Stochastic dominance with nonadditive probabilities
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Publication:4201809
DOI10.1007/BF01415993zbMATH Open0780.90009OpenAlexW1995438694MaRDI QIDQ4201809FDOQ4201809
Rainer Dyckerhoff, Karl Mosler
Publication date: 29 August 1993
Published in: ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01415993
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Cites Work
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- Inequalities: theory of majorization and its applications
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- Stochastic dominance with pair-wise risk aversion
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- Dominance conditions in non-additive expected utility theory
Cited In (20)
- Almost Higher Order Stochastic Dominance
- The symmetric Choquet integral with respect to Riesz-space-valued capacities
- Fraction-degree reference dependent stochastic dominance
- Toward Graded and Nongraded Variants of Stochastic Dominance
- Uncertainty with partial information on the possibility of the events
- Stochastic dominance in an ordinal world
- Revisiting Independence and Stochastic Dominance for Compound Lotteries
- Core of convex distortions of a probability.
- A Simple Axiomatization of Nonadditive Expected Utility
- Decision Making with Monotone Lower Probabilities of Infinite Order
- Additive representations of non-additive measures and the Choquet integral
- Title not available (Why is that?)
- Stochastic dominance with incomplete information on probabilities
- Some remarks on stochastic dominance
- Dominance of capacities by \(k\)-additive belief functions
- Moral hazard with non-additive uncertainty: when are actions implementable?
- Stochastic dominance in multi sampling environments
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- Choquet utility from distorted probabilities: a characterization
- Exact capacities and star-shaped distorted probabilities
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