P. Balduzzi and C. Robotti, Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-beta Models". Working paper series, Federal Reserve Bank of Atlanta, pp.2005-2009, 2005.

B. J. Barnett, J. R. Black, Y. Hu, and J. R. Skees, Is Area Yield Insurance Competitive with Farm Yield Insurance, Journal of Agricultural and Resource Economics, vol.30, pp.285-301, 2005.

C. G. Beltratti and . Heal, Uncertainty future preferences and conservation, " in sustainability dynamics and uncertainty, Chichinisky, Heal and Vercelli eds, 1998.

M. Brennan and E. Schwartz, Evaluating Natural Resource Investments, The Journal of Business, vol.58, issue.2, pp.135-157, 1985.
DOI : 10.1086/296288

R. G. Chambers and J. Quiggin, Optimal Producer Behavior in the Presence of Area-Yield Crop Insurance, American Journal of Agricultural Economics, vol.84, issue.2, pp.320-354, 2002.
DOI : 10.1111/1467-8276.00300

G. Chichilnisky, Sustainable development: an axiomatic approach, Social Choice and Welfare, vol.13, issue.2, pp.199-248, 1996.

G. Chichilnisky, The topology of fear, Journal of Mathematical Economics, vol.45, issue.12, 2009.
DOI : 10.1016/j.jmateco.2009.06.006

P. H. Chou and G. Zhou, Using Bootstrap to Test Portfolio Efficiency, Annals of Economics and Finance, vol.7, pp.217-249, 2006.

G. Cortazar, E. S. Schwartz, and M. Salinas, Evaluating Environmental Investments: A Real Options Approach, Management Science, vol.44, issue.8, pp.1059-1070, 1998.
DOI : 10.1287/mnsc.44.8.1059

J. Cox, S. Ross, and M. Rubinstein, Option pricing: A simplified approach, Journal of Financial Economics, vol.7, issue.3, pp.229-263, 1979.
DOI : 10.1016/0304-405X(79)90015-1

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.379.7582

D. Finetti and B. , Fondamenti logici del raggionamento probabilistico, 1930.

X. Deng, B. J. Barnett, and D. V. Vedenov, Is There a Viable Market for Area-Based Crop Insurance?, American Journal of Agricultural Economics, vol.89, issue.2, pp.508-519, 2007.
DOI : 10.1111/j.1467-8276.2007.00975.x

E. Dieccidue and P. Wakker, Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension, Mathematical Social Sciences, vol.43, issue.2, pp.135-149, 2002.
DOI : 10.1016/S0165-4896(01)00084-1

A. Dixit and R. Pindyck, Investment under uncertainty, 1994.

B. Efron, Bootstrap Methods: Another Look at the Jackknife, The Annals of Statistics, vol.7, issue.1, pp.1-26, 1979.
DOI : 10.1214/aos/1176344552

G. Enjolras and R. Kast, Using Participating and Financial Contracts to Insure Catastrophe Risk: Implications for Crop Risk Management, Lameta Working Paper, pp.2008-2009, 2008.

L. Epstein, A Definition of Uncertainty Aversion, Review of Economic Studies, vol.66, issue.3, pp.579-608, 1999.
DOI : 10.1111/1467-937X.00099

L. Epstein and M. Lebreton, Dynamically Consistent Beliefs Must Be Bayesian, Journal of Economic Theory, vol.61, issue.1, 1993.
DOI : 10.1006/jeth.1993.1056

L. Epstein and J. Miao, A two-person dynamic equilibrium under ambiguity, Journal of Economic Dynamics and Control, vol.27, issue.7, pp.1253-1288, 2003.
DOI : 10.1016/S0165-1889(02)00059-3

L. Epstein and M. Schneider, Recursive multiple-priors, Journal of Economic Theory, vol.113, issue.1, pp.1-31, 2003.
DOI : 10.1016/S0022-0531(03)00097-8

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.319.5882

L. Epstein and M. Schneider, Ambiguity, Information Quality, and Asset Pricing, The Journal of Finance, vol.56, issue.1, 2006.
DOI : 10.1111/j.1540-6261.2008.01314.x

L. Epstein and T. Wang, Intertemporal Asset Pricing under Knightian Uncertainty, Econometrica, vol.62, issue.2, pp.283-322, 1994.
DOI : 10.2307/2951614

L. Epstein and S. Zin, Substitution, risk aversion and the temporal behavior of consumption and asset returns: a theoretical framework, Econometrica, 1989.

I. Gilboa and D. Schmeidler, Maxmin expected utility with non-unique prior, Journal of Mathematical Economics, vol.18, issue.2, pp.141-153, 1989.
DOI : 10.1016/0304-4068(89)90018-9

URL : https://hal.archives-ouvertes.fr/hal-00753237

I. Gilboa and D. Schmeidler, Updating Ambiguous Beliefs, Journal of Economic Theory, vol.59, issue.1, pp.33-49, 1993.
DOI : 10.1006/jeth.1993.1003

URL : https://hal.archives-ouvertes.fr/hal-00753150

P. Ghirardato, On Independence for Non-Additive Measures, with a Fubini Theorem, Journal of Economic Theory, vol.73, issue.2, pp.261-291, 1997.
DOI : 10.1006/jeth.1996.2241

