Preference for equivalent random variables: A price for unbounded utilities

DOI10.1016/j.jmateco.2008.12.002zbMath1164.91006OpenAlexW2104623193MaRDI QIDQ1026248

Mark J. Schervish, Teddy Seidenfeld, Joseph B. Kadane

Publication date: 24 June 2009

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Preference_for_Equivalent_Random_Variables_A_Price_for_Unbounded_Utilities/6492464

zbMATH Keywords

St. Petersburg paradoxcoherent previsionsnon-Archimedean preferencesequivalent variablesunbounded utilities

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items

Non-Archimedean preferences over countable lotteries ⋮ How to co-exist with nonexistent expectations ⋮ Additive representation of separable preferences over infinite products ⋮ Dominating countably many forecasts ⋮ Comparative expectations ⋮ On the equivalence of conglomerability and disintegrability for unbounded random variables

Cites Work

• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
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