Infinite Dimensional Analysis: A Hitchhiker's Guide, 2006. ,
Dynamic risk measures: Time consistency and risk measures from BMO martingales, Finance and Stochastics, vol.9, issue.2, p.244, 2008. ,
DOI : 10.1007/978-3-540-44644-6_4
Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes, Electronic Journal of Probability, vol.11, issue.0, pp.57-106, 2006. ,
DOI : 10.1214/EJP.v11-302
URL : https://doi.org/10.1214/ejp.v11-302
Theory of capacities. Annales de l?Institut Fourier 5 131?, p.295, 1953. ,
Topological Methods in Cardinal Utility Theory. Cowles Foundation Discussion Papers, p.76, 1959. ,
Sul significato soggettivo della probabilit??, Fundamenta Mathematicae, vol.17, pp.298-329, 1931. ,
DOI : 10.4064/fm-17-1-298-329
Conditional and dynamic convex risk measures, Finance and Stochastics, vol.9, issue.4, pp.539-561, 2005. ,
DOI : 10.1007/s00780-005-0159-6
URL : http://www.econstor.eu/bitstream/10419/25025/1/495986321.PDF
Comonotonic Measures of Multivariate Risks, Mathematical Finance, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-01053550
Stochastic Finance: An Introduction in Discrete Time, 2004. ,
Convex risk measures and the dynamics of their penalty functions Statistics and Decisions, pp.61-96, 2006. ,
THE VAR AT RISK, International Journal of Theoretical and Applied Finance, vol.13, issue.04, pp.503-506, 2010. ,
DOI : 10.1007/978-4-431-67891-5_4
URL : https://hal.archives-ouvertes.fr/hal-00401793
Dual theory of choice with multivariate risks, Journal of Economic Theory, vol.147, issue.4, pp.1501-1516, 2012. ,
DOI : 10.1016/j.jet.2011.06.002
Theory of Decision under Uncertainty, 2009. ,
DOI : 10.1017/CBO9780511840203
URL : https://hal.archives-ouvertes.fr/hal-00494887
Maxmin expected utility with non-unique prior, Journal of Mathematical Economics, vol.18, issue.2, pp.141-153, 1989. ,
DOI : 10.1016/0304-4068(89)90018-9
URL : https://hal.archives-ouvertes.fr/hal-00753237
Making and Evaluating Point Forecasts, Journal of the American Statistical Association, vol.106, issue.494, pp.746-762, 2011. ,
DOI : 10.1198/jasa.2011.r10138
URL : http://arxiv.org/pdf/0912.0902.pdf
Quelques liens entre la théorie de l'intégrationnonadditive et les domaines de la finance et de l'assurance, 2013. ,
An Axiomatic Approach to Measurable Utility, Econometrica, vol.21, issue.2, pp.291-297, 1953. ,
DOI : 10.2307/1905540
Robust Statistics, 1981. ,
DOI : 10.1002/0471725250
Expectiles and M-quantiles are quantiles, Statistics & Probability Letters, vol.20, issue.2, pp.149-153, 1993. ,
DOI : 10.1016/0167-7152(94)90031-0
Law invariant risk measures have the Fatou property, Advances in Mathematical Economics, vol.9, pp.49-72, 2006. ,
DOI : 10.1007/4-431-34342-3_4
URL : https://hal.archives-ouvertes.fr/halshs-00176522
Prospect theory: An analysis of decision under risk, Econometrica, pp.47-263, 1979. ,
On law invariant coherent risk measures, Advances in Mathematical Economics, vol.3, pp.83-95, 2001. ,
DOI : 10.1007/978-4-431-67891-5_4
Testing Statistical Hypotheses, 2005. ,
, Majorization in multivariate distributions Annals of Statistics, pp.1189-1200, 1974.
Convex majorization with an application to the length of critical paths, Journal of Applied Probability, vol.68, issue.03, pp.671-677, 1979. ,
DOI : 10.1214/aop/1176996706
Asymmetric Least Squares Estimation and Testing, Econometrica, vol.55, issue.4, pp.819-847, 1987. ,
DOI : 10.2307/1911031
Dynamic convex risk measures: time consistency, prudence , and sustainability, 2007. ,
Multivariate comonotonicity, Journal of Multivariate Analysis, vol.101, issue.1, pp.291-304, 2010. ,
DOI : 10.1016/j.jmva.2009.08.003
URL : https://hal.archives-ouvertes.fr/hal-00528400
Mass Transportation Problems, 1998. ,
, Methods Operations Research, vol.9, pp.84-104, 1971.
Elicitation of Personal Probabilities and Expectations, Journal of the American Statistical Association, vol.9, issue.2, pp.783-810, 1971. ,
DOI : 10.1175/1520-0450(1970)009<0143:NUATPS>2.0.CO;2
On the Neyman?Pearson problem for law-invariant risk measures and robust utility functionals, The Annals of Applied Probability, vol.14, issue.3, pp.1398-1423, 2004. ,
DOI : 10.1214/105051604000000341
URL : https://doi.org/10.1214/105051604000000341
Integral Representation Without, pp.255-261, 1986. ,
DOI : 10.2307/2046508
URL : https://www.ams.org/proc/1986-097-02/S0002-9939-1986-0835875-8/S0002-9939-1986-0835875-8.pdf
Subjective Probability and Expected Utility without Additivity, Econometrica, vol.57, issue.3, pp.571-587, 1989. ,
DOI : 10.2307/1911053
URL : http://www.dklevine.com/archive/refs47662.pdf
On a generalization of an inequality of Hardy, Littlewood and Pólya, pp.596-602, 1954. ,
DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY, Mathematical Finance, vol.5, issue.2, pp.419-441, 2006. ,
DOI : 10.1007/BFb0075051