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

St. Petersburg paradoxcoherent previsionsnon-Archimedean preferencesequivalent variablesunbounded utilities

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

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• Conditional lower previsions for unbounded random quantities
• Non-conglomerability for finite-valued, finitely additive probability
• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models

Cited in

(11)

• The utility of infinite menus
• Preferences over all random variables: incompatibility of convexity and continuity
• On the equivalence of conglomerability and disintegrability for unbounded random variables
• Unbounded expected utility and continuity
• Additive representation of separable preferences over infinite products
• Non-Archimedean preferences over countable lotteries
• An Axiomatic Model of Unbounded Utility Functions
• Dominating countably many forecasts
• More on random utility models with bounded ambiguity
• Comparative expectations
• How to co-exist with nonexistent expectations

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