the implicit assumption that transfers between agents are frictionless, and hence costless to the economy. In this paper, we argue that certain transfers cause frictions that result in costs to the economy. We show that these frictional costs are tantamount to a form of subadditivity of the cost of transferring endowments between agents. We suggest an axiomatic study of allocation mechanisms, that is, the mechanisms that transform feasible allocations into other feasible allocations, in the presence of such transfer costs. Among other results, we provide an axiomatic characterization of those allocation mechanisms that admit representations as robust (worst-case) linear allocation mechanisms, as well as those mechanisms that admit representations as worst-case conditional expectations. We call the latter Robust Conditional Mean Allocation mechanisms, and we relate our results to the literature on (decentralized) risk sharing within a pool of agents.

Complexity vs Empirical Score

Math Complexity: 8.0/10
Empirical Rigor: 1.5/10
Quadrant: Lab Rats — theoretically deep, empirically untested

Why this score: The paper provides a rigorous axiomatic and theoretical framework for allocation mechanisms under subadditive friction costs using advanced probability and decision theory tools. However, it is purely theoretical with no empirical data, backtesting, or code implementations included.

Research Flowchart

  flowchart TD
    A[Research Goal: Model Decentralized Exchange Allocations with Frictional Transfer Costs] --> B[Input: Feasible Allocations & Subadditive Transfer Cost Structure]
    B --> C[Axiomatic Study: Formalize Properties of Friction-Adjusted Allocation Mechanisms]
    C --> D[Mechanism Derivation: Formulate Worst-Case & Robust Optimization Models]
    D --> E[Outcome 1: Characterization of Robust Linear Allocation Mechanisms]
    D --> F[Outcome 2: Robust Conditional Mean Allocation Mechanisms for Risk Sharing]

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M oral H azard and S tate- D ependent U tility F unction (1982)
R ational I nsurance P urchasing: C onsideration of C ontract N onperformance (1990)
I ncomplete M arkets for I nsurance: A n O verview (1985)
T he O ptimal D eductible for an I nsurance P olicy when I nitial W ealth is R andom (1983)
S tochastic C hoice in I nsurance and R isk S haring (1977)
O ptimal I nsurance with A dverse S election (2012)
B ackground R isk and the P erformance of I nsurance M arkets under A dverse S election (2008)
T he E fficiency of C ompetitive E quilibria in I nsurance M arkets with A symmetric I nformation (1985)
T he D emand for I nsurance with an U pper L imit on C overage (2004)
O ptimal I nsurance with C ounterparty D efault R isk
T he I mpact of R egret on the D emand for I nsurance (2004)
O ptimal I nsurance D esign under B ackground R isk
C ompetitive I nsurance M arket in the P resence of A mbiguity (2012)
R isk and C hoice: A R esearch S aga (2013)
T he E ffect of A mbiguity A version on I nsurance and S elf- P rotection (2013)
L oss A version and P erceptual R isk A version (2006)
A T heory of D isappointment A version (1991)
O n L oss A version in B imatrix G ames (2010)
E xpectation and V ariation in M ulti- P eriod D ecisions (1989)
A P reference F oundation for C onstant L oss A version (2012)
L oss A version in a M ulti- P eriod M odel (1997)
L oss A version and B argaining (2002)
L oss A version E quilibrium (2000)
M aking the A nscombe- A umann A pproach to A mbiguity S uited for D escriptive A pplications
S tatistical R easoning with I mprecise P robabilities (1991)
O rdinal A ggregation and Q uantiles (2007)
A n A xiomatization of Q uantiles on the D omain of D istribution F unctions (2009)
U tility M aximization with a G iven P ricing M easure W hen the U tility is N ot N ecessarily C oncave (2013)
L oss A verse B ehavior (2005)
G ood N ews and B ad N ews: R epresentation T heorems and A pplications (1981)
O ptimal S topping under P robability D istortion (2013)
R obust S tatistics - Second Edition (2011)
S ymmetric, C oherent, C hoquet C apacities (1996)
S ymmetric U pper P robabilities (1992)
B ayes’ T heorem for C hoquet C apacities (1990)
M inimax T ests and the N eyman- P earson L emma for C apacities (1973)
T he E xistence of P robability M easures with G iven M arginals (1965)
A rrow’s T heorem on the O ptimality of D eductibles: A S tochastic D ominance A pproach (1996)
S econd- B est I nsurance C ontract D esign in an I ncomplete M arket (1995)
O ptimal I nsurance D esign of A mbiguous R isks
O ptimal I nsurance D esign of A mbiguous R isks (2014)
I nsurer A mbiguity and M arket F ailure (1993)
I nsurer A mbiguity and M arket F ailure (1993)
A mbiguity and U nderwriter D ecision P rocesses (1995)
P ricing I nsurance and W arranties: A mbiguity and C orrelated R isks (1992)
H ow D oes A mbiguity A ffect I nsurance D ecisions? (1992)
O ptimal C hoice and B eliefs with E x A nte S avoring and E x P ost D isappointment (2010)
P ricing I nsurance and W arranties: A mbiguity and C orrelated R isks (1992)
A mbiguity and I nsurance D ecisions (1985)
R isk, A mbiguity, and I nsurance (1989)
P recautionary S aving in the P resence of A mbiguity
A mbiguity and A symmetric I nformation
C ompetitive I nsurance C ontracting with A mbiguity and A symmetric I nformation
I nsurance B argaining under A mbiguity (2013)
A mbiguity A version, H igher- O rder R isk A ttitude and O ptimal E ffort (2012)
A mbiguity A version in the F ield of I nsurance: I nsurers’ A ttitude to I mprecise and C onflicting P robability E stimates (2007)
A mbiguity and A mbiguity A version (2008)
C hoquet P ricing and E quilibrium (2003)
O primal I nsurance D esign under R ank- D ependent E xpected U tility
C ost- E fficient C ontingent C laims under K nightian U ncertainty: A D istributional A nalysis
C ost- E fficient C ontingent C laims with M arket F rictions (2016)
A N eyman- P earson P roblem with A mbiguity and N onlinear P ricing (2018)
R evisiting the O ptimal I nsurance C ontract U nder D eviant B eliefs
L oss R eduction and I mplicit D eductibles in M edical I nsurance
A rrow’s T heorem of the D eductible: M oral H azard and S top- L oss in H ealth I nsurance
A rrow’s T heorem of the D eductible: M oral H azard and S top- L oss in H ealth I nsurance (2013)
R isk T aking with A dditive and M ultiplicative B ackground R isks (2011)
M ultiplicative B ackground R isk (2006)
F inancial M arket E quilibria with C umulative P rospect T heory (2010)
L aw I nvariant R isk M easures have the F atou P roperty (2006)
E xplicit R epresentation of C ost- E fficient S trategies
E xplicit R epresentation of C ost- E fficient S trategies (2014)
T he C ompleat E ntrepreneur (1989)
M odern T heories of E ntrepreneurial B ehavior: A C omparison and A ppraisal (2006)
P ut- C all P arity and M arket F rictions
M isspecifications of the N ormal D istribution (1982)
S tochastic O rderings with R espect to a C apacity and an A pplication to a F inancial O ptimization P roblem
E fficient T rading S trategies in F inancial M arkets with P roportional T ransaction C osts
E fficient P ortfolios in F inancial M arkets with P roportional T ransaction C osts (2013)
E fficient T rading S trategies
E fficient T rading S trategies in the P resence of M arket F rictions (2001)
The P robability W eighting F unction (1998)
Cumulative P rospect T heory and the St. P etersburg P aradox (2006)
C o- M onotonicity of O ptimal I nvestments and the D esign of S tructured F inancial P roducts (2010)
D istributional A nalysis of P ortfolio C hoice (1988)
I nefficient D ynamic P ortfolio S trategies or H ow to T hrow A way a M illion D ollars in the S tock M arket (1988)
B ackground R isk, D emand for I nsurance, and C hoquet E xpected U tility P references (2000)
S haring R isk and A mbiguity (2012)
S haring B eliefs: B etween A greeing and D isagreeing (2000)
S haring B eliefs and the A bsence of B etting in the C hoquet E xpected U tility M odel (2002)
C omonotonicity, E fficient R isk- S haring and E quilibria in M arkets with S hort- S elling for C oncave L aw- I nvariant U tilities (2011)
A S urvey of S ome A pplications of the I dea of A mbiguity A version in E conomics (2000)
A n O verview of E conomic A pplications of D avid S chmeidlerÕs M odels of D ecision M aking under U ncertainty (2004)
T he T heory of E conomic D evelopment (1911)
T he T iming of I nnovation: R esearch, D evelopment, and D iffusion (1989)
I nnovation and I ncentives (2004)
P erfectly C ompetitive I nnovation (2008)
I ncreasing R eturns and L ong- R un G rowth (1986)
E conomics B ibliography: P rimarily I nnovation and IP O riented
T he E ntrepreneurial E conomy
T he E ntrepreneurial E conomy II : E quilibria and W elfare
D ynamism and E conomic P erformance: A P reliminary R eport
I nnovation and E mployment
T oward a M odel of I nnovation and P erformance A long the L ines of K night, K eynes, H ayek and M.\ P olany'i
T he E conomic P rosperity of N ations: P rosperity D epends on D ynamism, D ynamism on I nstitutions
A mbiguity and the B ayesian P aradigm
A mbiguity and the B ayesian P aradigm ( 2013)
T he T heory I nsurance D emand (2000)
I nsurance C ontract D esign when the I nsurer has P rivate I nformation on L oss S ize (2012)
A mbiguous I nformation, P ortfolio I nertia, and E xcess V olatility (2011)
E llsberg’s T wo- C olor E xperiment, P ortfolio I nertia and A mbiguity (2003)
