Subjective Probability and Expected Utility without Additivity
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Cited in
(only showing first 100 items - show all)- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
- A new integral for capacities
- Correlated Nash equilibrium
- Optimal long-run fiscal policy: constraints, preferences and the resolution of uncertainty
- A theory of subjective compound lotteries
- Recursive smooth ambiguity preferences
- Supermodularity and preferences
- Imprecise probabilistic beliefs as a context for decision-making under ambiguity
- Knightian uncertainty and insurance regulation decision
- Eliciting beliefs
- The central limit theorem for capacities
- On attitude polarization under Bayesian learning with non-additive beliefs
- Ambiguity through confidence functions
- Multivariate comonotonicity
- Projective expected utility
- The topology of fear
- Guessing the beliefs
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Recent developments in modelling preferences under risk
- Expected utility with purely subjective non-additive probabilities
- A nonlinear, nontransitive and additive-probability model for decisions under uncertainty
- Consequentialist foundations for expected utility
- A combination of expected utility and maxmin decision criteria
- Continuous subjective expected utility with non-additive probabilities
- Non-transitive measurable utility for decision under uncertainty
- Maxmin expected utility with non-unique prior
- Do sunspots matter when agents are Choquet-expected-utility maximizers?
- On the use of capacities in modeling uncertainty aversion and risk aversion
- Comparative statics for rank-dependent expected utility theory
- Rank- and sign-dependent linear utility models for finite first-order gambles
- Lexicographic state-dependent subjective expected utility
- Additive representations on rank-ordered sets. I: The algebraic approach
- A generalization of the theory of subjective probability and expected utility
- Subjective probabilities and utility with event-dependent preferences
- Dominance conditions in non-additive expected utility theory
- Advances in prospect theory: cumulative representation of uncertainty
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Ambiguity and decision modeling: A preference-based approach
- From fuzzy set theory to non-additive probabilities: How have economists reacted!
- Multisymmetric structures and non-expected utility
- Additive representations on rank-ordered sets. II: The topological approach
- The axioms and algebra of ambiguity
- Fuzzy integral representation
- An axiomatic approach to complete patience and time invariance
- Revealed likelihood and Knightian uncertainty
- Topology-free typology of beliefs
- Families of update rules for non-additive measures: applications in pricing risks.
- Loss aversion in a multi-period model
- Uncertainty aversion in nonprobabilistic decision models
- Representation of preferences on fuzzy measures by a fuzzy integral
- Decomposable capacities, distorted probabilities and concave capacities
- The product of capacities and belief functions
- Preference structures and their numerical representations
- Limit laws for non-additive probabilities and their frequentist interpretation
- Updating non-additive measures with fuzzy information
- k-order additive discrete fuzzy measures and their representation
- Notes on sequence economies, transaction costs, and uncertainty
- Additivity with multiple priors
- Variations on the measure representation approach
- Extensive form games with uncertainty averse players
- A unified derivation of classical subjective expected utility models through cardinal utility
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
- Subjective probability theory with continuous acts
- Probability weighting and utility curvature in QALY-based decision making
- The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory
- Local homogeneity in latent trait models. A characterization of the homogeneous monotone IRT model
- An axiomatization of cumulative prospect theory
- Separating marginal utility and probabilistic risk aversion
- Decision making with belief functions: Compatibility and incompatibility with the sure-thing principle
- Two-parameter decision models and rank-dependent expected utility
- On matrix probabilities in nonarchimedean decision theory
- From local to global additive representation
- A variational model of preference under uncertainty
- Violations of the betweenness axiom and nonlinearity in probability
- Expected utility with lower probabilities
- Choquet expected utility with a finite state space: Commutativity and act-independence
- A theory of expected utility with nonadditive probability
- On the uniqueness of subjective probabilities
- Hierarchical Arrow social welfare functions
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral
- Additive representations of non-additive measures and the Choquet integral
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
- A neo\(^ 2\) Bayesian foundation of the maxmin value for two-person zero- sum games
- A challenge to the compound lottery axiom: A two-stage normative structure and comparison to other theories
- Weighted and quadratic models of choice under uncertainty
- Preference, rationalizability and equilibrium
- On indepedence for non-additive measures, with a Fubini theorem
- Expected utility without utility
- On the measurement of inequality under uncertainty
- Subjective probability under additive aggregation of conditional preferences
- Rank dependent utility for arbitrary consequence spaces
- Axiomatic characterization of insurance prices
- Ellsberg's two-color experiment, portfolio inertia and ambiguity.
- Coherence without additivity.
- Conditions for Choquet integral representation of the comonotonically additive and monotone functional.
- Comonotonic book making and attitudes to uncertainty.
- Expected utility within a generalized concept of probability -- a comprehensive framework for decision making under ambiguity
- The symmetric and asymmetric Choquet integrals on finite spaces for decision making
- Using Choquet integral in economics
- Tools for decision making under imprecise risk
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