ICER Working Papers - Applied Mathematics Series

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2003: Some Counterexamples in Positive Dependence

Taizhong Hu, Alfred Müller and Marco Scarsini

2003: Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex

Marco Dall’Aglio and Marco Scarsini

2003: Positive value of information in games

Bruno Bassan, Olivier Gossner, Marco Scarsini and Shmuel Zamir

2003: Monotone Continuous Multiple Priors

Massimo Marinacci, Fabio Maccheroni, Alain Chateauneuf and Jean-Marc Tallon

2003: Archimedean Copulae and Positive Dependence

Alfred Müller and Marco Scarsini

2003: Ultramodular functions

Massimo Marinacci and Luigi Montrucchio

2003: Decision Making with Imprecise Probabilistic Information

Thibault Gajdos, Jean-Marc Tallon and Jean-Christophe Vergnaud

2003: Multidimensional generalized Gini indices

Thibault Gajdos and John Weymark

2003: Choquet insurance pricing: a caveat

Erio Castagnoli, Fabio Maccheroni and Massimo Marinacci

2003: A smooth model of decision making under ambiguity

Peter Klibanoff, Massimo Marinacci and Sujoy Mukerji

2003: Unequal uncertainties and uncertain inequalities: an axiomatic approach

Thibault Gajdos and Eric Maurin

2003: Cores and stable sets of finite dimensional games

Massimo Marinacci and Luigi Montrucchio

2003: A folk theorem for minority games

Jérôme Renault, Sergio Scarlatti and Marco Scarsini

2003: Existence of solutions and asset pricing bubbles in general equilibrium models

Claudio Mattalia

2003: The convexity-cone approach to comparative risk and downside risk

Salvatore Modica and Marco Scarsini

2002: Certainty Independence and the Separation of Utility and Beliefs

Paolo Ghirardato, Fabio Maccheroni and Massimo Marinacci

2002: Wealth Polarization and Pulverization in Fractal Societies

Guido Cozzi and Fabio Privileggi

2002: Insurance Premia Consistent with the Market

Erio Castagnoli, Fabio Maccheroni and Massimo Marinacci

2002: How to cut a pizza fairly: fair division with descreasing marginal evaluations

Massimo Marinacci and Fabio Maccheroni

2002: The convexity-cone approach to comparative risk and downside risk

Massimo Marinacci and Luigi Montrucchio

2002: Ambiguity from the Differential Viewpoint

Paolo Ghirardato, Fabio Maccheroni and Massimo Marinacci

2002: Coherence without Additivity

Enrico Diecidue and Fabio Maccheroni

2002: Optimal investment strategies and risk measures in defined contribution pension schemes

Steven Haberman and Elena Vigna

2002: Pricing Vulnerable Options with Copulas

Umberto Cherubini and Elisa Luciano

2002: Multivariate Option Pricing with Copulas

Umberto Cherubini and Elisa Luciano

2001: Yaari dual theory without the completeness axiom

Fabio Maccheroni

2001: BV as a dual space

Fabio Maccheroni and William H. Ruckle

2001: Change of numéraire for affine arbitrage pricing models driven by multifactor marked point processes

Andrea Roncoroni

2001: A subjective spin on roulette wheels

Paolo Ghirardato, Fabio Maccheroni, Massimo Marinacci and Marciano Siniscalchi

2001: Credit rationing, wealth inequality, and allocation of talent

Maitreesh Ghatak, Massimo Morelli and Tomas Sjostrom

2001: Risk, ambiguity, and the separation of utility and beliefs

Massimo Marinacci and Paolo Ghirardato

2001: Random correspndences as bundles of random variables

Adriana Castaldo and Massimo Marinacci

2001: Expected utility theory without the completeness axiom

Juan Dubra, Fabio Maccheroni and Efe Oki

2001: Subcalculus for set functions and cores of TU games

Massimo Marinacci and Luigi Montrucchio

2001: Optimal two-object auctions with synergies

Domenico Menicucci

2001: Probabilistic sophistication and multiple priors

Massimo Marinacci

2001: On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type

Luigi Montrucchio and Fabio Privileggi