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Conditioning Capacities and Choquet Integrals: The Role of Comonotony

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2010A representation of preferences by the Choquet integral with respect to a 2-additive capacity70 cited
2010A characterization of the 2-additive Choquet integral through cardinal information63 cited
2015Option implied ambiguity and its information content: Evidence from the subprime crisis35 cited
2008Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty15 cited
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2008Updating Choquet integrals, Consequentialism and Dynamic consistency5 cited

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2017Asymmetric Choquet random walks and ambiguity aversion or seeking4 cited

2009CONSISTENT DYNAMICE CHOICE AND NON-EXPECTED UTILITY PREFERENCES3 cited

2012Dynamically consistent CEU preferences on -convex events2 cited

2007Dynamically Consistent Conditional Choquet Capacities2 cited

2013Auto Insurance and Adverse Selection in a Choquet Model1 cited

2013Ambiguity as a Source of Temptation: Modeling Unstable Beliefs0 cited

2009Attitude toward information and learning under multiple priors0 cited