The comonotonic sure-thing principle
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Publication:1915783
DOI10.1007/BF00353328zbMath0848.90007OpenAlexW2156054895MaRDI QIDQ1915783
Soo Hong Chew, Peter P. Wakker
Publication date: 5 August 1996
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00353328
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Introduction to the special issue in honor of Peter Wakker, A simple model of cumulative prospect theory, Benchmarking real-valued acts, A theoretical foundation of ambiguity measurement, Consistent probability attitudes, Source and rank-dependent utility, Mixture independence foundations for expected utility, The sure-thing principle, Compound invariance implies prospect theory for simple prospects, On the indeterminacy of the representation of beliefs by probabilities, Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities, Differentiability properties of rank-linear utilities, Expected utility with uncertain probabilities theory, Combining additive representations on subsets into an overall representation, Betting on Machina's reflection example: An experiment on ambiguity, OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES, A revealed reference point for prospect theory, Multivariate comonotonicity, Variations on the measure representation approach, Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences, Loss averse behavior
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