Modeling attitudes towards uncertainty and risk through the use of Choquet integral
From MaRDI portal
Publication:1339163
DOI10.1007/BF02032158zbMath0823.90005MaRDI QIDQ1339163
Publication date: 25 October 1995
Published in: Annals of Operations Research (Search for Journal in Brave)
Related Items (27)
Some remarks on \(T\)-supermodularity of Choquet integral ⋮ The binomial Gini inequality indices and the binomial decomposition of welfare functions ⋮ On the polytope of non-additive measures ⋮ Patience in some non-additive models ⋮ Rationality principles for preferences on belief functions ⋮ Choquet expected discounted utility ⋮ A representation of preferences by the Choquet integral with respect to a 2-additive capacity ⋮ Unnamed Item ⋮ Representation of maxitive measures: An overview ⋮ The Polytope of Fuzzy Measures and Its Adjacency Graph ⋮ Choquet integral with respect to a symmetric fuzzy measure of a function on the real line ⋮ Modeling attitudes toward uncertainty through the use of the Sugeno integral ⋮ A discrete Choquet integral for ordered systems ⋮ Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure ⋮ Some characterizations of non-additive multi-period models ⋮ On the use of capacities in representing premium calculation principles ⋮ Identification of fuzzy measures from sample data with genetic algorithms ⋮ Axiomatic structure of \(k\)-additive capacities ⋮ Sequentially continuous non-monotonic Choquet integrals ⋮ Extreme points of some families of non-additive measures ⋮ New axiomatisations of discrete quantitative and qualitative possibilistic integrals ⋮ Dutch book rationality conditions for conditional preferences under ambiguity ⋮ Portfolio allocation problems between risky and ambiguous assets ⋮ Multidimensional inequalities and generalized quantile functions ⋮ Attitudes Towards Risk: An Experiment ⋮ Integral with Respect to a Non Additive Measure: An Overview ⋮ Axiomatisation of Discrete Fuzzy Integrals with Respect to Possibility and Necessity Measures
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sulla rappresentazione di funzionali mediante integrali
- Under stochastic dominance Choquet-expected utility and anticipated utility are identical
- Anticipated utility: A measure representation approach
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Expected utility with purely subjective non-additive probabilities
- A controversial proposal concerning inequality measurement
- Continuous subjective expected utility with non-additive probabilities
- Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
- Linear utility theory for belief functions
- Generalized Gini inequality indices
- On the use of capacities in modeling uncertainty aversion and risk aversion
- Dominance conditions in non-additive expected utility theory
- Advances in prospect theory: cumulative representation of uncertainty
- Multisymmetric structures and non-expected utility
- An axiomatization of cumulative prospect theory
- Separating marginal utility and probabilistic risk aversion
- Non-additive measure and integral
- Risk seeking with diminishing marginal utility in a non-expected utility model
- Additive representations of non-additive measures and the Choquet integral
- The axiomatic basis of anticipated utility: A clarification
- The measure representation: A correction
- Subjective expected utility with non-additive probabilities on finite state spaces
- Cores of convex games
- Characterizing optimism amd pessimism directly through comonotonicity
- Risk, Ambiguity, and the Savage Axioms
- Subjective Probability and Expected Utility without Additivity
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Decisions under risk and uncertainty: A survey of recent developments
- A Simple Axiomatization of Nonadditive Expected Utility
- Integral Representation Without Additivity
- CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
- Intertemporal Asset Pricing under Knightian Uncertainty
- The Dual Theory of Choice under Risk
- Canonical Representation of Set Functions
- Upper and Lower Probabilities Induced by a Multivalued Mapping
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
This page was built for publication: Modeling attitudes towards uncertainty and risk through the use of Choquet integral
