Order indifference and rank-dependent probabilities

DOI10.1016/0304-4068(93)90024-FMaRDI QIDQ687052zbMATH OpenFDO

Authors Uzi Segal

Publication date 2 December 1993

Published in Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

anticipated utilityorder indifferencetime neutrality axiomtwo-stage lotteries

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3638844 (Why is no real title available?)
• scientific article; zbMATH DE number 3225653 (Why is no real title available?)
• "Preference Reversal" and the Observability of Preferences by Experimental Methods
• A unifying approach to axiomatic non-expected utility theories
• Anticipated utility: A measure representation approach
• Classification of concatenation measurement structures according to scale type
• Existence and dynamic consistency of Nash equilibrium with non-expected utility preferences
• Probability, Utility, and the Independence Axiom
• Risk aversion in the theory of expected utility with rank dependent probabilities
• The Dual Theory of Choice under Risk
• The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
• Two-Stage Lotteries without the Reduction Axiom

Cited in

(9)

• Large compound lotteries
• Rank dependent utility for arbitrary consequence spaces
• Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
• Anticipated utility: A measure representation approach
• A challenge to the compound lottery axiom: A two-stage normative structure and comparison to other theories
• The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis
• On ranking opportunity distributions
• A unified derivation of classical subjective expected utility models through cardinal utility
• The projective independence axiom

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