Foundations of neo-Bayesian statistics

DOI10.1016/j.jet.2009.04.001zbMath1198.91072OpenAlexW2039419986MaRDI QIDQ840690

Massimiliano Amarante

Publication date: 14 September 2009

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

Full work available at URL: https://doi.org/10.1016/j.jet.2009.04.001

zbMATH Keywords

Choquet integralaffine functionsextension comonotonic additive functionalsinvariant bi-separable preferencesneo-Bayesian statistics

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Statistical decision theory (62C99)

Related Items (14)

Objective rationality foundations for (dynamic) \(\alpha\)-MEU ⋮ A representation of risk measures ⋮ Analogy in Decision Making ⋮ Strength of preference over complementary pairs axiomatizes alpha-MEU preferences ⋮ Ambiguity and the Bayesian Paradigm ⋮ Optimal insurance under maxmin expected utility ⋮ Conditional expected utility ⋮ Ambiguity and robust statistics ⋮ Aggregation of opinions and risk measures ⋮ On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence ⋮ The multiple priors of the open-minded decision maker ⋮ Foundations of ambiguity models under symmetry: \(\alpha\)-MEU and smooth ambiguity ⋮ Equimeasurable Rearrangements with Capacities ⋮ Cost-efficient contingent claims with market frictions

Cites Work

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• Subjective Probability and Expected Utility without Additivity
• Integral Representation Without Additivity
• Integral representation of continuous comonotonically additive functionals
• A Subjective Spin on Roulette Wheels
• Risk, Ambiguity, and the Separation of Utility and Beliefs
• A Definition of Subjective Probability

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