Monotone continuous multiple priors

DOI10.1007/S00199-004-0540-2MaRDI QIDQ2572500zbMATH OpenOpenAlexFDO

Authors Alain Chateauneuf, Fabio Maccheroni, Massimo Marinacci, Jean-Marc Tallon

Publication date 10 November 2005

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://halshs.archives-ouvertes.fr/halshs-00177057/file/ET3697-revision.pdf

zbMATH Keywords

Countable additivityMultiple priorsNon-atomicity.

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Decision theory (91B06)

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Cited in

(24)

• Law of large numbers for non-additive measures
• Insurance premia consistent with the market.
• IID: Independently and indistinguishably distributed.
• Differentiating ambiguity and ambiguity attitude
• Ambiguous events and maxmin expected utility
• When an event makes a difference
• Unbounded probabilistic sophistication
• Optimal insurance under maxmin expected utility
• Ambiguity and the Bayesian paradigm
• Optimal Portfolio Choice Based on α-MEU Under Ambiguity
• Crisp monetary acts in multiple-priors models of decision under ambiguity
• The best choice problem under ambiguity
• Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
• A characterization of exact non-atomic market games
• Optimal risk-sharing under mutually singular beliefs
• The Pareto comparisons of a group of exponential discounters
• A foundation for probabilistic beliefs with or without atoms
• Arrow's theorem of the deductible with heterogeneous beliefs
• Uncertainty averse preferences
• Prudent aggregation of quasi-hyperbolic experts
• Piecewise additivity for non-expected utility
• On stochastic independence under ambiguity
• Cores of non-atomic market games
• Risk management strategies via minimax portfolio optimization

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