Counterexamples to Segal's measure representation theorem

DOI10.1007/BF01065352zbMATH Open0773.90006OpenAlexW2101990560WikidataQ124900440 ScholiaQ124900440MaRDI QIDQ1803645FDOQ1803645

Authors: Peter P. Wakker 

Publication date: 29 June 1993

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01065352

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zbMATH Keywords

qualitative probabilitycounterexamplesnotions of continuity in rank-dependent utility

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Subjective Probability and Expected Utility without Additivity
• The Structure of Utility Functions
• Title not available (Why is that?)
• The axioms of subjective probability
• Two-Stage Lotteries without the Reduction Axiom
• Additive representations on rank-ordered sets. I: The algebraic approach
• Anticipated utility: A measure representation approach
• The axiomatic basis of anticipated utility: A clarification
• A unifying approach to axiomatic non-expected utility theories
• A unifying approach to axiomatic non-expected utility theories: Correction and comment
• On lexicographic probability relations
• On a class of control laws in the activity analysis problem with limited resources

Cited In (9)

• The measure representation: A correction
• The comonotonic sure-thing principle
• Benchmarking real-valued acts
• An axiomatization of cumulative prospect theory
• Variations on the measure representation approach
• Separating marginal utility and probabilistic risk aversion
• Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
• The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis
• Quasi-separable preferences

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