A mbiguity A version and I ncompleteness of F inancial M arkets (2001)
E ndogenous I ncompleteness of F inancial M arkets: T he R ole of A mbiguity and A mbiguity A version (2009)
S ubadditive P robabilities and P ortfolio I nertia (1991)
I ntertemporal A sset P ricing under K nightian U ncertainty (1994)
U ncertainty A version and P ortfolio I inertia (2011)
P ortfolio I nertia and E psilon- C ontaminations (2008)
P ortfolio I nertia under A mbiguity (2006)
A mbiguity and P ortfolio I nertia (2002)
D ecision M aking and T rade without P robabilities (2011)
U ncertainty A version, R isk A version, and the O ptimal C hoice of P ortfolio (1992)
T he N o- T rade I nterval of D ow and W erlang: S ome C larifications (2010)
I nvestment H orizon and the A ttractiveness of I nvestment S trategies: A B ehavioral A pproach (2010)
M aking P rospect T heory F it for F inance (2006)
G oal- B ased I nvesting with C umulative P rospect T heory and S atisficing B ehavior
L oss A version with M ultiple I nvestment G oals (2011)
A N ote on R eward- R isk P ortfolio S election and T wo- F und S eparation (2011)
A N ote on R eward- R isk P ortfolio S election and T wo- F und S eparation
D ynamic P ortfolio C hoice and A sset P ricing with N arrow F raming and P robability W eighting (2012)
M ulti-stock P ortfolio O ptimization under P rospect T heory
A F ramework for O ptimization under A mbiguity (2010)
R ational P references under A mbiguity (2011)
S tochastic O rders (2007)
A M odel of G rowth T hrough C reative D estruction (1992)
A T heory of E ntrepreneurship and its A pplication to the S tudy of B usiness T ransfers (1990)
A G eneral E quilibrium E ntrepreneurial T heory of F irm F ormation B ased on R isk A version (1979)
O n the S ize D istribution of B usiness F irms (1978)
A T reatise on P olitical E economy - Reprint of the First American Edition of 1821 (1971)
C apitalism, S ocialism and D emocracy (1975)
C ompetition and E entrepreneurship (1973)
P erception, O pportunity, and P rofit : S tudies in the T heory of E ntrepreneurship (1973)
G reed, L everage, and P otential L osses: A P rospect T heory P erspective
B ehavioral P ortfolio S election with L oss C ontrol (2011)
B ehavioral P ortfolio S election in C ontinous T ime (2008)
B ehavioral P ortfolio S election in C ontinous T ime (2008)
E rratum to B ehavioral P ortfolio S election in C ontinuous T ime (2010)
P ortfolio C hoice under C umulative P rospect T heory: A n A nalytical T reatment (2011)
B ehavioral P ortfolio C hoice: A n A nalytical T reatment
P ortfolio C hoice via Q uantiles (2011)
D ynamic P ortfolio O ptimization with B ounded S hortfall R isks (2005)
O ptimal I nvestment with an U nbounded R andom E ndowment and U tility- B ased P ricing (2009)
O ptimal I nvestment in I ncomplete M arkets W hen W ealth M ay B ecome N egative (2001)
T he A symptotic E lasticity of U tility F unctions and O ptimal I nvestment in I ncomplete M arkets (1999)
U tility M aximization in I ncomplete M arkets with R andom E ndowment (2001)
O ptimal I nvestment with R andom E ndowments in I ncomplete M arkets (2004)
O n U tility- B ased P ricing of C ontingent C laims in I ncomplete M arkets (2005)
N ecessary and S ufficient C onditions in the P roblem of O ptimal I nvestment in I ncomplete M arkets (2003)
U tility M aximization U nder B ounded E xpected L oss (2009)
U tility M aximization U nder a S hortfall R isk C onstraint (2008)
V alue-at- R isk- B ased R isk M anagement: O ptimal P olicies and A sset P rices (2001)
R obust P references and R obust P ortfolio C hoice (2008)
D uality T heory for O ptimal I nvestments under M odel U ncertainty (2005)
O ptimal I nvestments for R isk- and A mbiguity- A verse P references: A D uality A pproach (2007)
R isk M easures and R obust O ptimization P roblems (2006)
O ptimal I nvestments for R obust U tility F unctionals in C omplete M arket M odels (2005)
O n the N eyman- P earson P roblem for L aw- I nvariant R isk M easures and R obust U tility F unctionals (2004)
C oherent M easures of R isk (1999)
R isk M easures for N on- I ntegrable R andom V ariables (2009)
C oherent R isk M easures on G eneral P robability S paces (2002)
A R epresentation R esult for C oncave S chur C oncave F unctions (2005)
E ntrepreneurial D iscovery and the C ompetitive M arket P rocess: A n A ustrian A pproach (1997)
E ntrepreneurship, E ntitlement, and E conomic J ustice (1978)
I nvestment in E ntrepreneurial A bility (1980)
N ew S tudies in P hilosophy, P olitics, E conomics and the H istory of I deas (1978)
H uman A cation (1949)
I s N eoclassical E conomics S till E ntrepreneurless? (2005)
E ntrepreneurship in E conomic T heory (1968)
E llsberg R evisited: A n E xperimental S tudy (2007)
I mproving P oint and I nterval E stimators of M onotone F unctions by R earrangement (2009)
R earranging E dgeworth- C ornish- F isher E xpansions (2009)
Q uantile and P robability C urves without C rossing (2010)
S et I dentification in M odels with M ultiple E quilibria (2011)
U ncertainty, P roduction, C hoice, and A gency: T he S tate- C ontingent A pproach (2000)
L aw of L arge N umbers for N on- A dditive M easures (2009)
A Yosida-Hewitt decomposition for totally monotone games (2004)
S ome F ubini T heorems on P roduct $\sigma$-algebras for N on- A dditive M easures (2008)
O n I ndependence for N on- A dditive M easures, with a F ubini T heorem (1997)
A L usin T heorem for a C lass of C hoquet C apacities (2002)
R andom C orrespondences as B undles of R andom V ariables (2004)
A S trong L aw of L arge N umbers for C apacities (2005)
L imit L aws for N on- A dditive P robabilities and their F requentist I nterpretation (1999)
T he E quity P remium: A P uzzle (1985)
W illingness to P ay and C ompensation D emanded: E xperimental E vidence of an U nexpected D isparity in M easures of V alue (1984)
S tatus quo B ias in D ecision M aking (1988)
M yopic L oss A version and the E quity P remium P uzzle (1995)
P rospect T heory in the W ild: E vidence from the F ield (2000)
I ndividual D ecision M aking (1995)
R ecent D evelopments in M odeling P references: U ncertainty and A mbiguity (1992)
O ligopoly P ricing: O ld I deas and N ew T ools (2001)
A C anonical M odel of C hoice with I nitial E ndowments
R evealed (P) R eference T heory
A T heory of R eference- D ependent B ehavior (2009)
R ational C hoice with S tatus Q uo B ias (2005)
S tatus Q uo B ias, M ultiple P riors and U ncertainty A version (2010)
L a P r'evision: S es L ois L ogiques, S es S ources S ubjectives (1937)
T heory of P robability: A C ritical I ntroductory T reatment (revised edition) – $1^ st $ ed.\ 1974 (1990)
C ommon K nowledge R evisited (1999)
K nowledge and C ommon K nowledge in a D istributed E nvironment (1990)
B elief C onsistency and T rade C onsistency
A greeing to A gree (2011)
E pistemic C onditions for N ash E quilibrium (1995)
I nformation, T rade and C ommon K nowledge (1982)
D on’t B et on I t: C ontingent A greements with A symmetric I nformation (1983)
C ardinal W elfare, I ndividualistic E thics, and I nterpersonal C omparisons of U tility (1955)
G ames with I ncomplete I nformation P layed by ’ B ayesian’ P layers, I-III . P art I . T he B asic M odel (1967)
G ames with I ncomplete I nformation P layed by ’ B ayesian’ P layers, I-III . P art II . B ayesian E quilibrium P oints (1968)
G ames with I ncomplete I nformation P layed by ’ B ayesian’ P layers, I-III . P art III . T he B asic P robability D istribution of the G ame (1968)
A xiomatic C haracterizations of R ational C hoice in S trategic E nvironments (1986)
C ommon K nowledge and D isparate P riors: W hen it is OK to A gree to D isagree
T he P ositive F oundation of the C ommon P rior A ssumption (2006)
C haracterizing the C ommon P rior A ssumption (2002)
B eyond C ommon P riors
C haracterizing C ommon P riors in the F orm of P osteriors (2000)
C orrelated E quilibrium as an E xpression of B ayesian R ationality (1987)
S ubjectivity and C orrelation in R andomized S trategies (1974)
A greeable T rade with O ptimism and P essimism (2012)
A C omment on A umann’s B ayesian V iew (1998)
C ommon P riors: A R eply to G ul (1998)
C orrelated E quilibrium in T wo- P erson Z ero- S um G ames (1990)
F inite O rder I mplications of C ommon P riors (2003)
F inite O rder I mplications of C ommon P riors in I nfinite M odels (2010)
C ommon B elief and C ommon K nowledge (1993)
T rade with H eterogeneous P rior B eliefs and A symmetric I nformation (1994)
A B ehavioral C haracterization of C ommon P riors
C ommon P riors for L ike- M inded A gents
C ommon P riors under I ncomplete I nformation: A U nification (2001)
A greeing to D isagree: A S urvey
T he C ommon P rior A ssumption in E conomic T heory (1995)
A greeing to D isagree (1976)
R oust V ritual I implementation with I ncomplete I nformation: T owards a R einterpretation of the W ilson D octrine
F oundations of D ominant- S trategy M echanisms (2007)
E x P ost I mplementation (2008)
R obust I mplementation in G eneral M echanisms (2011)
R obust V irtual I mplementation (2009)
R obust M echanism D esign (2005)
G ame- T heoretic A nalyses of T rading P rocesses (1987)
I ncentive- C ompatible D ebt C ontracts: T he O ne- P eriod P roblem (1985)
C ostly M onitoring, F inancial I ntermediation, and E quilibrium C redit R ationing (1986)
O ptimal C ontracts and C ompetitive M arkets with C ostly S tate V erification (1979)
N on- M onotonicity of the T versky- K ahneman P robability- W eighting F unction: A C autionary N ote (2008)
