Antoine Bommier

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

Zürichbergstrasse 18

Zurich, 8092

Switzerland

SCHOLARLY PAPERS

17

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36

CROSSREF CITATIONS

115

Scholarly Papers (17)

1.
Downloads 306 (102,550)
Citation 2

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 EMLYON Business School
Downloads 236 (134,139)
Citation 1

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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 EMLYON Business School
Downloads 42 (440,740)
Citation 2

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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 EMLYON Business School
Downloads 28 (508,778)
Citation 1

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

2.

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 244 (130,292)
Citation 4

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

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 EMLYON Business School
Downloads 181 (172,669)
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 EMLYON Business School
Downloads 41 (444,969)
Citation 6

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

4.

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, Ecole Polytechnique Fédérale de Lausanne, University of Zurich - Department of Banking and Finance, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA) and University of Muenster - Faculty of Economics
Downloads 173 (179,704)

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5.

Household Finance and the Value of Life

Number of pages: 30 Posted: 13 Feb 2017 Last Revised: 03 Jun 2017
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 EMLYON Business School
Downloads 150 (202,884)
Citation 6

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Recursive Utility, Life-Cycle Model, Risk Aversion, Saving Choices, Portfolio Choices, Value of Life

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 121 (241,220)
Citation 3

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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 26 (520,725)
Citation 3

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

7.

Recursive Preferences and the Value of Life: A Clarification

Number of pages: 29 Posted: 11 Nov 2016 Last Revised: 24 Sep 2018
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 EMLYON Business School
Downloads 110 (257,401)

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value of life, recursive utility, life-cycle models

8.
Downloads 72 (336,067)
Citation 39

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 49 (412,950)
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 23 (539,796)
Citation 24

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

9.
Downloads 69 (343,980)
Citation 4

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 65 (359,581)
Citation 4

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

Risk Aversion and the Value of Risk to Life

Journal of Risk and Insurance, Vol. 79, Issue 1, pp. 77-104, 2012
Number of pages: 27 Posted: 24 Feb 2012
Antoine Bommier and Bertrand Villeneuve
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Université Paris-Dauphine, PSL Research University
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10.

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 EMLYON Business School
Downloads 65 (355,063)
Citation 8

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

11.

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 59 (372,857)

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

12.

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 EMLYON Business School
Downloads 59 (372,857)
Citation 3

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risk aversion, precautionary savings, recursive models, monotonicity

13.

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 EMLYON Business School
Downloads 45 (420,444)
Citation 8

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Risk aversion, Savings behaviors, Precautionary savings

14.

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 EMLYON Business School
Downloads 21 (534,869)

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

15.

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 21 (534,869)
Citation 19

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Uncertain Lifetime, Redistribution, Annuities, Nonlinear Taxation

16.

Altruistic Foreign Aid and Climate Change Mitigation

Number of pages: 25 Posted: 25 Nov 2019
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, affiliation not provided to SSRN, ETH Zürich and ETH Zürich
Downloads 12 (591,136)

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Public good provision, Altruism, Climate change, Development aid

17.

The Pareto Principle of Optimal Inequality

International Economic Review, Vol. 53, Issue 2, pp. 593-608, 2012
Posted: 23 May 2012
Antoine Bommier and Stéphane Zuber
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Paris School of Economics (PSE)
Downloads 1 (674,430)
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