Uncertainty aversion and aversion to increasing uncertainty

DOI10.1007/BF00134639zbMath0864.90005MaRDI QIDQ2564199

Aldo Montesano, Francesco Giovannoni

Publication date: 7 January 1997

Published in: Theory and Decision (Search for Journal in Brave)

zbMATH Keywords

uncertainty aversionChoquet expected utility theoryrisk aversion of the second-order

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (4)

Ambiguity and the Bayesian Paradigm ⋮ The price for information about probabilities and its relation with risk and ambiguity ⋮ Effects of uncertainty aversion on the call option market ⋮ Ambiguity made precise: A comparative foundation

Cites Work

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• First order versus second order risk aversion
• Under stochastic dominance Choquet-expected utility and anticipated utility are identical
• The risk aversion measure without the independence axiom
• Measures of risk aversion with expected and nonexpected utility
• Separating marginal utility and probabilistic risk aversion
• Cores of convex games
• Risk, Ambiguity, and the Savage Axioms
• Subjective Probability and Expected Utility without Additivity
• Risk Aversion in the Small and in the Large
• The Nucleolus of a Characteristic Function Game

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