D omination d’une M esure par une C apacit'e (1978)
E nsembles `a C oupes D 'enombrables et C apacit'es D omin'ees par une M esure (1978)
E xpected U tility without U tility (1996)
C ontract, M echanism D esign, and T echnical D etail (2007)
F airness and C ontract D esign (2007)
O ptimal I ncentive C ontracts with I mperfect I nformation (1979)
I ncomplete C ontracts and S trategic A mbiguity (1998)
R ank-and S ign- D ependent L inear U tility M odels for F inite F irst- O rder G ambles (1991)
R ank-and S ign- D ependent L inear U tility M odels for B inary G ambles (1991)
R isk A version in the T heory of E xpected U tility with R ank D ependent P obabilities (1987)
E xpected U tility A nalysis without the I ndependence A xiom (1982)
J oint E stimation of R isk P reference S tructure and T echnology using E xpo- P ower U tility (1994)
R isk P reference E stimation in the N onlinear M ean S tandard D eviation A pproach (1997)
T he V alidity of Q alys under N on- E xpected U tility (2005)
E liciting G ul’s T heory of D isappointment A version by the T radeoff M ethod (2007)
L oss A version U nder P rospect T heory: A P arameter- F ree M easurement (2007)
S eparating C urvature and E levation: A P arametric P robability W eighting F unction (2010)
A T ractable M ethod to M easure U tility and L oss A version under P rospect T heory (2008)
C umulative P rospect T heory’s F unctional M enagerie (2006)
V iolations of the B etweenness A xiom and N onlinearity in P robability (1994)
T he E ffect of the B ackground R isk in a S imple C hance I mproving D ecision M odel (2008)
D eal or N o D eal? D ecision M aking under R isk in a L arge- P ayoff G ame S how (2008)
A N onparametric E licitation of the E quity- E fficiency T rade- O ff in C ost- U tility A nalysis (2005)
R isk A version and E xpected U tility of C onsumption over T ime (2010)
R epresenting R isk P references in E xpected U tility B ased D ecision M odels (2010)
A T heory of M edical D ecision M aking under U ncertainty (2009)
R econciling I ntrospective U tility with R evealed P reference: E xperimental A rguments B ased on P rospect T heory (2007)
E xpo- P ower U tility: A F lexible F orm for A bsolute and R elative R isk A version (1993)
R isk A version and I ncentive E ffects (2002)
R isk A version and E xpected U tility T heory: A C alibration T heorem (2000)
C omonotonic M easures of M ultivariate R isks
O n C omonotonicity of P areto O ptimal R isk S haring (2008)
C omonotonicity, E fficient R isk- S haring and E quilibria in M arkets with S hort- S elling for C oncave L aw- I nvariant U tilities (2011)
M arket B ehavior when P references are G enerated by S econd- O rder S tochastic D ominance (2004)
S ymmetrization I nequalities (1996)
E xtended H ardy- L ittlewood I nequalities and A pplications to the C alculus of V ariations (2000)
M odelling A gents’ P references in C omplete M arkets by S econd O rder S tochastic D ominance
C o-monotone A llocations, B ickel- L ehmann D ispersion and the A rrow- P ratt M easure of R isk A version (1994)
T he G enerating P rocess and an E xtension of J ewitt’s L ocation I ndependent R isk C oncept (1994)
A T ale of T wo T ails: A n A lternative C haracterization of C omparative R isk (1990)
A nother T ale of T wo T ails: O n C haracterizations of C omparative R isk (1998)
R isk S eeking with D iminishing M arginal U tility in a N on- E xpected U tility M odel (1994)
R isk A version in the T heory of E xpected U tility with R ank D ependent P robabilities (1987)
C omparing R isks with U nbounded D istributions (1998)
R isk (2008)
P rospect T heory for R isk and A mbiguity (2010)
S ubjective D istortions of P robabilities and N on- A dditive P robabilities
O ptimal R ules for O rdering U ncertain P rospects (1975)
S tochastic D ominance: A R esearch B ibliography (1982)
R ules for O rdering U ncertain P rospects (1969)
S tochastic D ominance and D iversification (1971)
T he E fficiency A nalysis of C hoices I nvolving R isk (1969)
T he F irst- O rder A pproach to P rincipal- A gent P roblems (1985)
The first-order approach to principal-agent problems (1985)
T wo N ew C onditions S upporting the F irst- O rder A pproach to M ultisignal P rincipal- A gent P roblems (2009)
T he F irst- O rder A pproach to M ulti- S ignal P rincipal- A gent P roblems (1994)
A ncillary S tatistics in P rincipal- A gent M odels (2009)
M oral H azard and O bservability (1979)
J ustifying the F irst- O rder A pproach to P rincipal- A gent P roblems (1988)
T he T heory of M oral H azard and U nobservable B ehaviour: P art I (1999)
O n the M oral H azard P roblem without the F irst- O rder A pproach
T he E xistence of O ptimal C ontracts in the P rincipal- A gent M odel (1987)
O ptimal C ontract M echanisms for P rincipal- A gent P roblems with M oral H azard and A dverse S election (1991)
A N ote on G eneralized I nverses
E fficient S ets W ith and W ithout the E xpected U tility H ypothesis (1988)
I nvariance of the E fficient S ets when the E xpected U tility H ypothesis is R elaxed (1990)
O ptimal I nsurance: A N onexpected U tility A nalysis (1992)
I ncreases in R isk and the O ptimal D eductible (1991)
I nferring R isk T olerance from D eductibles in I nsurance C ontracts (1981)
T he E conomic T heory of R isk and I nsurance (1901)
E l'ements d’ E conomie Politique Pure, ou T h'eorie de la R ichesse S ociale (1874)
E conomic T heory of R isk E xchanges: A R eview (1992)
R echte und V erhaltnisse vom S tandpunkte der V olkswirtschaflichen G uterlehre (1881)
S pecimen T heoriae N ovae de M ensura S ortis (1738)
T he W ealth of N ations (1776)
U ber R isiko und S icherheitszuschlag (1909)
E in V ierteljahrhundert der B edarfstheorie der V ersicherung (1931)
S ulla R appresentazione di F unzionali M ediante I ntegrali (1982)
S tochastic F inance: A n I ntroduction in D iscrete T ime – $3^ rd $ ed. (2011)
N ull- A dditive S et F unctions (1995)
A P robability P ath (1999)
R eal A nalysis (2000)
A n A nalysis of the P rincipal- A gent P roblem (1983)
O n M oral H azard and I nsurance (1979)
R isk, I ncentives and I nsurance: T he P ure T heory of M oral H azard (1983)
T he B asic A nalytics of M oral H azard (1988)
E quilibrium in C ompetitive I nsurance M arkets with M oral H azard
P rice E quilibrium, E fficiency, and D ecentralizability in I nsurance M arkets
A M odel of I nsurance M arkets with I ncomplete I nformation (1977)
M oral H azard and I nsurance C ontracts (1992)
C ore E quivalence T heorems for I nfinite C onvex G ames (1997)
L inear M easures of I nequality for C ooperative G ames (1991)
U ne G 'en'eralization des ' E spaces C ompacts (1944)
B arycenters, P innacle P oints, and D enting P oints (1973)
N eighborhoods of E xtreme P oints (1967)
T he G eneration of C onvex H ulls (1963)
B arycenters of M easures on C ertain N oncompact C onvex S ets (1971)
L ectures on A nalysis - V ol.\ 1: I ntegration on T opological V ector S paces (1969)
L ectures on A nalysis - V ol.\ 2: R epresentation T heory (1969)
L ectures on A nalysis - V ol.\ 3: I nfinite D imensional M easures and P roblem S olutions (1969)
R eference- D ependent R isk A ttitudes (2007)
R eference- D ependent C onsumption P lans (2009)
A M odel of R eference- D ependent P references (2006)
I ntegral I nequalities for F unctions with N ondecreasing I ncrements (1964)
M inimizing a S ubmodular F unction on a L attice (1978)
C omparative S tatics of the F irm (1995)
S upermodularity and C omplementarity (1998)
W eak and S trong M onotone C omparative S tatics (1995)
C omparative S tatics, I nformativeness, and the I nterval D ominance O rder (2009)
T he C omparative S tatics of C onstrained O ptimization P roblems (2007)
M onotone C omparative S tatics (1994)
N ash E quilibrium with S trategic C omplementarities (1990)
T he E conomics of M odern M anufacturing: T echnology, S trategy, and O rganization (1990)
R ationalizability, L earning, and E quilibrium in G ames with S trategic C omplementarities (1990)
C omparing E quilibria (1994)
S trong I ncreases in R isk and their C omparative S tatics (1985)
R isk A version and the C hoice B etween R isky P rospects: T he P reservation of C omparative S tatics R esults (1987)
C hoosing between R isky P rospects: T he C haracterization of C omparative S tatics R esults, and L ocation I ndependent R isk (1989)
A pplications of L ikelihood R atio O rderings in E conomics (1991)
S trict M onotonicity in C omparative S tatics (1998)
G eneralized S ymmetric S upermodular F unctions
S ubextremal F unctions and L attice P rogramming
C omparative S tatics under U ncertainty: S ingle C rossing P roperties and L og- S upermodularity
C haracterizing P roperties of S tochastic O bjective F unctions
S ingle C rossing P roperties and the E xistence of P ure S trategy E quilibria in G ames of I ncomplete I nformation (2001)
M onotone C omparative S tatics under U ncertainty (2002)
R obust C omparative S tatics
S upermodular F unctions on F inite L attices (2005)
C omplete S paces and Z ero- O ne M easures (1976)
E xtreme P oints of M oment S ets (1988)
M oment S ets of B ell- S haped D istributions: E xtreme P oints, E xtremal D ecomposition and C hebysheff I nequalities (2000)
O n F uzzy R andom V ariables and S tatistical M aps (1998)
T opology and M easure (1970)
F oundations of M odern A nalysis (1969)
T reatise on A nalysis - Vol.\ 2 (1976)
