Re-examining the law of iterated expectations for Choquet decision makers
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Publication:763357
DOI10.1007/S11238-010-9221-8zbMATH Open1273.91185OpenAlexW2089406427MaRDI QIDQ763357FDOQ763357
Authors: Alexander Zimper 
Publication date: 9 March 2012
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-010-9221-8
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Cites Work
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- Risk, ambiguity and the Savage axioms
- Subjective Probability and Expected Utility without Additivity
- Title not available (Why is that?)
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- Advances in prospect theory: cumulative representation of uncertainty
- A Definition of Subjective Probability
- Expected utility with purely subjective non-additive probabilities
- An axiomatization of cumulative prospect theory
- Integral Representation Without Additivity
- Ambiguity made precise: A comparative foundation
- Revealed likelihood and Knightian uncertainty
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- Updating Choquet beliefs
- Updating ambiguous beliefs
- A Simple Axiomatization of Nonadditive Expected Utility
- \(E\)-capacities and the Ellsberg paradox
- A Definition of Uncertainty Aversion
- The iterative law of expectation and non-adaptive probability measure
- Risk Attitudes and Decision Weights
Cited In (6)
- On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
- AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY
- Dynamically consistent CEU preferences on \(f\)-convex events
- A note on ``Re-examining the law of iterated expectations for Choquet decision makers
- Ambiguous price formation
- Iterated Choquet expectations: a possibility result
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