Sharing beliefs and the absence of betting in the Choquet expected utility model

DOI10.1007/s00362-001-0090-7zbMath1043.91023OpenAlexW2038300316MaRDI QIDQ1402924

Alain Chateauneuf, Itzhak Gilboa, Jean-Marc Tallon, Antoine Billot

Publication date: 31 August 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-001-0090-7

zbMATH Keywords

Pareto optimalityChoquet expected utilityBettingfull insurance

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (5)

Speculation under unawareness ⋮ Risk sharing in the small and in the large ⋮ Financial complexity and trade ⋮ Agreeable bets with multiple priors ⋮ BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS

Cites Work

• Maxmin expected utility with non-unique prior
• Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
• Subjective Probability and Expected Utility without Additivity
• Integral Representation Without Additivity
• Sharing Beliefs: Between Agreeing and Disagreeing
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