Diversification, convex preferences and non-empty core in the Choquet expected utility model. (Q699019)

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scientific article; zbMATH DE number 1810541
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    Diversification, convex preferences and non-empty core in the Choquet expected utility model.
    scientific article; zbMATH DE number 1810541

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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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