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Optimal risk-sharing rules and equilibria with Choquet-expected-utility
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Chateauneuf, A.
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ELSEVIER
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2000
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| 2 |
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Choquet Pricing for Financial Markets with Frictions
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Chateauneuf, A.
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BLACKWELL PUBLISHERS
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1996
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| 3 |
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Decomposable capacities, distorted prob- abilities and concave capacities
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Chateauneuf, A
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North-Holland
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1996
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| 4 |
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Choice under uncertainty with the best and worst in mind: Neo-additive capacities
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Chateauneuf, A.; Eichberger, J.; Grant, S.
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Elsevier Science B.V., Amsterdam
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2007
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| 5 |
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The Principle of Strong Diminishing Transfer
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Chateauneuf, A.; Gajdos, T.; Wilthien, P.-H.
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ACADEMIC PR
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2002
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| 6 |
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Comonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of Risk
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Chateauneuf, Alain; Mostoufi, Mina; Vyncke, David
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Institutional Investor, Inc
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2016
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| 7 |
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A Yosida-Hewitt decomposition for totally monotone games
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Chateauneuf, A.; Rebille, Y.
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Elsevier Science B.V., Amsterdam.
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2004
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| 8 |
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Ambiguity through confidence functions
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Chateauneuf, A.; Faro, J. H.
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Elsevier Science B.V., Amsterdam.
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2009
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| 9 |
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Modeling attitudes toward uncertainty through the use of the Sugeno integral
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Chateauneuf, A.; Grabisch, M.; Rico, A.
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Elsevier Science B.V., Amsterdam.
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2008
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| 10 |
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Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
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Chateauneuf, A.; Cohen, M.; Meilijson, I.
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Elsevier Science B.V., Amsterdam.
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2004
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