T he F ourier T ransform and Its A pplications, 3rd ed. (2000)
A n A tlas of F unctions (1987)
C haracterizations of D enting P oints (1988)
W eak C ompactness and V ector M easures (1955)
C ompactness and S equential C ompactness in S paces of M easures (1971)
Non-additive beliefs in solvable games (2000)
N on- A dditive B eliefs and S trategic E quilibria (2000)
D unford- P ettis O perators on B anach L attices (1982)
T he R adon- N ikodym P roperty and D entable S ets in B anach S paces (1974)
D unford- P ettis O perators and W eak R adon- N ikodym S ets (1984)
T he G eometry of W eak R adon- N ikodym S ets in D ual B anach S paces (1982)
S ets with the W eak R adon- N ikodym P roperty in D ual B anach S paces (1983)
O n F unctions that are U niversally P ettis I ntegrable (1985)
G eometry and the R adon- N ikodym T heorem in S trict M ackey C onvergence S paces (1976)
A G eometric C haracterization of the W eak- R adon N ikodym P roperty in D ual B anach S paces (1995)
D entability and E xtreme P oints in B anach S paces (1974)
E xtreme P oints in D uals of O perator S paces (1982)
O ptimization of F unctions on C ertain S ubsets of B anach S paces (1978)
T he R adon- N ikodym P roperty in C onjugate B anach S paces. II (1981)
N orm A ttaining O perators (1982)
O n O perators W hich A ttain T heir N orm (1963)
N orm A ttaining O perators and R enormings of B anach S paces (1983)
O ptimization of C onvex F unctions on W $^ * $- C ompact S ets (1990)
A n E xtension to the T heorem of B ishop and P helps (1970)
G eometry of B anach S paces with $(\alpha,\varepsilon)$- P roperty or $(\beta,\varepsilon)$- P roperty (1997)
T he R adon- N ikodym P roperty and the K rein- M ilman P roperty are E quivalent for S trongly R egular S ets (1987)
T he S um of T wo R adon- N ikodym- S ets N eed N ot B e a R adon- N ikodym- S et (1985)
T he D ual of a S pace with the R adon- N ikodym P roperty (1976)
D ual B anach L attices and B anach L attices with the R adon- N ikodym P roperty (1981)
T he R epresentations of L inear F unctionals by M easures on S ets of E xtreme P oints (1959)
T he K rein- M ilman P roperty and a M artingale C oordinatization of C ertain N on- D entable C onvex S ets (1989)
G eometric F unctional A nalysis and its A pplications (1975)
G eometric A spects of C onvex S ets with the R adon- N ikodym P roperty – V olume 993 of L ecture N otes in M athematics (1983)
B arycenters of M easures on C ertain N oncompact C onvex S ets (1969)
A C haracterization of N on- D unford- P ettis O perators on $ L _ 1 $ (1980)
D unford- P ettis O perators on $ L _ 1 $ and the R adon- N ikodym P roperty (1980)
S trongly E xposed P oints in W eakly C ompact C onvex S ets in B anach S paces (1976)
O n D entability and the B ishop- P helps P roperty (1977)
W eakly C ompact, U nconditionally C onverging, and D unford- P ettis O perators on S paces of V ector- V alued C ontinuous F unctions (1984)
T he C hoquet I ntegral R epresentation in the A ffine V ector- V alued C ase (1980)
I ntegral R epresentation by B oundary V ector M easures (1982)
I ntegral O perators on S paces of C ontinuous V ector- V alued F unctions (1991)
I ntegral O perators on S paces of C ontinuous V ector- V alued F unctions (1991)
O n the R adon- N ikodym P roperty in a C lass of L ocally C onvex S paces (1978)
O n M easurable P rojections in B anach S paces (1981)
O n D unford- P ettis O perators (1982)
D unford- P ettis O perators (1982)
O n D unford- P ettis O perators that are P ettis- R epresentable (1982)
S ome C haracterizations of W eak R adon- N ikodym S ets (1982)
O n the W eak$^ * $- R adon N ikodym P roperty (1988)
O n the R adon- N ikodym P roperty in B anach L attices (1985)
E xposed P oints and the R adon- N ikodym P roperty (1986)
O n the R adon- N ikodym P roperty in F unction S paces (1985)
O n U nconditionally C onverging and W eakly P recompact O perators (1991)
T he C omplete C ontinuity P roperty in B ochner F unction S paces (1993)
S tability of S ome T ypes of R adon- N ikodym P roperties (1995)
T he N ear R adon- N iodym P roperty in L ebesgue- B ochner F unction S paces (1998)
A D ual G eometric C haracterization of B anach S paces N ot C ontaining $l_ 1 $ (1983)
O n the W eak R adon- N ikodym P roperty (1981)
W eak C ompactness in S paces of B ochner I ntegrable F unctions and the R adon- N ikodym P roperty (1984)
S ome T opological and G eometrical S tructures in B anach S paces – I ssue 378 of the M emoirs of the A merican M athematical S ociety (1987)
O rder D entability and the R adon- N ikodym P roperty in B anach L attices (1979)
O n the S tructure of N on- W eakly C ompact O perators on B anach L attices (1981)
A G eometrical C haracterization of B anach S paces with the R adon- N ikodym P roperty (1973)
S ome R esults on I nfinite- D imensional C onvexity (1998)
O n the R epresentation of O rder C ontinuous O perators by R andom M easures (1984)
O n S aab’s C haracterizations of W eak R adon- N ikodym S ets (1985)
D unford- P ettis S ets in the S pace of B ochner I ntegrable F unctions (1979)
G eometry of B anach S paces: S elected T opics (1975)
R adon M easures on A rbitrary T opological S paces and C ylindrical M easures (1973)
R emarks on W eak C ompactness in $ L _ 1 (\mu, X )$ (1977)
W eak C ompactness in $ L _ 1 (\mu, X )$ (1993)
A N oncompact C hoquet T heorem (1975)
T he S upport F unctionals of a C onvex S et (1963)
D entability and the R adon- N ikodym P roperty (1974)
D ual S paces with the K rein- M ilman P roperty have the R adon- N ikodym P roperty (1975)
T opology – Vol.\ 1-2 (1966-1968)
K arl B orch’s R esearch C ontributions to I nsurance (1990)
C ontributions to the F ounding T heory of T ransfinite N umbers (1915)
I ntroductory R eal A nalysis (1975)
'E l'ements de M ath'ematique – Livre III – T opologie G 'en'erale: C hapitres 1 `a 4 (1971)
'E l'ements de M ath'ematique – Livre III – T opologie G 'en'erale: C hapitres 5 `a 10 (1974)
'E l'ements de M ath'ematique – Livre VI – I nt'egration: C hapitres 1 `a 4 (1965)
'E l'ements de M ath'ematique – Livre VI – I nt'egration: C hapitre 5 (1967)
'E l'ements de M ath'ematique – Livre VI – I nt'egration: C hapitre 6 (1959)
'E l'ements de M ath'ematique – Livre VI – I nt'egration: C hapitres 7 et 8 (1963)
'E l'ements de M ath'ematique – Livre VI – I nt'egration: C hapitre 9 (1969)
T he E xistence of a U tility F unction to R epresent P references (1963)
A n E xperimental M easurement of U tility (1951)
U ntersuchungen "u ber S ysteme integrierbarer F unktionen (1910)
R epresentation P roblems for P reference O rderings (1961)
U pper P robabilities and A dditivity (1999)
M anaging E xtinctions and B iodiversity
P urely S ubjective M axmin E xpected U tility
W ho A ccepts S avage’s A xiom? (1974)
U tility F unctions for P artially O rdered T opological S paces (1970)
T opological P roperties of the E fficient P oint S et (1972)
E fficient R andom V ariables (1975)
O n the N on- E mptiness of the M as- C olell B argaining S et (2005)
R isk, U ncertainty, and P rofit (1921)
R 'earrangement R elatif (2008)
S ome E xtensions of a T heorem of H ardy, L ittlewood and P 'olya and their A pplications (1974)
S pectral I nequalities I nvolving the I nfima and S uprema of F unctions (1975)
S pectral I nequalities I nvolving the S ums and P roducts of F unctions (1982)
E quimeasurable R earrangements of F unctions (1971)
R earrangement I nvariant B anach F unction S paces (1967)
T he M ackey C ontinuity of the M onotone R earrangement (1986)
A n I nequality for R earrangements (1953)
A C lass of M onotone D ecreasing R earrangements (1990)
R earrangement I nequalities (1972)
R earrangements of F unctions (1986)
R earrangements of M easurable F unctions (1970)
R earrangement I nequalities I nvolving C onvex F unctions (1970)
I nequalities for \textsc E k\textsc (X,Y) when the M arginals are F ixed (1976)
I nequalities (1988)
I nterpolation of O perators (1988)
M ean O scillations and E quimeasurable R earrangements of F unctions (2007)
O ptimal T ransport: O ld and N ew (2009)
T opics in O ptimal T ransportion (2003)
M ass T ransportation P roblems – V ol.\ 1: T heory (1998)
M ass T ransportation P roblems – V ol.\ 2: A pplications (1998)
M athematical R isk A nalysis: D ependence, R isk B ounds, O ptimal A llocations and P ortfolios (2013)
T he C omparative S tatics of D eductible I nsurance in E xpected- and N on- E xpected- U tility T heories (1995)
O ptimal D eductible and C onsumption T heory (1977)
L iquidity P reference (1963)
U ncertainty and the W elfare E conomics of M edical C are (1963)
R isk A version in the S mall and in the L arge (1964)
C ompetitive E quilibria in M arkets with a C ontinuum of T raders and I ncomplete P references (1969)
I ntegration of F unctions with V alues in a B anach S pace (1935)
O n I ntegration in V ector S paces (1938)
I ntegration in G eneral A nalysis (1935)
I ntegration of A bstract F unctions
I ntegration of V ector- V alued F unctions
U niformity in L inear S paces (1938)
O n the I ntegration of V ector- V alued F unctions
S ubsolutions and the S upercore of C ooperative G ames (1976)
I ntegration in A bstract S paces (1953)
A R iesz R epresentation T heorem for C one- V alued F unctions (1999)
I ntegral R epresentation for C ontinuous L inear F unctionals in O perator- I nitiated T opologies (2002)
O perator- V alued M easures and I ntegrals for C one- V alued F unctions (2009)
I ntegration of V ector- V alued F unctions (1979)
