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Almost expectation and excess dependence notions

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401

Persistent link: https://www.econbiz.de/10011377445

Risk sharing in labour markets

Bigsten, Arne; Collier, Paul; Dercon, Stefan; … - 2003 - Rev.

-sections between wages and profitability. The alternative explanation of risk sharing between workers and employers has not been tested …. Using a unique panel data set for four African countries we find strong evidence of risk sharing. Workers in effect offer … insurance to employers: when firms are hit by temporary shocks the effect on profits is cushioned by risk sharing with workers …

Persistent link: https://www.econbiz.de/10011334356

Benchmark values for higher order coefficients of relative risk aversion

Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94

Persistent link: https://www.econbiz.de/10010345268

Tail mutual exclusivity and tail-var lower bounds

Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015

In this paper, we extend the concept of mutual exclusivity proposed by Dhaene and Denuit (1999) to its tail counterpart and baptise this new dependency structure as tail mutual exclusivity. Probability levels are first specified for each component of the random vector. Under this dependency...

Persistent link: https://www.econbiz.de/10010477089

Risk sharing in labour markets

Bigsten, Arne (contributor) - 2003

Persistent link: https://www.econbiz.de/10001882991

Risk aversion, prudence, and asset allocation : a review and some new developments

Denuit, Michel; Eeckhoudt, Louis R. - In: Theory and decision : an international journal for … 80 (2016) 2, pp. 227-243

Persistent link: https://www.econbiz.de/10011593667