Probabilistically sophisticated rank dependent utility

DOI10.1016/0165-1765(94)00642-FzbMATHMaRDI QIDQ672941FDO

Authors Yutaka Nakamura

Publication date 28 February 1997

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

probabilistically sophisticated preferencesrank dependent utility representation

Mathematics Subject Classification ID

Utility theory (91B16)

Recommendations

• A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
• Probabilistic sophistication and variational preferences
• A note on Luce-Fishburn axiomatization of rank-dependent utility
• Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences

Cites work

• scientific article; zbMATH DE number 41812 (Why is no real title available?)
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• scientific article; zbMATH DE number 3195782 (Why is no real title available?)
• A More Robust Definition of Subjective Probability
• A Simple Axiomatization of Nonadditive Expected Utility
• Expected utility with purely subjective non-additive probabilities
• Multisymmetric structures and non-expected utility
• Rank dependent utility for arbitrary consequence spaces
• Subjective Probability and Expected Utility without Additivity
• Subjective expected utility with non-additive probabilities on finite state spaces
• The Dual Theory of Choice under Risk
• The axiomatic basis of anticipated utility: A clarification
• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
• Under stochastic dominance Choquet-expected utility and anticipated utility are identical

Cited in

(4)

• Probabilistic sophistication and stochastic monotonicity in the savage framework
• Probabilistic sophistication and variational preferences
• Sophistication and preference inconsistency in a menu utility representation
• Bayes and Hurwicz without Bernoulli

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