I ntegration in a C onvex L inear T opological S pace (1940)
P ettis I ntegral and M easure T heory (1984)
V ector M easures (1977)
T opology and O rder (1965)
O rdered T opological V ector S paces (1967)
G eneral T opology (1975)
S et T heory and the c ontinuum P roblem (1996)
L inear T opological S paces (1976)
T opological V ector S paces - $2^ nd $ edition (1999)
R epresentation T heorems on B anach F unction S paces - V olume 84 of the M emoirs of the A merican M athematical S ociety (1968)
G eneral T opology (1970)
I ncreases in R isk and in R isk A version (1974)
L oss A version (2011)
T he U tility A nalysis of C hoices I nvolving R isk (1948)
T oward a P ositive T heory of C onsumer C hoice (1980)
F rom H omo E conomicus to H omo S apiens (2000)
C hoice under U ncertainty: P roblems S olved and U nsolved (1987)
I ncreasing R isk: S ome D irect C onstructions (1997)
F our N otions of M ean- P reserving I ncrease in R isk, R isk A ttitudes and A pplications to the R ank- D ependent E xpected U tility M odel (2004)
I ncreases in R isk and D emand for R isky A sset
A M ore R obust D efinition of M ultiple P riors
R isk S haring in the S mall and in the L arge (2018)
P robabilistic S ophistication and M ultiple P riors (2002)
L earning F rom A mbiguous U rns (2002)
E vent E xchangeability: P robabilistic S ophistication without C ontinuity or M onotonicity (2006)
S ubjective P robability without M onotonicity: O r how M achina’s M om may also be P robabilistically S ophisticated (1995)
B ayesian B eliefs with S tochastic M onotonicity: A n E xtension of M achina and S chmeidler (2006)
P robabilistic S ophistication and S tochastic M onotonicity in the S avage F ramework (2008)
P robabilistically S ophisticated M ultiple P riors (2005)
A M ore R obust D efinition of S ubjective P robability (1992)
B ayes without B ernoulli: S imple C onditions for P robabilistically S ophisticated C hoice (1995)
C umulative D ominance and P robabilistic S ophistication (2000)
A H eine- B orel T heorem for $ba$(\textsc $\Sigma$ ) (2001)
H ow to C ut a P izza F airly: F air D ivision with D ecreasing M arginal E valuations (2003)
V alues for S trategic G ames in which P layers C ooperate (2005)
C ooperative G ames with C oalition S tructures (1974)
E xistence and M onotonicity of O ptimal D ebt C ontracts in C ostly S tate V erification M odels (2003)
A C ostly S tate V erification M odel with D iversity of O pinions (2005)
M onopoly, N on- L inear P ricing and I mperfect I nformation: T he I nsurance M arket (1977)
I nsurance C ontracts with I mprecise P robabilities and A dverse S election (2004)
A G eneral M odel of I nsurance U nder A dverse S election (1999)
L otteries, I nsurance, and S tar- S haped U tility F unctions (1990)
T he M arket for L emons : Q uality U ncertainty and the M arket M echanism (1970)
E quilibrium in C ompetitive I nsurance M arkets: A n E ssay on the E conomics of I mperfect I nformation (1976)
T he B lack S wan (2008)
S tochastic P rocesses (1953)
A n I ntroduction to L inear A nalysis (2009)
A n I ntroduction to B anach S pace T heory (1998)
S equences and S eries in B anach S paces (1984)
F unctional A nalysis (1973)
R eal and C omplex A nalysis – $3^ rd $ ed. (1987)
P rinciples of M athematical A nalysis – $3^ rd $ ed. (1976)
L ectures on C hoquet’s T heorem – $2^ nd $ edition (2001)
O ptimum I nsurance with D eviant B eliefs (1991)
O ptimal I nsurance P olicy I ndemnity S chedules (1983)
T he D esign of an O ptimal I nsurance P olicy (1979)
T he D emand for I nsurance with an U pper L imit on C overage (2004)
O n a T wo- S ector M odel of E conomic G rowth: C omments and a G eneralization (1963)
O n Q ualitative P robability $\sigma$- A lgebras (1964)
A S imple P roof of a B asic R esult for M ultiple P riors
S ur les O p'erationes L in'eaires dans L ’espace des F onctions B orn'ees (1934)
R obust C ontrol and M odel U ncertainty (2001)
O n B ounded F unctional O perations (1934)
A mbiguity A version, R obustnsess, and the V ariational R epresentation of P references (2006)
D ynamic V ariational P references (2006)
A S ubjective S pin on R oulette W heels (2003)
A N ote on the N ucleolus and the K ernel of the A ssignment G ame (2004)
M arkets with a C ontinuum of T raders (1964)
A D efinition of S ubjective P robability (1963)
L es C ompacts E xtr^emement D iscontinus S ont F inis! (1994)
T he C omparability of the C lassical and the M as- C olell B argaining S ets (2001)
T he B argaining S et, K ernel, and N ucleolus (1992)
A n A xiomatization of the C onsistent N on- T ransferable U tility V alue (2005)
T he B argaining S et for C ooperative G ames (1964)
E xistence of S table P ayoff C onÞgurations for C ooperative G ames (1967)
S tatic P ortfolio C hoice under C umulative P rospect T heory (2010)
T he E ntrepreneurial E conomy I : C ontracting under K nightian U ncertainty
E ntrepreneurship, A mbiguity, and the S hape of I nnovation C ontracts
C ontracting for I nnovation under K nightian U ncertainty
A rrow’s T heorem of the D educible with H eterogeneous B eliefs
A mbiguity on the I nsurer’s S ide: T he D emand for I nsurance
C ontracting on A ambiguous P rospects
O ptimal I nsurance for a M inimal E xpected R etention: T he C ase of an A mbiguity- S eeking I nsurer
T he D emand for I nsurance with an A mbiguity- A verse I nsurer
C ontracting under H eterogeneous B eliefs
C ontracting under H eterogeneous B eliefs (May 2011)
C ontracting under H eterogeneity and A mbiguity
O n the D emand for C ontingent C laims under H eterogeneous U ncertainty
O n a C lass of M onotone C omparative S tatics P roblems under H eterogeneous U ncertainty
V igilant M easures of R isk and the D emand for C ontingent C laims
V igilant M easures of R isk and the D emand for C ontingent C laims
V igilant M easures of R isk and the D emand for C ontingent C laims (2015)
A M odel- F ree D efinition of L oss A version
T owards a P urely B ehavioral D efinition of L oss A version
L oss A version for D ecision under R isk
O n M onotone E quimeasurable R earrangements with respect to a C apacity
M onotone E quimeasurable R earrangements with N on- A dditive P robabilities
E quimeasurable R earrangements with C apacities
E quimeasurable R earrangements with C apacities (2015)
B elief H eterogeneity in the A rrow- B orch- R aviv I nsurance M odel
S upplement to B elief H eterogeneity in the A rrow- B orch- R aviv I nsurance M odel
O ptimal I nsurance with H eterogeneous B eliefs
S upplement to O ptimal I nsurance with H eterogeneous B eliefs
T he D emand for I nsurance under H eterogeneous B eliefs
F ree Will, U ncertainty, and the F oundations of D ecision T heory
A C onsistent B argaining S et (1989)
M easure T heory - V olume 1 (2007)
M easure T heory - V olume 2 (2007)
I nfinite D imensional A nalysis - $3^ rd $ edition (2006)
A C ourse in G ame T heory (1994)
G ame T heory - $3^ rd $ edition (1995)
C ooperative M icroeconomics: a G ame- T heoretic I ntroduction (1995)
I ntroduction to the T heory of C ooperative G ames - $2^ nd $ edition (2007)
C ooperative G ames, S olutions and A pplications (1988)
A C haracterization of C onvex G ames by M eans of B argaining S ets (2008)
S ur L es F onctions- V ecteurs C ompl`etement A dditives (1940)
A xiomatic S et T heory (1972)
R eal and A bstract A nalysis (1965)
O n N on- Atomic G ames: C onditions for $f \circ \mu \in p NA $ (1973)
T he A ssignment g ame I : T he C ore (1971)
E xistence of A pproximate E quilibria and C ores (1973)
C ompetitive O utcomes in the C ores of M arket G ames (1975)
Q uasi- C ores in a M onetary E conomy with N onconvex P references (1966)
T he C ore of a C ooperative G ame without S ide P ayments (1961)
T he N ucleolus as a S olution of a M inimization P roblem (1972)
A bstract S et T heory - 3rd ed. (1966)
S et T heory and the C ontinuum P roblem (1996)
S ur les F onctions d’ E nsenble A dditives et C ontinues (1922)
A C haracterization of V ector M easure G ames in $p NA $ (1982)
O n the B argaining S et, K ernel and C ore of S uperadditive G ames (1999)
R efinement D erivatives and V alues of G ames (2008)
S ur les F onctions C onvexes et les I n 'e galit 'e s entre les V aleurs M oyennes (1906)
A symptotic S emivalues and a S hort P roof of K annai’s T heorem (1980)
N oncooperative G eneral E xchange with a C ontinuum of T raders: T wo M odels (1994)
V alue T heory W ithout E fficiency (1981)
V alues and D erivatives (1980)
S emivalues of P olitical E conomic G ames (1985)
V alues of N on- A tomic V ector M easure G ames (2001)
C ores of N onatomic L inear P roduction G ames (1981)
S ome T heorems on the C ore of an n- P erson G ame without S ide- P ayments (1970)
E xistence of G eneral B argaining S ets for C ooperative G ames without S ide P ayments (1970)
G lobal S tability in n- P erson G ames (1972)
A N atural S election from the C ore of a TU G ame: the C ore- C enter (2007)
C ores of C onvex and S trictly C onvex G ames (2008)
A V alue on ‘AN (2003)
V alues of N on- A tomic V ector M easure G ames. A re T hey L inear C ombinations of the M easures? (1988)
A S ufficient C ondition on f for $f \circ P$ to be in $p NAD $ (1982)
G -continuity, I mpatience and G -cores of E xact G ames
A n E quivalence T heorem for a B argaining S et (1989)
A dditive set F unctions on G roups (1939)
T he B argaining S et of a L arge G ame (2010)
C onvex v NM -stable S ets for L inear P roduction G ames (2010)
