Antoine Bommier

ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich

Zürichbergstrasse 18

Zurich, 8092

Switzerland

SCHOLARLY PAPERS

19

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3,770

SSRN CITATIONS
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Top 7,810

in Total Papers Citations

88

CROSSREF CITATIONS

140

Scholarly Papers (19)

1.

Insurance: Models, Digitalization, and Data Science

Swiss Finance Institute Research Paper No. 19-26
Number of pages: 14 Posted: 03 May 2019 Last Revised: 09 May 2019
University of Lausanne, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, École Polytechnique Fédérale de Lausanne, University of Zurich - Department Finance, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA) and University of Münster - Faculty of Economics
Downloads 489 (112,000)
Citation 1

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2.
Downloads 427 (130,845)
Citation 8

A Robust Approach to Risk Aversion

CER-ETH Center of Economic Research at ETH Zurich Working Paper No. 13/172
Number of pages: 61 Posted: 03 Feb 2013 Last Revised: 27 Feb 2015
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 316 (181,072)
Citation 8

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recursive models, monotonicity, first-order stochastic dominance, temporal lotteries, risk aversion, ambiguity aversion, precautionary savings, asset pricing.

A Robust Approach to Risk Aversion: Disentangling Risk Aversion and Elasticity of Substitution without Giving Up Preference Monotonicity

CCSS Working paper series No. ETH-RC-13-002
Number of pages: 61 Posted: 09 Jan 2014 Last Revised: 08 May 2015
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 67 (644,231)
Citation 6

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recursive models, monotonicity, first-order stochastic dominance, temporal lotteries, risk aversion, ambiguity aversion, precautionary savings, asset pricing

A Robust Approach to Risk Aversion

ETH-RC-13-002
Number of pages: 61 Posted: 28 Feb 2013 Last Revised: 27 Feb 2015
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 44 (787,025)
Citation 2

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recursive models, monotonicity, first-order stochastic dominance, temporal lotteries, risk aversion, ambiguity aversion, precautionary savings, asset pricing.

Recursive Preferences, the Value of Life, and Household Finance

Number of pages: 40 Posted: 13 Feb 2017 Last Revised: 12 Jan 2021
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ESC Rennes School of Business and Institute for Fiscal Studies (IFS)
Downloads 255 (227,124)
Citation 6

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lifecycle model, value of life, risk aversion, saving choices, portfoliochoices, annuity puzzle, recursive utility

Recursive Preferences, the Value of Life, and Household Finance

Cowles Foundation Discussion Paper No. 2231
Number of pages: 55 Posted: 06 May 2020 Last Revised: 26 May 2020
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ESC Rennes School of Business and Institute for Fiscal Studies (IFS)
Downloads 117 (448,129)
Citation 7

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Recursive utility, Lifecycle model, Value of life, Risk aversion, Saving choices, Portfolio choices, Annuity puzzle

Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle

CER-ETH – Center of Economic Research at ETH Zurich Working Paper No. 12/157
Number of pages: 45 Posted: 25 Jan 2012 Last Revised: 11 Jul 2013
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 261 (220,909)
Citation 1

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annuity puzzle, insurance demand, bequest, intergenerational transfers, risk aversion, multiplicative preferences

Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle

ETH RC working paper No. 12-002
Number of pages: 45 Posted: 20 Dec 2012 Last Revised: 11 Jul 2013
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 62 (671,531)
Citation 9

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annuity puzzle, insurance demand, bequest, intergenerational transfers, risk aversion, multiplicative preferences

5.

Recursive Preferences and the Value of Life: A Clarification

Number of pages: 36 Posted: 11 Nov 2016 Last Revised: 12 Jan 2021
Antoine Bommier, Daniel Harenberg and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 287 (201,784)

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value of life, recursive utility, life-cycle models

6.

A Dual Approach to Ambiguity Aversion

CER-ETH – Center of Economic Research at ETH Zurich Working Paper 14/207
Number of pages: 42 Posted: 16 Dec 2014 Last Revised: 26 Aug 2016
Antoine Bommier
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 281 (206,185)
Citation 3

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ambiguity aversion, first-order stochastic dominance, separability, comonotonic sure-thing principle, rank-dependent utility, saving behavior, portfolio choice

7.

Disagreement Aversion

Number of pages: 44 Posted: 16 Nov 2021 Last Revised: 21 Mar 2022
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, CNRS, ETH Zürich and University of Kaiserslautern
Downloads 246 (235,554)

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Disagreement Aversion, Ambiguity Aversion, Belief Aggregation, Decision under Uncertainty, Precautionary Principle

Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences

Number of pages: 32 Posted: 16 Apr 2014
Antoine Bommier
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 193 (294,998)
Citation 4

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longevity, life-cycle savings, wealth accumulation, risk-sensitive preferences, risk aversion

Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences

ETH Risk Center – Working Paper Series No. ETH-RC-14-006
Number of pages: 33 Posted: 21 May 2014
Antoine Bommier
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 47 (765,316)
Citation 4

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longevity, life-cycle savings, wealth accumulation, risk-sensitive preferences, risk aversion

9.

