메뉴 건너뛰기




Volumn 20, Issue 1, 2002, Pages 159-181

Subjective ambiguity, expected utility and Choquet expected utility

Author keywords

system; Ambiguity; Capacity; Choquet expected utility; Expected utility; Inner measure

Indexed keywords


EID: 0036706493     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001990100207     Document Type: Article
Times cited : (51)

References (17)
  • 1
    • 0001157520 scopus 로고
    • A definition of subjective probability
    • Anscombe, F. J., Aumann, R. J.: A definition of subjective probability. Ann. Math. Statistics 34, 199-205 (1963)
    • (1963) Ann. Math. Statistics , vol.34 , pp. 199-205
    • Anscombe, F.J.1    Aumann, R.J.2
  • 3
    • 84957363402 scopus 로고
    • Risk, ambiguity and the savage Axioms
    • Ellsberg, D.: Risk, ambiguity and the savage Axioms. Quart. J. Econ. 75, 643-669 (1961)
    • (1961) Quart. J. Econ. , vol.75 , pp. 643-669
    • Ellsberg, D.1
  • 4
    • 0001478807 scopus 로고    scopus 로고
    • A definition of uncertainty aversion
    • Epstein. L.: A definition of uncertainty aversion. Review of Economic Studies 66, 579-608 (1999)
    • (1999) Review of Economic Studies , vol.66 , pp. 579-608
    • Epstein, L.1
  • 5
    • 0001009025 scopus 로고    scopus 로고
    • Subjective probabilities on subjectively unambiguous events
    • Epstein. L., Zhang, J.: Subjective probabilities on subjectively unambiguous events. Econometrica 69, 265-306 (2001)
    • (2001) Econometrica , vol.69 , pp. 265-306
    • Epstein, L.1    Zhang, J.2
  • 6
    • 84990553777 scopus 로고
    • Uncertainty, belief and probability
    • Fagin, R., Halpern, J. Y.: Uncertainty, belief and probability. Comput. Intell. 7, 160-173 (1991)
    • (1991) Comput. Intell. , vol.7 , pp. 160-173
    • Fagin, R.1    Halpern, J.Y.2
  • 8
    • 0002560703 scopus 로고
    • Expected utility with purely subjective non-additive probabilities
    • Gilboa, I.: Expected utility with purely subjective non-additive probabilities. J. Math. Econ. 16, 65-88 (1987)
    • (1987) J. Math. Econ. , vol.16 , pp. 65-88
    • Gilboa, I.1
  • 9
    • 0001266334 scopus 로고
    • Maximin expected utility with a non-unique prior
    • Gilboa, I., Schmeidler, D.: Maximin expected utility with a non-unique prior. J. Math. Econ. 18, 141-153 (1989)
    • (1989) J. Math. Econ. , vol.18 , pp. 141-153
    • Gilboa, I.1    Schmeidler, D.2
  • 10
    • 34249764428 scopus 로고
    • Decision making with belief functions: Compatibility and incompatibility with the sure-thing principle
    • Jaffray, J. Y., Wakker, P.: Decision making with belief functions: compatibility and incompatibility with the sure-thing principle. J. Risk and Uncertainty 8, 255-271 (1994)
    • (1994) J. Risk and Uncertainty , vol.8 , pp. 255-271
    • Jaffray, J.Y.1    Wakker, P.2
  • 13
    • 0031288020 scopus 로고    scopus 로고
    • Understanding the non-additive probability decision model
    • Mukerji, S.: Understanding the non-additive probability decision model. Econ. Theory 9, 23-46 (1997)
    • (1997) Econ. Theory , vol.9 , pp. 23-46
    • Mukerji, S.1
  • 14
    • 0001128392 scopus 로고
    • A simple axiomatization of nonadditive expected utility
    • Sarin, R., Wakker, P.: A simple axiomatization of nonadditive expected utility. Econometrica 60, 1255-1272 (1992)
    • (1992) Econometrica , vol.60 , pp. 1255-1272
    • Sarin, R.1    Wakker, P.2
  • 16
    • 0001333688 scopus 로고
    • Subjective probability and expected utility without additivity
    • Schmeidler, D.: Subjective probability and expected utility without additivity. Econometrica 57, 571-587 (1989)
    • (1989) Econometrica , vol.57 , pp. 571-587
    • Schmeidler, D.1
  • 17
    • 0013001605 scopus 로고    scopus 로고
    • Qualitative probabilities on λ-systems
    • Zhang, J.: Qualitative probabilities on λ-Systems. Mathematical Social Sciences 38, 11-20 (1999)
    • (1999) Mathematical Social Sciences , vol.38 , pp. 11-20
    • Zhang, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.