A C haracterization of v NM -stable S ets for L inear P roduction G ames (2000)
C o-monotone A llocations, B ickel- L ehmann D ispersion and the A rrow- P ratt measure of R isk A version (1994)
L east C onvex C apacities (1999)
T he C ore of a C lass of N on-atomic G ames which A rise in E conomic A pplications (1999)
T he L east C ore, K ernel and B argaining S ets of L arge G ames (1998)
S ymmetric von N eumann- M orgenstern S table S ets in P ure E xchange E conomies (2003)
C ore and S table S ets of L arge G ames A rising in E conomics (1996)
D ifferentiability P roperties of R ank-linear U tilities (2008)
C hoquet I nsurance P ricing: A C aveat (2004)
M axmin under R isk (2002)
O ptimal D emand for C ontingent C laims when A gents H ave L aw I nvariant U tilities (2011)
O ptimal D emand for C ontingent C laims when A gents H ave L aw I nvariant U tilities
L aw I nvariant C oncave U tility F unctions and O ptimization P roblems with M onotonicity and C omonotonicity C onstraints (2006)
C omputing the D emand of A gents with a L aw I nvariant U tility (2006)
T wo-persons E fficient R isk-sharing and E quilibria for C oncave L aw-invariant U tilities (2008)
I nsurance C ontracts with D eductibles and U pper L imits
C ore of C onvex D istortions of a P robability (2003)
P areto E fficient I nsurance C ontracts when the I nsurer’s C ost F unction is D iscontinuous (2003)
R earrangement I nequalities in N on-convex I nsurance M odels (2005)
E xistence and M onotonicity of S olutions to M oral H azard P roblems (2005)
A N umerical A pproach for a C lass of R isk- S haring P roblems (2011)
Do sunspots matter when agents are Choquet-expected-utility maximizers? (1998)
T heory of G ames and E conomic B ehavior (1947)
C ountably A dditive M easures in C ores of G ames (1969)
A mbiguous G ames (2000)
A dditivizations of N onadditive M easures (1989)
N otes on a S tochastic G ame with I nformation S tructure (2003)
C onvex G ames and E xtreme P oints (1974)
N ash and C orrelated E quilibria: S ome C omplexity C onsiderations (1989)
A N ote on the E xact G ames (1981)
G ames with no S olutions and E mpty C ores (1982)
S ome R ecent D evelopments in n- P erson G ame T heory (1971)
A C haracterization of the C ore of C onvex games through G ateaux D erivatives (2004)
C ores of N on- A tomic M arket G ames (2006)
W hen an E vent M akes a D ifference (2006)
D ecomposition and R epresentation of C oalitional G ames (1996)
A n I ntersection T heorem in TU C ooperative G ame T heory (2004)
C onvex D ecomposition of G ames and A xiomatizations of the C ore and the D - C ore (2007)
A dditive R epresentations of N on- A dditive M easures and the C hoquet I ntegral (1994)
C anonical R epresentation of S et F unctions (1995)
T he S igma- C ore of C onvex G ames and the P roblem of M easure E xtension (1990)
V alues of G ames with D enumerably M any P layers (1971)
E xtending the N ucleolus to I nfinite P layer G ames (1976)
O n the N ucleolus of a C haracteristic F unction G ame (1971)
S ome P roperties of C onvex S et F unctions (1971)
T he R ^o le of N ondegeneracy and H omogeneity in n-person G ame T heory: A n E quivalence T heorem (1987)
B argaining with I ncomplete I nformation an A xiomatic A pproach (1997)
A C lass of E xtreme C onvex S et F unctions with F inite C arrier (1973)
LP -games with S ufficiently M any P layers (1982)
O n the S et of L orenz- M aximal I mputations in the C ore of a B alanced G ame (2001)
C ores of E xact G ames (1972)
O n S et C orrespondences into U niformly C onvex B anach S paces (1972)
A R emark on the C ore of an A tomless E conomy (1972)
T he C ore of an N P erson G ame (1967)
T he M odiclus and C ore S tability (2005)
S olutions to C ooperative G ames without S ide P ayments (1963)
A P roof that the C ore of an O rdinal C onvex G ame is a von N eumann- M orgenstern S olution (1986)
A T heory of C oalition F ormation in C ommittees (1980)
C ore E xtensions for N on- B alanced TU - G ames (2009)
V alues of G ames without S ide P ayments (1971)
A n A xiomatization of the N on- T ransferable U tility V alue (1985)
M ultiperson U tility (2008)
T he C ore of a C ooperative G ame without S ide P ayments (1987)
E ndogenous F ormation of C oalitions (1983)
S table C ores of L arge G ames (2005)
O n C oncavity and S upermodularity (2008)
U ltramodular F unctions (2005)
G lobal G ames (1991)
O n a R epresentation of a R elation by a M easure (1991)
C onvex G ames without S ide P ayments (1981)
S tochastic C ooperative G ames: S uperadditivity, C onvexity, and C ertainty E quivalents (1999)
C ore E quivalence T heorems for I nfinite C onvex G ames (1997)
D iversification, C onvex P references and N on- E mpty C ore in the C hoquet E xpected U tility M odel (2002)
S ubcalculus for S et F unctions and C ores of TU G ames (2003)
T he N ucleolus of a C haracteristic F unction G ame (1969)
C onvex G ames and S table S ets (1996)
O n M arket G ames (1969)
C ores of C onvex G ames (1971)
L otteries and M enus: A C omment on U nbounded U tilities (1977)
P otential G ames (1996)
T he C ore of L arge D ifferentiable TU G ames (2001)
E xact C apacities and S tar- S haped D istorted P robabilities (2008)
T he P artnered C ore of a G ame without S ide P ayments (1996)
T he G amma- C ore and C oalition F ormation (2007)
T he K ernel and B argaining S et for C onvex G ames (1971)
I ntroduction to the M athematics of A mbiguity (2004)
D efining A mbiguity and A mbiguity A ttitude (2004)
R evealed A mbiguity and Its C onsequences: U pdating (2008)
T he F oundations of M athematics and other L ogical E ssays (1950)
T heory of D ecision under U ncertainty (2009)
T heory of C harges (1983)
R epresentations of P references O rderings (1995)
A bstract S et T heory (1953)
F oundations of M easurement: Vol.1 (Additive and polynomial representations) (1971)
N otes on the T heory of C hoice (1988)
C apacit'es et P rocessus S tochastiques (1972)
P robability and P otentials (1966)
P robabilities and P otential (1978)
R eal A nalysis and P robability (1972)
M easure T heory (1980)
R eal A nalysis and P robability (2002)
C onvergence of P robability M easures – $2^ nd edition$ (1999)
P robability and M easure – $3^ rd edition$ (1995)
L inear O perators, P art 1: G eneral T heory (1958)
V alues of N on- A tomic G ames (1974)
C onvex A nalysis (1970)
A n A xiomatic A pproach to M easurable U tility (1953)
T he A xioms and A lgebra of A mbiguity (1993)
T heory of V alue (1959)
T he F oundations of S tatistics (2nd revised edition) – $1^ st $ ed.\ 1954 (1972)
N onlinear P reference and U tility T heory (1988)
U tility T heory for D ecision M aking (1970)
S ubjective P robability and E xpected U tility without A dditivity (1989)
I ntegral R epresentation without A dditivity (1986)
N on- A dditive M easure and I ntegral (1994)
E ssays in the T heory of R isk- B earing (1971)
E lementary D ecision T heory (1959)
T he M athematical T heory of I nsurance: A n A nnotated S election of P apers on I nsurance P ublished 1960-1972 (1974)
T heory of the I ntegral (1937)
M easure T heory (1974)
M easure T heory (1994)
A N ecessary and S ufficient C ondition for N on- E mptiness of the C ore of a N on- T ransferable U tility G ame (2004)
M axmin E xpected U tility with a N on- U nique P rior (1989)
R ecursive M ultiple- P riors (2003)
R ecursive M ultiple- P riors (2003)
O bjective and S ubjective R ationality in a M ultiple P rior M odel (2010)
K nightian D ecision T heory. P art I
K nightian D ecision T heory, P art II : I ntertemporal P roblems
A spects of R ational I nsurance P urchasing (1968)
O ptimal M ultiperiod P ortfolio P olicies (1968)
O ptimal R isk S haring under D istorted P robabilities (2009)
S ome R emarks on a R ecent P aper by B orch (1961)
P areto O ptimal R isk E xchanges and a S ystem of D ifferential E quations (1990)
T he O ptimal R einsurance T reaty (1969)
R isk E xchange with D istorted P robabilities (2006)
P roblems in the E conomic T heory of I nsurance (1978)
O ptimal I nsurance A rrangements (1975)
F uzzy I nsurance (1990)
S ur la D 'e termination d’un C ontrat O ptimal de R 'e assurance (1973)
R eciprocal R einsurance T reaties (1960)
G eneral P areto O ptimal A llocation and A pplications to M ulti- P eriod R isks (2008)
T he P areto O ptimality of an n- C ompany R einsurance T reaty (1968)
R isk B earing and the I nsurance M arket (1978)
O ptimal R isk E xchanges (1979)
P areto- O ptimal R isk E xchanges and R elated D ecision P roblems (1978)
I nsurance R ate C hanging: A F uzzy L ogic A pproach (1996)
O ptimal R einsurance in R elation to O rdering of R isks (1989)
O n C onvex P rinciples of P remium C alculation (1985)
U nifying F ramework for O ptimal I nsurance (2005)
F amilies of U pdate R ules for N on- A dditive M easures: A pplications in P ricing R isks (1998)
O ptimal I nsurance under W ang’s P remium P rinciple (1999)
E quilibrium in C ompetitive I nsurance M arkets under A dverse S election and Y aari’s D ual T heory of R isk (2000)
P ricing in an I ncomplete M arket with an A ffine T erm S tructure (2004)
R isk S haring and G roup D ecision M aking (1981)
F inding P areto O ptimal I nsurance C ontracts (2001)
V aleur A jout 'e e d’un T ransfert de R isque et O ptimum de P areto (1998)
T he C ore of a R einsurance M arket (2008)
E sp 'e rance d’ U tilit 'e et T h 'e orie D uale de Y aari: I mplication pour la D emande d’ A ssurance (1995)
I nsurance and C onsumption: T he C ontinuous T ime C ase (1986)
