Piecewise additivity for non-expected utility

DOI10.1007/s00199-015-0871-1zbMath1367.91068OpenAlexW2274607285MaRDI QIDQ747351

Craig S. Webb

Publication date: 23 October 2015

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hummedia.manchester.ac.uk/schools/soss/economics/discussionpapers/EDP-1503.pdf

zbMATH Keywords

Choquet expected utilityoptimismprobabilistic sophisticationpessimisminverse-SNEO-additive capacities

Mathematics Subject Classification ID

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

Related Items (5)

Piecewise linear rank-dependent utility ⋮ Mixture independence foundations for expected utility ⋮ Randomized strategies and prospect theory in a dynamic context ⋮ A revealed reference point for prospect theory ⋮ Delayed probabilistic risk attitude: a parametric approach

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