Temporal Resolution of Uncertainty and Recursive Non-expected Utility Models

DOI10.1111/1468-0262.00116zbMath1022.91021OpenAlexW2124005046MaRDI QIDQ4530971

Ben Polak, Atsushi Kajii, Simon Grant

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027/uc1.31822023984909

zbMATH Keywords

uncertaintypreferencesrank dependencenon-expected utility models

Mathematics Subject Classification ID

Utility theory (91B16) Statistical methods; economic indices and measures (91B82)

Related Items (7)

Concave utility on finite sets ⋮ Paying for confidence: an experimental study of the demand for non-instrumental information ⋮ A simple proof of the nonconcavifiability of functions with linear not-all-parallel contour sets ⋮ Bayes risk, elicitability, and the Expected Shortfall ⋮ Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment ⋮ CEU preferences and dynamic consistency ⋮ Intrinsic preference for information

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