O ptimal R isk-sharing R ules and E quilibria with C hoquet-expected-utility (2000)
M onotone C ontinuous M ultiple P riors (2005)
M ore P essimism than G reediness: A C haracterization of M onotone R isk A version in the R ank- D ependent E xpected U tility M odel (2005)
O ptimal I nsurance without E xpected U tility: T he D ual T heory and the L inearity of I nsurance C ontracts (1995)
O ptimal R isk- S haring under A dverse S election and I mperfect R isk P erception (2005)
O ptimal R isk- S haring when R isk P references are U ncertain (1987)
A mbiguity, U ncertainty A version and E quilibrium W elfare (2004)
I ncomplete R isk S haring A rrangements and the V alue of I nformation (2003)
C ost- S haring A rrangements under S harecropping: M oral H azard, I ncentive F lexibility, and R isk (1986)
O n the O ptimal R isk A llocation P roblem (2006)
O ptimal R isk S haring with B ackground R isk (2007)
O ptimal I nsurance C overage (1968)
E xpected U tility with P urely S ubjective N on-additive P robabilities (1987)
I nsurance P remia C onsistent with the M arket (2002)
E fficient I nsurance C ontracts under E psilon- C ontaminated U tilities (2003)
R einsurance C ontracts: A U tility A pproach vs.\ I nsurance C apacity C onsiderations (1988)
O ptimal I nsurance in I ncomplete M arkets (1983)
R isk T heory and S erendipity (1986)
E conomic E quilibrium under U ncertainty (1968)
E quilibrium in C apital M arkets (1979)
E quilibrium P remiums in an I nsurance M arket (1984)
E quilibrium in a R einsurance M arket (1962)
T he T heory of R isk (1967)
S ome E lements of a T heory of R einsurance (1961)
T he O ptimal I nsurance C ontract in a C ompetitive M arket (1983)
W elfare F unctions and G roup D ecisions (1994)
E conomics and G ame T heory (1967)
T he D esign of an O ptimal I nsurance P olicy: N ote (1985)
T he E conomics of R einsurance (1986)
M athematical M ethods in M odern R isk M easurement: A S urvey (2007)
O ptimal R einsurance with G eneral R isk F unctions (2008)
T he B argaining S et of a R einsurance M arket (1981)
O ptimal I nsurance and G eneralized D eductibles (1974)
T he E conomics of M oral H azard: F urther C omment (1968)
T he C ore of a R einsurance M arket (1981)
A llocation of S olvency C ost in G roup A nnuities: A ctuarial P rinciples and C ooperative G ame T heory (1995)
E xistence and U niqueness of E quilibrium in a R einsurance S yndicate (2008)
T he N ash B argaining S olution vs.\ E quilibrium in a R einsurance S yndicate (2008)
P erspectives of R isk S haring (2002)
O ptimal R isk S haring (2003)
R isk, A mbiguity and the S avage A xioms (1961)
O n the F oundations of G ame T heory: T he C ase of N on- A rchimedean U tilities (1971)
C ores of C onvex G ames without S ide P ayments (1985)
N onlinear P reference and U tility T heory (1988)
A ctuarial R isk M easures for F inancial D erivative P ricing (2008)
M axmin E xpected U tility over S avage A cts with a S et of P riors (2000)
G ames and D ecisions: I ntroduction and C ritical S urvey (1957)
V alues of N on- A tomic G ames (1974)
A S mooth M odel of D ecision M aking under A mbiguity (2005)
R ecursive S mooth A mbiguity P references (2009)
A mbiguity A version and I ncompleteness of C ontractual F orm (1998)
S ubjective P robabilities on S mall D omains (2007)
S mall W orlds: M odeling A ttitudes T oward S ources of U ncertainty (2008)
D ifferentiating A mbiguity and A mbiguity A ttitude (2004)
A mbiguity M ade P recise: A C omparative F oundation (2002)
R ange C onvexity and A mbiguity A verse P references (2001)
R isk, A mbiguity, and the S eparation of U tility and B eliefs (2001)
A mbiguous E vents and M axmin E xpected U tility (2007)
A mbiguity, M easurability and M ultiple P riors (2005)
T oward a R ational- C hoice F oundation of N on- A dditive T heories
A mbiguous E vents
S tates, M odels and I nformation: A R econsideration of E llsberg’s P aradox
S tates, M odels and U nitary E quivalence I
S tates, M odels and I nformation
F oundations of N eo- B ayesian S tatistics (2009)
N otes and C omments: O n the U niqueness of C onvex- R anged P robabilities (2004)
A nalogy in D ecision- M aking
A nalogical R easoning in D ecision P rocesses
M easurable A mbiguity (2008)
M easurable A mbiguity (2009)
C apacities and P robabilistic B eliefs: A P recarious C oexistence (1999)
I mprecise P robabilistic B eliefs as a C ontext for D ecision- M aking under A mbiguity
Q ualitative P robabilities on $\lambda$- S ystems (1999)
S ubjective A mbiguity, E xpected U tility and C hoquet E xpected U tility (2002)
S ubjective P robabilities on S ubjectively U nambiguous E vents (2001)
A D efinition of U ncertainty A version (1999)
S trength of P reference and C ardinal U tility (2006)
O n S ome O rdinal M odels for D ecision M aking U nder U ncertainty (2008)
A N ote on W akker’s C ardinal C oordinate I ndependence (2004)
C ardinal U tility , U tilitarianism, and a C lass of I nvariance A xioms in W elfare A nalysis (1983)
D eterminateness of the U tility F unction: R evisiting a C ontroversy of the T hirties (1982)
U tility M easurement: A D irect P roof of L ange’s C onjecture (1984)
S tochastic C hoice and C ardinal U tility (1958)
C ontinuity P roperties of P aretian U tility (1964)
O rdered T opological S paces (1941)
R epresentation of a P reference O rdering by a N umerical F unction (1954)
T opological M ethods in C ardinal U tility T heory (1960)
M easurement S tructures and L inear I nequalities (1964)
F oundations of M easurement: Vol.1 (Additive and polynomial representations) (1971)
O rdered P reference D ifferences W ithout O rdered P references (1986)
M odels of I ndividual P reference C hoice (1977)
U tility T heory W ith I nexact P references and D egrees of P reference (1970)
E lements of a T heory of I nexact M easurement (1965)
A n A xiomatization of U tility B ased on the N otion of U tility D ifferences (1955)
L oss A version in R iskless C hoice: A R eference- D ependent M odel (1991)
S tochastic D ominance and C umulative P rospect T heory (2006)
A n A xiomatization of C umulative P rospect T heory (1993)
N ew P aradoxes of R isky D ecision M aking (2008)
C omparative R isk S ensitivity with R eference- D ependent P references (2002)
R elative R isk A version (1982)
L oss A version U nder P rospect T heory: A P arameter- F ree M easurement (2007)
T hird-generation P rospect T heory (2008)
P arameter- F ree E licitation of U tility and P robability W eighting F unctions (2000)
O n P robabilities and L oss A version (2010)
C onsistent P robabilities A ttitudes (2009)
R isk A version in C umulative P rospect T heory (2008)
W hat is L oss A version? (2005)
R eference D ependence in C umulative P rospect T heory (2003)
R isk A ttitudes and D ecision W eights (1995)
R ethinking R isk A ttitude: A spiration as P ure R isk (2006)
S eparating M arginal U tility and P robabilistic R isk A version (1994)
A dditive R epresentation for E qually S paced S tructures (1991)
C ontinuity of P reference R elations for S eparable T opologies (1988)
D erived S trengths of P reference R elations on C oordinates (1988)
T he A lgebraic versus the T opological A pproach to A dditive R epresentations (1988)
C ardinal C oordinate I ndependence for E xpected U tility (1984)
A n I ndex of L oss A version (2005)
T he B ehavioural C omponents of R isk A version (2007)
T he H ybrid S olutions of an n- P erson G ame (1992)
T he C ore of a G ame with a C ontinuum of P layers and F inite C oalitions: T he M odel and S ome R esults (1986)
C ooperative G ames in S tochastic C haracteristic F unction F orm (1977)
T otally B alanced G ames and G ames of F low (1982)
E xcess F unctions for C ooperative G ames without S idepayments (1975)
O n the N onmonotonicity of the B argaining S et, the K ernel and the N ucleolus of a G ame (1974)
S uper- M odularity: A pplications to C onvex G ames and to the G reedy A lgorithm for LP (1981)
C ore- L ike S olutions for G ames with P robabilistic C hoice of S trategies (1988)
O n P eleg’s T heorem for S tability of C onvex E ffectivity F unctions: A n A lternative P roof and an A pplication to A uthority S tructures (1989)
D ownside L oss A version and P ortfolio M anagement (2006)
A B ehavioral F oundation of R eward- R isk P ortfolio S election and the A sset A llocation P uzzle
A B ehavioral F oundation of R eward- R isk P ortfolio S election and the A sset A llocation P uzzle
R eward- R isk P ortfolio S election and S tochastic D ominance
E xistence of CAPM E quilibria with P rospect T heory P references
F inancial M arket E quilibria with C umulative P rospect T heory
L oss A version in a C onsumption- S avings M odel (1999)
P rospect T heory and A sset P rices (2001)
M ental A ccounting, L oss A version, and I ndividual S tock R eturns (2001)
S tocks as L otteries: T he I mplications of P robability W eighting for S ecurity P rices (2008)
A dvances in B ehavioral E conomics (2004)
P ortfolio S election: E fficient D iversification of I nvestments (1959)
T he U tility of W ealth (1952)
P ortfolio S election (1952)
Mutual Fund Performance (1966)
G ain, L oss and A sset P ricing (2000)
A U niversal P erformance M easure (2002)
M ultiobjective P rogramming and P lanning (1978)
T he O mega F unction
P rospect T heory: A n A nalysis of D ecision U nder R isk (1979)
A dvances in P rospect T heory: C umulative R epresentation of U ncertainty (1992)
S haring A mbiguous R isks (2015)
A n A xiomatization of C umulative P rospect T heory (1993)
