Preference for equivalent random variables: A price for unbounded utilities

DOI10.1016/J.JMATECO.2008.12.002MaRDI QIDQ1026248zbMATH OpenOpenAlexFDO

Authors T. Seidenfeld, M. J. Schervish, Joseph B. Kadane

Publication date 24 June 2009

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

Full work available at URL https://figshare.com/articles/journal_contribution/Preference_for_Equivalent_Random_Variables_A_Price_for_Unbounded_Utilities/6492464

zbMATH Keywords

coherent previsionsequivalent variablesnon-Archimedean preferencesSt. Petersburg paradoxunbounded utilities

Mathematics Subject Classification ID

Utility theory (91B16)

Recommendations

• Unbounded expected utility and continuity
• An Axiomatic Model of Unbounded Utility Functions
• State-dependent utilities
• Subjective expected utility without preferences
• scientific article; zbMATH DE number 4079112

Cites work

• Conditional lower previsions for unbounded random quantities
• scientific article; zbMATH DE number 3514748 (Why is no real title available?)
• scientific article; zbMATH DE number 3433221 (Why is no real title available?)
• scientific article; zbMATH DE number 3313523 (Why is no real title available?)
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• scientific article; zbMATH DE number 3195782 (Why is no real title available?)
• scientific article; zbMATH DE number 3092991 (Why is no real title available?)
• Non-conglomerability for finite-valued, finitely additive probability
• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models

Cited in

(16)

• The utility of infinite menus
• More on random utility models with bounded ambiguity
• Preferences over all random variables: incompatibility of convexity and continuity
• On the equivalence of conglomerability and disintegrability for unbounded random variables
• Non-Archimedean preferences over countable lotteries
• Dominating countably many forecasts
• How to co-exist with nonexistent expectations
• An Axiomatic Model of Unbounded Utility Functions
• Additive representation of separable preferences over infinite products
• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
• Coherent upper conditional previsions based on Hausdorff measures and its applications in artificial intelligence
• When no price is right
• The effect of exchange rates on statistical decisions
• Assessments of coherent upper conditional previsions in a metric space with respect to several outer measures defined by gauge functions
• Comparative expectations
• Unbounded expected utility and continuity

This page was built for publication: Preference for equivalent random variables: A price for unbounded utilities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1026248)