Recent Publications
Downloadable in Working Paper form here. See journal websites for published versions
... or just send me an e-mail and maybe I can send you a copy of the published version.
... or just send me an e-mail and maybe I can send you a copy of the published version.
- "Lattices and Lotteries in Apportioning Risk" Geneva Risk and Insurance Review (forthcoming)
- "Consistency of Higher-Order Risk Preferences" (with Cary Deck) -- Econometrica, (Sept. 2014)
- "Uncertain Bequest Needs and Long-Term Insurance Contracts" (with Wenan Fei and Claude Fluet) -- Journal of Risk and Insurance, forthcoming
- "Behavioral Insurance: Theory and Experiments" (with Andreas Richter and Joerg Schiller) -- Journal of Risk and Uncertainty (April 2014)
- "When Ross Meets Bell: The Linex Utility Function" (with Michel Denuit and Louis Eeckhoudt) -- Journal of Mathematical Economics (March 2013)
- "Insurance Contract Design when the Insurer has Private Information on Loss Size " (with Qin Lian) -- Journal of Risk and Insurance (December 2012)
- "Risk Taking with Additive and Multiplicative Background Risks" (with Guenter Franke and Richard Stapleton)-- Journal of Economic Theory(July 2011)
- "Exploring Higher Order Risk Effects" (with Cary Deck) -- Review of Economic Studies (Oct 2010)
- "On the Utility Premium of Friedman and Savage" (with Louis Eeckhoudt)-- Economics Letters (April 2009)
- "Apportioning of Risks via Stochastic Dominance" (with Louis Eeckhoudt and Ilia Tsetlin) -- Journal of Economic Theory (May 2009)
- "Changes in Risk and the Demand for Savings" (with Louis Eeckhoudt) -- Journal of Monetary Economics (Oct 2008)
- "Precautionary Insurance Demand with State-Dependent Background Risk" (with Wenan Fei) -- Journal of Risk and Insurance (March 2008)
- "A Good Sign for Multivariate Risk Taking" (with Louis Eeckhoudt and Beatrice Rey) -- Management Science (January 2007)
- "Mossin’s Theorem for Upper-Limit Insurance Policies" -- Journal of Risk and Insurance (June 2006)
- "Putting Risk in its Proper Place" (with Louis Eeckhoudt) -- American Economic Review (March 2006)
- "Multiplicative Background Risk" (with Guenter Franke and Richard Stapleton) -- Management Science (January 2006)