Exact capacities and star-shaped distorted probabilities

DOI10.1016/j.mathsocsci.2008.01.006zbMath1151.91560OpenAlexW2026209166MaRDI QIDQ943581

Alain Chateauneuf, Zaier Aouani

Publication date: 10 September 2008

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2008.01.006

zbMATH Keywords

capacityrisk aversionbalancedexactstar-shaped function

Mathematics Subject Classification ID

Related Items (4)

Star-Shaped Risk Measures ⋮ Law-invariant functionals that collapse to the mean: beyond convexity ⋮ An axiomatic approach to default risk and model uncertainty in rating systems ⋮ Generalization of Portmanteau theorem for a sequence of interval-valued pseudo-probability measures

Cites Work

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• Cores of exact games. I
• Subjective Probability and Expected Utility without Additivity
• Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
• The Dual Theory of Choice under Risk

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