Probabilistically sophisticated rank dependent utility

DOI10.1016/0165-1765(94)00642-FzbMATH Open0900.90068MaRDI QIDQ672941FDOQ672941

Authors: Yutaka Nakamura 

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

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zbMATH Keywords

probabilistically sophisticated preferencesrank dependent utility representation

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• The Dual Theory of Choice under Risk
• Subjective Probability and Expected Utility without Additivity
• Title not available (Why is that?)
• Expected utility with purely subjective non-additive probabilities
• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• A More Robust Definition of Subjective Probability
• A Simple Axiomatization of Nonadditive Expected Utility
• Rank dependent utility for arbitrary consequence spaces
• Under stochastic dominance Choquet-expected utility and anticipated utility are identical
• The axiomatic basis of anticipated utility: A clarification
• Subjective expected utility with non-additive probabilities on finite state spaces
• Multisymmetric structures and non-expected utility

Cited In (4)

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

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