Diversification, convex preferences and non-empty core in the Choquet expected utility model. (Q699019): Difference between revisions
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English | Diversification, convex preferences and non-empty core in the Choquet expected utility model. |
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Diversification, convex preferences and non-empty core in the Choquet expected utility model. (English)
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8 December 2002
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A weak notion of diversification is introduced . It implies that the core of the capacity is nonempty. Notions of diversification are studied in an Ascombe-Aumann setting. Three types of preferences for diversification are introduced.
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