P. Ghirardato, Revisiting Savage in a conditional world, Economic Theory, vol.20, issue.1, pp.83-92, 2002.
DOI : 10.1007/s001990100188

P. Hall, Chapter 39 Methodology and theory for the bootstrap, 1994.
DOI : 10.1016/S1573-4412(05)80008-X

R. E. Just and R. D. Pope, Production Function Estimation and Related Risk Considerations, American Journal of Agricultural Economics, vol.61, issue.2, pp.277-284, 1979.
DOI : 10.2307/1239732

E. Karni and D. Schmeidler, Atemporal dynamic consistency and expected utility theory, Journal of Economic Theory, vol.54, issue.2, pp.401-408, 1991.
DOI : 10.1016/0022-0531(91)90130-V

R. Kast, A. Lapied, and S. Pardo, Virtual underlying security, 2003.

R. Kast, A. Lapied, and S. Pardo, Construction d'un portefeuille sous-jacent virtuel, Revue Economique, p.55, 2004.

A. Lapied, P. Toqueoeuf, and . Greqam, Consistent dynamic choice and non expected utility preferences, 2007.
URL : https://hal.archives-ouvertes.fr/hal-00416214

R. Kast and A. Lapied, Dynamically consistent Choquet capacities, ICER WP, 2008.

M. Machina, Dynamic consistency and non expected utility models of choice under uncertainty, Journal of Economic Literature, vol.22, pp.1622-1668, 1998.

O. Mahul, Optimum Area Yield Crop Insurance, American Journal of Agricultural Economics, vol.81, issue.1, pp.75-82, 1999.
DOI : 10.2307/1244451

URL : http://ajae.oxfordjournals.org/cgi/content/short/81/1/75

O. Mahul and D. Vermersch, Hedging crop risk with yield insurance futures and options, European Review of Agriculture Economics, vol.27, issue.2, pp.109-126, 2000.
DOI : 10.1093/erae/27.2.109

URL : http://erae.oxfordjournals.org/cgi/content/short/27/2/109

M. Marinacci, Limit Laws for Non-additive Probabilities and Their Frequentist Interpretation, Journal of Economic Theory, vol.84, issue.2, pp.145-195, 1997.
DOI : 10.1006/jeth.1998.2479

R. C. Merton, An Intertemporal Capital Asset Pricing Model, Econometrica, vol.41, issue.5, pp.867-887, 1973.
DOI : 10.2307/1913811

R. C. Merton, Theory of Rational Option Pricing, The Bell Journal of Economics and Management Science, vol.4, issue.1, pp.141-183, 1973.
DOI : 10.2307/3003143

M. J. Miranda, Area-Yield Crop Insurance Reconsidered, American Journal of Agricultural Economics, vol.73, issue.2, pp.233-275, 1991.
DOI : 10.2307/1242708

URL : http://ajae.oxfordjournals.org/cgi/content/short/73/2/233

J. Mossin, Equilibrium in a Capital Asset Market, Econometrica, vol.34, issue.4, pp.768-783, 1966.
DOI : 10.2307/1910098

K. Nishimura and H. Ozaki, A simple axiomatization of iterated Choquet objectives, W. P. CIRJE, 2003.

S. Pardo, Valuation of a contingent claim and surrogate asset limitations: A way out, mimeo, 2002.

A. Pindyck and R. Dixit, Investments under uncertainty, 1994.

F. Ramsey, Truth and probability" reprint in The foundations of mathematics and other logical essays, 1926.

B. Ramaswami and T. L. Roe, Aggregation in Area-Yield Crop Insurance: The Linear Additive Model, American Journal of Agricultural Economics, vol.86, issue.2, pp.420-431, 2004.
DOI : 10.1111/j.0092-5853.2004.00588.x

R. M. Rejesus, K. H. Coble, T. Knight, and J. Yufei, Developing Experience-Based Premium Rate Discounts in Crop Insurance, American Journal of Agricultural Economics, vol.88, issue.2, pp.409-419, 2006.
DOI : 10.1111/j.1467-8276.2006.00867.x

S. A. Ross, The arbitrage theory of capital asset pricing, Journal of Economic Theory, vol.13, issue.3, pp.341-360, 1976.
DOI : 10.1016/0022-0531(76)90046-6

R. Sarin and P. Wakker, Dynamic choice and Non Expected Utility, Journal of Risk and Uncertainty, vol.17, issue.2, pp.87-119, 1998.
DOI : 10.1023/A:1007769628257

D. Schmeidler, Subjective Probability and Expected Utility without Additivity, Econometrica, vol.57, issue.3, pp.571-587, 1989.
DOI : 10.2307/1911053

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295.4096

M. Slade, Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investments, Journal of Environmental Economics and Management, vol.41, issue.2, pp.193-223, 2001.
DOI : 10.1006/jeem.2000.1139

V. H. Smith, H. H. Chouinard, and A. E. Baquet, Almost Ideal Area Yield Crop Insurance Contracts, Agricultural and Resource Economics Review, vol.12, issue.01, pp.75-83, 1994.
DOI : 10.1111/j.1467-8489.1984.tb00431.x

URL : http://digitalcommons.unl.edu/cgi/viewcontent.cgi?article=1066&context=ageconfacpub