Béatrice Rey

University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)

93, chemin des Mouilles

Ecully, 69130

France

SCHOLARLY PAPERS

8

DOWNLOADS

226

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Incentive and Welfare Effects of Idiosyncratic Return Risk

Number of pages: 34 Posted: 29 Mar 2018 Last Revised: 23 Mar 2020
Christophe Courbage, Richard Peter and Béatrice Rey
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), University of Iowa and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 50 (468,788)

Abstract:

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correlation attitude, risk preferences, saving, idiosyncratic returns

2.

How Vulnerable Is Risk Aversion to Wealth, Health and Other Risks? An Empirical Analysis for Europe

GATE WP 1827 – November 2018
Number of pages: 19 Posted: 06 Dec 2018
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), University of Applied Sciences Western Switzerland - Geneva School of Business Administration and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 43 (498,421)
Citation 4

Abstract:

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risk aversion, (cross-) DARA, (cross-) risk vulnerability, background risk, health risk

3.

On the Shape of Non-Monetary Measures for Risks

Swiss Finance Institute Research Paper No. 16-77
Number of pages: 17 Posted: 20 Dec 2016 Last Revised: 04 Jan 2017
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), University of Geneva - Geneva School of Economics and Management and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 40 (512,199)

Abstract:

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risk apportionment, superadditivity, RA-n utility premium

4.

On the Properties of Non-Monetary Measures for Risks

GATE, WP 1710 – February 2017
Number of pages: 17 Posted: 20 Feb 2017
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), University of Geneva - Geneva School of Economics and Management and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 25 (594,275)
Citation 1

Abstract:

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risk apportionment, superadditivity, RA-n utility premium

5.

On Ambiguity Apportionment

GATE WP 1527
Number of pages: 14 Posted: 03 Nov 2015
Christophe Courbage and Béatrice Rey
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO) and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 22 (614,404)

Abstract:

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Smooth ambiguity aversion, more ambiguity, ambiguity apportionment, stochastic dominance

6.

The Value of a Statistical Life Under Changes in Ambiguity

GATE Working Paper No. 1832
Number of pages: 37 Posted: 08 Dec 2018
Han Bleichrodt, Christophe Courbage and Béatrice Rey
Erasmus University Rotterdam (EUR) - Institute of Health Policy and Management, Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO) and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 17 (649,197)
Citation 1

Abstract:

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Value of a statistical life, ambiguity, prudence, smooth ambiguity model, neoadditive preferences

7.

New Results for Additive and Multiplicative Risk Apportionment

GATE Working Paper Series WP 1915 - April 2019
Number of pages: 18 Posted: 16 May 2019
Henri Loubergé, Yannick Malevergne and Béatrice Rey
University of Geneva - Geneva School of Economics and Management, Université Paris I Panthéon-Sorbonne - Laboratoire PRISM and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 16 (656,344)

Abstract:

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Additive Risks, Constant Relative Risk Aversion, Multiplicative Risks, Preserved Preference Ranking, Risk Apportionment

8.

On Temperance and Risks Spreading

GATE WP 1828 – November 2018
Number of pages: 13 Posted: 05 Dec 2018 Last Revised: 25 Jan 2019
Christophe Courbage and Béatrice Rey
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO) and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 13 (678,652)

Abstract:

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temperance, risk spreading, superadditivity, utility premium