Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
From MaRDI portal
Publication:1304441
DOI10.1016/S0304-4068(98)00032-9zbMath0962.91023OpenAlexW2078280270WikidataQ114655897 ScholiaQ114655897MaRDI QIDQ1304441
Publication date: 14 November 2000
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(98)00032-9
Related Items
On the precautionary motive for savings and prudence in the rank-dependent utility framework, From sure to strong diversification, Benchmarking real-valued acts, A dual approach to ambiguity aversion, Consistent probability attitudes, The two faces of independence: betweenness and homotheticity, Mixture independence foundations for expected utility, Interval scalability of rank-dependent utility, Reformulating decision theory using fuzzy set theory and Shafer's theory of evidence., Computing rank dependent utility in graphical models for sequential decision problems, Dynamic decision making when risk perception depends on past experience, Risk Aversion in Travel Mode Choice with Rank-Dependent Utility, Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis, Accounting for optimism and pessimism in expected utility, Risk attitudes in axiomatic decision theory: a conceptual perspective, Optimism, pessimism and financial bubbles, The hyperbolic factor: a measure of time inconsistency, Nonmonotonic Choquet integrals, Propensity for hedging and ambiguity aversion, Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks, A revealed reference point for prospect theory, Variations on the measure representation approach, From uniform expected utility to uniform rank-dependent utility: an experimental study, Equilibrium routing under uncertainty, The likelihood method for decision under uncertainty
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Order indifference and rank-dependent probabilities
- Sure things - dominance and independence rules for choice under uncertainty
- Anticipated utility: A measure representation approach
- Choice under risk and the security factor: an axiomatic model
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Additive representations on rank-ordered sets. I: The algebraic approach
- Advances in prospect theory: cumulative representation of uncertainty
- Security level, potential level, expected utility: a three-criteria decision model under risk
- Additive representations on rank-ordered sets. II: The topological approach
- An axiomatization of cumulative prospect theory
- Separating marginal utility and probabilistic risk aversion
- The axiomatic basis of anticipated utility: A clarification
- Rank dependent utility for arbitrary consequence spaces
- Counterexamples to Segal's measure representation theorem
- The measure representation: A correction
- A unifying approach to axiomatic non-expected utility theories: Correction and comment
- A unifying approach to axiomatic non-expected utility theories
- A Schur concave characterization of risk aversion for non-expected utility preferences
- The comonotonic sure-thing principle
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
- Subjective Probability and Expected Utility without Additivity
- Curvature of the Probability Weighting Function
- The Dual Theory of Choice under Risk
- Risk Attitudes and Decision Weights
- Continuity Properties of Paretian Utility
