Applied Mathematics list of working papers 2003
(please click on paper's number to read the abstracts)


Other Papers are available here

Working Paper
Author
Subject

Salvatore Modica, Marco Scarsini

The convexity-cone approach to comparative risk and downside risk (Download )
Claudio Mattalia
Existence of solutions and asset pricing bubbles in general equilibrium models (Download )
Massimo Marinacci, Luigi Montrucchio
Cores and stable sets of finite dimensional games (Download )
Jerome Renault, Sergio Scarlatti, Marco Scarsini
A folk theorem for minority games (Download )
Peter Klibanoff, Massimo Marinacci, Sujoy Mukerji
A smooth model of decision making under ambiguity (Download )
Massimo Marinacci, Luigi Montrucchio
Ultramodular functions (Download )
Erio Castagnoli, Fabio Maccheroni, Massimo Marinacci
Choquet insurance pricing: a caveat (Download )
Thibault Gajdos, Eric Maurin
Unequal uncertainties and uncertain inequalities: an axiomatic approach (Download )
Thibault Gajdos, John A. Weymark
Multidimensional generalized Gini indices (Download )
Thibault Gajdos, Jean-Marc Tallon, and Jean-Christophe Vergnaud
Decision Making with Imprecise Probabilistic Information (Download )
Alfred Müller, Marco Scarsini
Archimedean Copulae and Positive Dependence (Download)
Bruno Bassan, Olivier Gossner, Marco Scarsini, and Shmuel Zamir

Positive value of information in games (Download)

Marco Dall'Aglio, Marco Scarsini
Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex (Download)
Taizhong Hu, Alfred Müller and Marco Scarsini
Some Counterexamples in Positive Dependence (Download)
Massimo Marinacci, Fabio Maccheroni, Alain Chateauneuf, and Jean-Marc Tallon
Monotone Continuous Multiple Priors (Download)
Massimo Marinacci, Luigi Montrucchio
Introduction to the Mathematics of Ambiguity (Download )