Some characterizations of non-additive multi-period models

DOI10.1016/J.MATHSOCSCI.2004.03.005MaRDI QIDQ1763187zbMATH OpenOpenAlexFDO

Authors Alain Chateauneuf, Yann Rébillé

Publication date 22 February 2005

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mathsocsci.2004.03.005

zbMATH Keywords

Discounted expectationMyopiaMöbius inverseSchmeidler's modelVariation aversion

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• A Note on Price Systems in Infinite Dimensional Space
• Expectation and Variation in Multi-Period Decisions
• scientific article; zbMATH DE number 3400636 (Why is no real title available?)
• Integral Representation Without Additivity
• Loss aversion in a multi-period model
• Microeconomic theory
• Modeling attitudes towards uncertainty and risk through the use of Choquet integral
• Myopic Economic Agents
• Nonmonotonic Choquet integrals
• Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion

Cited in

(9)

• Characterization of variation averse preferences by present value
• Patience in some non-additive models
• Expectation and Variation in Multi-Period Decisions
• scientific article; zbMATH DE number 7594588 (Why is no real title available?)
• Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
• Choquet operators and belief functions
• Prudent aggregation of quasi-hyperbolic experts
• Integral representation of belief measures on compact spaces
• Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty

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