Dominance conditions in non-additive expected utility theory

DOI10.1016/0304-4068(92)90009-VzbMath0761.90012OpenAlexW2052215674MaRDI QIDQ1190234

Marco Scarsini

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1016/0304-4068(92)90009-v

zbMATH Keywords

Ellsberg paradoxdominance conditionsnon-additive expected utility

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (4)

Modeling attitudes towards uncertainty and risk through the use of Choquet integral ⋮ The symmetric Choquet integral with respect to Riesz-space-valued capacities ⋮ The concave integral with respect to Riesz space-valued capacities ⋮ Stochastic dominance with nonadditive probabilities

Cites Work

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• Least concave utility functions
• Stochastic inequalities on partially ordered spaces
• Sulle stratificazioni convesse
• Theory of capacities
• Risk, Ambiguity, and the Savage Axioms
• Stochastic Dominance Decision Rules when the Attributes are Utility Independent
• Dominance Conditions for Multivariate Utility Functions
• Subjective Probability and Expected Utility without Additivity
• Efficiency Analysis for Multivariate Distributions
• Integral Representation Without Additivity
• Comparison of Random Cash Flows

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