A n A xiomatization of C umulative P rospect T heory for D ecision U nder R isk (1999)
A S imple P reference F oundation of C umulative P rospect T heory with P ower U tility (2002)
D evelopments in N on- E xpected U tility T heory: T he H unt for a D escriptive T heory of C hoice under R isk (2000)
S kew- E lliptical D istributions and T heir A pplications: A J ourney B eyond N ormality (2004)
T he E conomics of R isk and T ime (2001)
T he E conomics of R isk and T ime (2001)
O ptimum I nsurance of A pproximate L osses (1996)
E conomic and F inancial D ecisions under R isk (2005)
F oundations for F inancial E conomics (1988)
I ntroduction to the M athematics of A mbiguity (2003)
D istorted P robabilities and C hoice under R isk (1991)
G eneralized E xpected U tility T heory - T he R ank- D ependent M odel (1993)
T he D ual T heory of C hoice under R isk (1987)
O n T he U se of C apacities in M odeling U ncertainty A version and R isk A version (1991)
A T heory of A nticipated U tility (1982)
P sychological- M athematical P robability in R elationships of L ottery G ambles (1953)
A n E xperimental S tudy of the A uction- V alue of an U ncertain O utcome (1948)
O dds A djustments by A merican H orse- R ace B ettors (1949)
R elative I mportance of P robabilities and P ayoffs in R isk T aking (1968)
A P riori P robabilities in G ambling (1959)
P robability- P references among B ets with D iffering E xpected V alues (1954)
T he R eliability of P robability- P references (1954)
P robability- P references in G ambling (1953)
T he P rediction of D ecisions A mong B ets (1955)
S ubjective P robabilities I nferred from D ecisions (1962)
S tated E xpectations as F unctions of P robability and D esirability of O utcomes (1953)
D istortion of S ubjective P robabilities as a R eaction to U ncertainty (1961)
R isk, P robabilities and a N ew T heory of C ardinal U tility (1977)
L e C omportement de l’ H omme R ationnel D evant le R isque: C ritique des A xiomes et P ostulats de l’ 'E cole A m'ericaine (1953)
F ondements d’une T h'eorie P ositive des C hoix C omportant un R isque et C ritique des P ostulats et A xiomes de 1’ 'E cole A m'ericaine (1952)
S ubjectively W eighted U tility: A D escriptive E xtension of the E xpected U tility M odel (1978)
A nticipated U tility T heory: A M easure R epresentation A pproach (1989)
L inear C umulative P rospect T heory with A pplications to P ortfolio S election and I nsurance D emand (2007)
R isk A version in RDEU (2006)
R isk- A version C oncepts in E xpected- and N on- E xpected- U tility M odels (1995)
R ules for O rdering U ncertain P rospects (1969)
S tochastic D ominance and D iversification (1971)
I ncreasing R isk: I . A D efinition (1970)
I ncreasing R isk: II . I ts E conomic C onsequences (1971)
I ncreasing R isk: I. A D efinition (1970)
L ifetime P ortfolio S election under U ncertainty: T he C ontinuous- T ime C ase (1969)
O ptimum C onsumption and P ortfolio R ules in a C ontinuous- T ime M odel (1971)
O ptimum C onsumption and P ortfolio R ules in a C ontinuous- T ime M odel (1971)
U pper C omonotonicity (2009)
S tochastic O rders G enerated by I ntegrals: A U nified S tudy (1997)
S tochastic I nequalities on P artially O rdered S paces (1977)
T he R elationship B etween A rbitrage and F irst O rder S tochastic D ominance (1986)
S tochastic D ominance and C umulative P rospect T heory (2006)
S tochastic D ominance and P rospect D ominance with S ubjective W eighting F unctions (1998)
P rospect T heory: M uch A do A bout N othing? (2002)
P rospect T heory and M ean- V ariance A nalysis (2004)
O rdering R isks: E xpected U tility T heory versus Y aari’s D ual T heory of R isk (1998)
O ptimal P ortfolio C hoice U nder L oss A version (2004)
P ortfolio C hoice and T rading V olume with L oss- A verse I nvestors (2005)
M yopic L oss A version and the E quity P remium P uzzle (1995)
I ncomplete M arkets for I nsurance: A n O verview (1985)
E conomic and F inancial D ecisions under R isk (2005)
T he O ptimal L evel of D eductibility in I nsurance C ontracts (1981)
F airness and C ontract D esign (2007)
E quilibrium in a R einsurance M arket (1962)
R eciprocal R einsurance T reaties S een as a T wo- P erson C o-operative G ame (1960)
P areto E fficient I nsurance C ontracts when the I nsurer’s C ost F unction is D iscontinuous (2003)
E fficient I nsurance C ontracts under E psilon- C ontaminated U tilities (2003)
N eglecting D isaster: W hy D on’t P eople I nsure A gainst L arge L osses? (2004)
N on- E xpected U tility and the R obustness of the C lassical I nsurance P aradigm (1995)
O n I nsurance C ontract D esign for L ow P robability E vents (2008)
I mplications of I ncomplete P erformance for O ptimal I nsurance (2004)
A n A xiomatic A pproach to C hoice under U ncertainty with C atastrophic R isks (2000)
A mbiguity, R isk and A sset R eturns in C ontinuous T ime (2002)
I ntertemporal A sset P ricing under K nightian U ncertainty (1994)
O ptimal I nsurance without E xpected U tility: T he D ual T heory and the L inearity of I nsurance C ontracts (1995)
O ptimal I nsurance in I ncomplete M arkets (1983)
S tochastic D ifferential U tility (1992)
A G eneralized S tochastic D ifferential U tility (2003)
R isk, A mbiguity, and the S avage A xioms (1961)
S ubstitution, R isk A version and the T emporal B ehavior of C onsumption and A sset R eturns: A T heoretical F ramework (1989)
D ifferentiating A mbiguity and A mbiguity A ttitude (2004)
E fficient I ntertemporal A llocations with R ecursive U tility (2000)
A Two-person dynamic equilibrium under ambiguity (2003)
M aximum E xpected U tility with a N on- U nique P rior (1989)
P areto- O ptimal R isk S haring with F ixed C osts per C laim (1987)
P areto- O ptimal C ontracts in an I nsurance M arket (2005)
P areto- O ptimal I nsurance P olicies: T he C ase of N ormal S ummary R isk (2005)
P areto- O ptimal I nsurance P olicies in the M odels with a P remium B ased on the A ctuarial V alue (2006)
A n O ptimal I nsurance P olicy in the I ndividual R isk M odel S een as a B argaining G ame (2006)
O ptimal D ecision R ule in F orming an I nsurance P ortfolio (2006)
A xiomatic C haracterization of I nsurance P rices (1997)
O rdering R isks: E xpected U tility T heory versus Y aari’s D ual T heory of R isk (1998)
C omparison M ethods for S tochastic M odels and R isks (2002)
A rrow’s T heorem on the O ptimality of D eductibles: A S tochastic D ominance A pproach (1996)
A mbiguity and I nsurance D ecisions (1985)
R isk, A mbiguity and I nsurance (1989)
I nsurer A mbiguity and M arket F ailure (1993)
P ricing I nsurance and W arranties: A mbiguity and C orrelated R isks (1992)
I nsurer A mbiguity and M arket F ailure (1993)
O ptimization by V ector S pace M ethods (1969)
O ptimal I ndemnity C ontracts (1985)
E quilibrium in C ompetitive I nsurance M arkerts: A n E ssay on the E conomics of I mperfect I nformation (1976)
A G eneral M odel of I nsurance under A dverse S election (1999)
A nalyzing the D emand for D eductible I nsurance (1999)
I ncreases in R isk and D eductible I nsurance (1991)
T he C onsequences for a M onopolistic I nsurance F irm of E valuating R isk B etter than C ustomers: T he A dverse S election H ypothesis R eversed (2000)
T he S election of an O ptimal D eductible for a G iven I nsurance P olicy (1966)
C ompetition B etween I nsurers with S uperior I nformation (2005)
T he O ptimal L evel of D eductibility in I nsurance C ontracts (1981)
T he E xpected U tility H ypothesis and the S election of O ptimal D eductibles for a G iven I nsurance P olicy (1969)
R epeated I nsurance C ontracts and M oral H azard (1983)
R isk S haring and T ransfer P rice S ystems under U ncertainty (1979)
O n C omonotonicity of P areto O ptimal R isk S haring (2008)
O ptimal I nsurance D esign with R andom I nitial W ealth (2000)
M arket P rice of I nsurance R isk I mplied by C atastrophe D erivatives (2008)
S elf- P rotection and I nsurance with I nterdependencies (2008)
O ptimal I nsurance C ontracts with I nsurer’s B ackground R isk
O ptimal I ncentive C ontracting with E x A nte and E x P ost M oral H azards: T heory and E vidence (1997)
N on- E xpected U tility and the R obustness of the C lassical I nsurance P aradigm (1995)
N on- E xpected U tility and the R obustness of the C lassical I nsurance P aradigm (2000)
N on- E xpected U tility and the R obustness of the C lassical I nsurance P aradigm (Forthcoming)
O ptimal I nsurance (1971)
'E change de R isques entre A ssureurs et des J eux (1977)
I nsurance C ontracts as T wo- P erson G ames (1972)
O ptimal I nsurance C overage: R eply (1987)
O ptimal I nsurance in a C ontinuous- T ime M odel (2006)
I nsurance B argaining under R isk A version (2002)
I nsurance P remiums and D ecision A nalysis (1970)
O ptimal I nsurance with N onseparable B ackground R isk (2001)
T he D esign of O ptimal I nsurance C ontracts: A T opological A pproach (1997)
O ptimal I nsurance C overage (1985)
I nsurance D emand without the E xpected- U tility P aradigm (1997)
A mbiguity A version and the P ropensities for S elf- I nsurance and S elf- P rotection (2011)
A mbiguity and the V alue of I nformation (2010)
I nsurance C ontracts with O ne- S ided A mbiguity
O ptimal I nsurance with D ivergent B eliefs about I nsurer T otal D efault R isk (2003)

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Complexity vs Empirical Score

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