Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences

DOI10.1016/S0304-4068(98)00032-9zbMath0962.91023OpenAlexW2078280270WikidataQ114655897 ScholiaQ114655897MaRDI QIDQ1304441

Alain Chateauneuf

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

zbMATH Keywords

risk aversionrank dependent expected utilitycomonotonic mixture independencesure lotteries

Mathematics Subject Classification ID

Transportation, logistics and supply chain management (90B06) Utility theory (91B16)

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