The measure representation: A correction

DOI10.1007/BF01065353zbMath0793.90007OpenAlexW2087651383MaRDI QIDQ1803646

Uzi Segal

Publication date: 29 June 1993

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01065353

zbMATH Keywords

measure representationpreference relations over lotteries

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (12)

Modeling attitudes towards uncertainty and risk through the use of Choquet integral ⋮ Benchmarking real-valued acts ⋮ The comonotonic sure-thing principle ⋮ Towards patient-specific modeling of coronary hemodynamics in healthy and diseased state ⋮ Interval scalability of rank-dependent utility ⋮ Strategic games with security and potential level players ⋮ The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis ⋮ Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses ⋮ Variations on the measure representation approach ⋮ Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences ⋮ An axiomatization of cumulative prospect theory ⋮ Separating marginal utility and probabilistic risk aversion

Cites Work

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• Anticipated utility: A measure representation approach
• Counterexamples to Segal's measure representation theorem
• Two-Stage Lotteries without the Reduction Axiom
• Prospect Theory: An Analysis of Decision under Risk
• The Dual Theory of Choice under Risk

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