The epsilon-Gini-contamination multiple priors model admits a linear-mean-standard-deviation utility representation

DOI10.1016/j.econlet.2006.09.012zbMath1255.91254OpenAlexW2073429304MaRDI QIDQ1934016

Simon Grant, Atsushi Kajii

Publication date: 28 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.09.012

zbMATH Keywords

subjective probabilitymean-variance utilitymaximin expected utilityrelative Gini concentration index

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Economic growth models (91B62) Convergence of probability measures (60B10)

Related Items

Subjective mean-variance preferences without expected utility, Mean-dispersion preferences and constant absolute uncertainty aversion, A general theory of subjective mixtures

Cites Work

• Maxmin expected utility with non-unique prior
• Risk premiums and benefit measures for generalized-expected-utility theories
• Invariant risk attitudes
• A More Robust Definition of Subjective Probability
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences