Subjective Probability and Expected Utility without Additivity
From MaRDI portal
Recommendations
- Expected utility with purely subjective non-additive probabilities
- Continuous subjective expected utility with non-additive probabilities
- A theory of expected utility with nonadditive probability
- scientific article; zbMATH DE number 1226102
- `Expected utility / subjective probability' analysis without the sure-thing principle or probabilistic sophistication
- Probabilistic subjective expected utility
- Subjective expected utility with non-additive probabilities on finite state spaces
- Subjective expected utility through stochastic independence
- Subjective expected utility without preferences
- A generalization of the theory of subjective probability and expected utility
Cited in
(only showing first 100 items - show all)- On probabilities and loss aversion
- Conditional preferences and updating.
- Ambiguity in asset pricing and portfolio choice: a review of the literature
- Static portfolio choice under cumulative prospect theory
- Characterization of symmetrical monotone risk aversion in the RDEU model.
- Two new characterizations of universal integrals on the scale \([0,1]\)
- Ambiguous risk aversion under capacity
- The connection between distortion risk measures and ordered weighted averaging operators
- Interim efficiency with MEU-preferences
- Realistic utility versus game utility: a proposal for dealing with the spread of uncertain prospects
- Tail distortion risk and its asymptotic analysis
- Optimism and firm formation
- Just society
- On stochastic independence under ambiguity
- Ambiguity and perceived coordination in a global game
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach
- On games under expected utility with rank dependent probabilities
- Cost-efficient contingent claims with market frictions
- Order on types based on monotone comparative statics
- The dual theory of the smooth ambiguity model
- Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
- A novel generalization of the OWA and IOWA operators based on weighting vectors
- Self-serving interpretations of ambiguity in other-regarding behavior
- A note on comonotonic additivity
- Optimal insurance contracts under distortion risk measures with ambiguity aversion
- Budget-constrained optimal insurance with belief heterogeneity
- Judged knowledge and ambiguity aversion
- Rawlsian maximin, Dutch books, and non-additive expected utility
- Robust Bayesian choice
- Subjective complexity under uncertainty
- Risk perception and ambiguity in a quantile cumulative prospect theory
- Estimating ambiguity aversion in a portfolio choice experiment
- Budget-constrained optimal retention with an upper limit on the retained loss
- Mathematical structure of quantum decision theory
- Multivariate comonotonicity
- scientific article; zbMATH DE number 15814 (Why is no real title available?)
- Exchangeable capacities, parameters and incomplete theories
- Eliciting beliefs
- Riskiness for sets of gambles
- Support notions for belief functions
- Risk attitudes in axiomatic decision theory: a conceptual perspective
- Choquet expected utility representation of preferences on generalized lotteries
- Law of large numbers under Choquet expectations
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
- Choquet integral of fuzzy-number-valued functions: the differentiability of the primitive with respect to fuzzy measures and Choquet integral equations
- Ambiguous games without a state space and full rationality
- Generalized entropy and model uncertainty
- PROBABILITY AND UNCERTAINTY: THE LEGACY OF GEORGESCU‐ROEGEN
- Belief hedges: Measuring ambiguity for all events and all models
- Robust auctions with affiliated private values
- A minimal extension of Bayesian decision theory
- Optimism and pessimism in strategic interactions under ignorance
- On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence
- A class of incomplete and ambiguity averse preferences
- Subjective probabilities and utility with event-dependent preferences
- Rank-dependent pessimism and its divergence from maxmin expected utility
- A reflection on the reflection example
- Signal extraction for simulated games with a large number of players
- A preference foundation for Fehr and Schmidt's model of inequity aversion
- Ambiguity attitudes and self-confirming equilibrium in sequential games
- A test of (weak) certainty independence
- A general theory of decision making
- Rationality principles for preferences on belief functions.
- Integral representation of invariant functionals
- Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure
- Participation in risk sharing under ambiguity
- Savage vs. Anscombe-Aumann: an experimental investigation of ambiguity frameworks
- The evolutionary stability of optimism, pessimism, and complete ignorance
- Axioms for preferences revealing subjective uncertainty and uncertainty aversion
- Additive representations on rank-ordered sets. II: The topological approach
- (Not) delegating decisions to experts: the effect of uncertainty
- THE USE OF THE DISCRETE SUGENO INTEGRAL IN DECISION-MAKING: A SURVERY
- Investment behavior under ambiguity: the case of pessimistic decision makers
- A discrete Choquet integral for ordered systems
- A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: applications of the Kappalab R package
- The Choquet bargaining solutions
- Knightian uncertainty and moral hazard
- An Evidential Measure of Risk in Evidential Markov Chains
- Evaluating ambiguous random variables from Choquet to maxmin expected utility
- Heterogeneous ambiguity attitudes: a field experiment among small-scale stock investors in China
- Fractal dimensions for inclusion hyperspaces and non-additive measures
- A theoretical foundation of ambiguity measurement
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
- Bounds on Choquet risk measures in finite product spaces with ambiguous marginals
- Agreeable bets with multiple priors
- Equilibria for games in idempotent measures
- Safety-first analysis and stable Paretian approach to portfolio choice theory
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- The \(\alpha \)-MEU model: a comment
- A life-cycle model with ambiguous survival beliefs
- Multisymmetric structures and non-expected utility
- Axioms for minimax regret choice correspondences
- Welfare implications of mitigating investment uncertainty
- Subjective expected utility without preferences
- Sharing beliefs and the absence of betting in the Choquet expected utility model
- Tools for decision making under imprecise risk
- Using Choquet integral in economics
- Probabilistic risk aversion for generalized rank-dependent functions
- Modularity and monotonicity of games
- A survey of decision making and optimization under uncertainty
This page was built for publication: Subjective Probability and Expected Utility without Additivity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3826312)
