Continuous subjective expected utility with non-additive probabilities
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Cites work
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- A Definition of Subjective Probability
- Cardinal coordinate independence for expected utility
- Continuity Properties of Paretian Utility
- Expected utility with purely subjective non-additive probabilities
- Integral Representation Without Additivity
- Theory of capacities
Cited in
(60)- A note on Wakker's cardinal coordinate independence
- Additive representations on rank-ordered sets. II: The topological approach
- Multisymmetric structures and non-expected utility
- Subjective expected utility without preferences
- A theory of coarse utility
- Maxmin expected utility over Savage acts with a set of priors
- A new integral for capacities
- Subjective expected utility with non-additive probabilities on finite state spaces
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- Introduction to the special issue in honor of Peter Wakker
- Representation of preferences on fuzzy measures by a fuzzy integral
- Advances in prospect theory: cumulative representation of uncertainty
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Dynamically consistent CEU preferences on \(f\)-convex events
- A behavioral foundation for fuzzy measures
- Time continuity and nonadditive expected utility
- From local to global additive representation
- Additive representations of non-additive measures and the Choquet integral
- Under stochastic dominance Choquet-expected utility and anticipated utility are identical
- Subjective probability under additive aggregation of conditional preferences
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- min, max, and sum
- Ambiguity and the Bayesian paradigm
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- Options traders exhibit subadditive decision weights
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- Additive representations on rank-ordered sets. I: The algebraic approach
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- Integral with respect to non-additive measure in economics
- ``Agreeing to disagree type results under ambiguity
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- From fuzzy set theory to non-additive probabilities: How have economists reacted!
- Additively separable representations on non-convex sets
- On the use of capacities in modeling uncertainty aversion and risk aversion
- Unambiguous events and dynamic Choquet preferences
- Nonmonotonic Choquet integrals
- A sufficient condition for additively separable functions
- Ambiguity aversion, risk aversion, and the weight of evidence
- Expected utility without continuity: a comment on Delbaen et al. (2011)
- Characterizing optimism amd pessimism directly through comonotonicity
- Subjective utility with upper and lower probabilities on finite states
- Decomposition-integral: unifying Choquet and the concave integrals
- The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis
- Calibrated uncertainty
- Theories and cases in decisions under uncertainty
- Subjective Probability and Expected Utility without Additivity
- Coherent Dempster-Shafer equilibrium and ambiguous signals
- Stochastic dominance with nonadditive probabilities
- Preferences representable by a lower expectation: Some characterizations
- How to add apples and oranges: aggregating performances of different nature
- A theory of expected utility with nonadditive probability
- A unified derivation of classical subjective expected utility models through cardinal utility
- Purely subjective maxmin expected utility
- Advances in prospect theory: cumulative representation of uncertainty
- Piecewise additivity for non-expected utility
- Iterated Choquet expectations: a possibility result
- Uncertainty aversion in nonprobabilistic decision models
- Risk-adjusted credibility premiums using distorted probabilities
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