Least convex capacities

DOI10.1007/s001990050254zbMath0917.90038OpenAlexW1983044642MaRDI QIDQ1285882

Larry G. Epstein, Jian-Kang Zhang

Publication date: 18 July 1999

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001990050254

zbMATH Keywords

uncertaintycapacityambiguityrisk aversionuncertainty aversionChoquet expected utilitynon-additive probabilityconvex capacity

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

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