Expected utility without continuity: a comment on Delbaen et al. (2011)
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Publication:1940388
DOI10.1016/J.JMATECO.2012.09.005zbMATH Open1262.91062OpenAlexW2070898296MaRDI QIDQ1940388FDOQ1940388
Peter P. Wakker, Vitalie Spinu
Publication date: 6 March 2013
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://repub.eur.nl/pub/37908
expected utilityfinite additivityunbounded utilitytruncation-continuityvon Neumann-Morgenstern independence
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