Comonotonic book making and attitudes to uncertainty.
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Publication:1402481
DOI10.1016/S0165-4896(02)00088-4zbMath1043.91020MaRDI QIDQ1402481
Publication date: 28 August 2003
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Related Items (4)
A powerful tool for analyzing concave/convex utility and weighting functions ⋮ Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces ⋮ Multivariate comonotonicity ⋮ Rawlsian maximin, Dutch books, and non-additive expected utility
Cites Work
- On the use of capacities in modeling uncertainty aversion and risk aversion
- Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension
- Characterizing optimism amd pessimism directly through comonotonicity
- Risk, Ambiguity, and the Savage Axioms
- Subjective Probability and Expected Utility without Additivity
- Prospect Theory: An Analysis of Decision under Risk
- Integral Representation Without Additivity
- CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
- The Dual Theory of Choice under Risk
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