Counterexamples to Segal's measure representation theorem

DOI10.1007/BF01065352MaRDI QIDQ1803645zbMATHOpenAlexWikidataFDO

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

zbMATH Keywords

qualitative probabilitycounterexamplesnotions of continuity in rank-dependent utility

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3195517 (Why is no real title available?)
• A unifying approach to axiomatic non-expected utility theories
• A unifying approach to axiomatic non-expected utility theories: Correction and comment
• Additive representations on rank-ordered sets. I: The algebraic approach
• Anticipated utility: A measure representation approach
• On a class of control laws in the activity analysis problem with limited resources
• On lexicographic probability relations
• Subjective Probability and Expected Utility without Additivity
• The Structure of Utility Functions
• The axiomatic basis of anticipated utility: A clarification
• The axioms of subjective probability
• Two-Stage Lotteries without the Reduction Axiom

Cited in

(9)

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

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