Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension
type: Item
instance of: scholarly article
title: Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension
zbMATH Open document ID: 1023.91011
DOI: 10.1016/S0165-4896(01)00084-1
author: Enrico Diecidue
author: Peter P. Wakker
published in: Mathematical Social Sciences
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 91B08
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 1891776
zbMATH Keywords: book making
zbMATH Keywords: dutch book
zbMATH Keywords: comonotonic
zbMATH Keywords: Choquet expected utility
zbMATH Keywords: ambiguity aversion
zbMATH Keywords: ordered vector space
MaRDI profile type: Publication
cites work: Parameter-Free Elicitation of Utility and Probability Weighting Functions
cites work: Q5514010
cites work: Q5822368
cites work: Representation of capacities
cites work: Q5532570
cites work: Q5829371
cites work: Coherent odds and subjective probability
cites work: Recent developments in modeling preferences: Uncertainty and ambiguity
cites work: A note on linear utility
cites work: On the use of capacities in modeling uncertainty aversion and risk aversion
cites work: Q4094173
cites work: Nonmonotonic Choquet integrals
cites work: Risk, ambiguity and the Savage axioms
cites work: Q3962738
cites work: Options traders exhibit subadditive decision weights
cites work: Q3935671
cites work: What Determines the Shape of the Probability Weighting Function Under Uncertainty?
cites work: Q5639713
cites work: The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory
cites work: Q4505024
cites work: Indeterminate probabilities on finite sets
cites work: Arbitrage, rationality, and equilibrium
cites work: Continuous linear representability of binary relations
cites work: De Finetti's coherence and statistical inference
cites work: Q5826088
cites work: HOW SETS OF COHERENT PROBABILITIES MAY SERVE AS MODELS FOR DEGREES OF INCOHERENCE
cites work: Integral Representation Without Additivity
cites work: Subjective Probability and Expected Utility without Additivity
cites work: Money does not induce risk neutral behavior, but binary lotteries do even worse
cites work: Advances in prospect theory: cumulative representation of uncertainty
cites work: Q5844986
cites work: Q3994760
cites work: Probabilistic insurance
cites work: Discounted-Value Representations of Temporal Preferences
cites work: Generalized Gini inequality indices
cites work: The Dual Theory of Choice under Risk
full work available at URL: s0165-4896(01)00084-1
OpenAlex ID: W2131050218
description: scientific article; zbMATH DE number 1891776