Conditional implicit mean and the law of iterated integrals

DOI10.1016/J.JMATECO.2008.06.001MaRDI QIDQ999729zbMATH OpenOpenAlexFDO

Authors Hiroyuki Ozaki

Publication date 10 February 2009

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2008.06.001

zbMATH Keywords

conditioningexpected valuelaw of iterated integrals

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Distribution theory (60E99)

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Cites work

• scientific article; zbMATH DE number 3816010 (Why is no real title available?)
• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• scientific article; zbMATH DE number 193053 (Why is no real title available?)
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
• Axiomatic utility theories with the betweenness property
• Decomposable choice under uncertainty
• Harmonic analysis of the de Rham complex on the sphere.
• Implicit Mean Value and Certainty Equivalence
• Implicitly additive utility and the nature of optimal economic growth
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Temporal Resolution of Uncertainty and Dynamic Choice Theory

Cited in

(3)

• Implicit Mean Value and Certainty Equivalence
• scientific article; zbMATH DE number 4026544 (Why is no real title available?)
• On conditional Chisini means and risk measures

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