Risk Aversion and Savings Behavior

Number of pages: 55 Posted: 14 Sep 2023
Antoine Bommier, Francois Le Grand and Lionel Wilner
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ESC Rennes School of Business and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Downloads 137 (395,341)

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risk aversion, savings, lifecycle models

10.

The Optimal Allocation of Longevity Risk with Perfect Insurance Markets

Number of pages: 35 Posted: 12 Feb 2018 Last Revised: 22 Feb 2018
Antoine Bommier and Hélène Schernberg
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ETH Zurich
Downloads 129 (414,453)
Citation 1

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pensions, longevity risk, risk-sharing, risk-sensitive preferences

11.

Risk Aversion and Precautionary Savings in Dynamic Settings

Number of pages: 15 Posted: 15 Jul 2016
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 122 (432,318)
Citation 6

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risk aversion, precautionary savings, recursive models, monotonicity

12.
Downloads 121 (435,027)
Citation 40

Life-Cycle Preferences Revisited

CER-ETH Working Paper No. 11/155
Number of pages: 49 Posted: 22 Dec 2011
Antoine Bommier
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 81 (577,480)
Citation 16

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intertemporal choice, life-cycle models, multivariate risk aversion, uncertain lifetime

Life-Cycle Preferences Revisited

ETH Risk Center Working Paper No. 12-001
Number of pages: 47 Posted: 21 Dec 2012
Antoine Bommier
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 40 (817,652)
Citation 25

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Intertemporal choice, Life-cycle models, Multivariate risk aversion, Uncertain lifetime

13.

On Monotone Recursive Preferences

Number of pages: 54 Posted: 10 Jul 2016
Antoine Bommier, Asen Kochov and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, University of Rochester and ESC Rennes School of Business
Downloads 111 (464,001)
Citation 30

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recursive utility, monotonicity, stationarity, temporal lotteries, risk aversion

14.

The Impact of Risk and Ambiguity Aversion on Annuity and Saving Choices

Number of pages: 28 Posted: 18 Feb 2021
Eric André, Antoine Bommier and Francois Le Grand
EMLYON Business School, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 108 (473,285)

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recursive utility, lifecycle model, ambiguity aversion, risk aversion,saving choices, annuity puzzle

15.

Altruistic Foreign Aid and Climate Change Mitigation

Environmental and Resource Economics
Number of pages: 36 Posted: 25 Nov 2019 Last Revised: 28 Aug 2022
ETH Zürich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ETH Zürich
Downloads 101 (496,344)
Citation 1

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Altruism, Climate change, Development aid, International policies, Public good

16.

Risk Aversion and the Value of Risk to Life

CER-ETH – Center of Economic Research at ETH Zurich Working Paper No. 10/133
Number of pages: 41 Posted: 09 Sep 2010
Antoine Bommier and Bertrand Villeneuve
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Université Paris-Dauphine, PSL Research University
Downloads 89 (538,682)
Citation 4

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Value of Statistical Life, Lifecycle Behavior, Cost-benefit Analysis

17.

On the Public Economics of Annuities with Differential Mortality

CER-ETH – Center of Economic Research at ETH Zurich Working Paper 10/135
Number of pages: 41 Posted: 11 Sep 2010
Antoine Bommier, M.‐L. Leroux and Jean-Marie Lozachmeur
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, University of Quebec at Montreal (UQAM) and University of Toulouse 1
Downloads 74 (600,592)
Citation 19

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Uncertain Lifetime, Redistribution, Annuities, Nonlinear Taxation

18.

Comparative Risk Aversion: A Formal Approach with Applications to Saving Behaviors

CER-ETH Center of Economic Research at ETH Zurich Working Paper No. 10/134
Number of pages: 38 Posted: 09 Sep 2010
Antoine Bommier, Arnold Chassagnon and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, Paris School of Economics (PSE) and ESC Rennes School of Business
Downloads 73 (605,177)
Citation 10

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Risk aversion, Savings behaviors, Precautionary savings

19.

Existence of Equilibria in Exhaustible Resource Markets with Economies of Scale and Inventories

Number of pages: 44 Posted: 24 Aug 2014 Last Revised: 19 Jan 2015
Antoine Bommier, Lucas Bretschger and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 40 (796,720)

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Exhaustible resources, nonconvex extraction cost, equilibrium existence, resource storage.