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Volumn 46, Issue 1, 2003, Pages 1-7

Comonotonic book making and attitudes to uncertainty

Author keywords

Choquet integrals; Comonotonicity; Dutch books; Uncertainty aversion

Indexed keywords


EID: 0037570927     PISSN: 01654896     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-4896(02)00088-4     Document Type: Article
Times cited : (4)

References (10)
  • 1
    • 0001452463 scopus 로고
    • On the use of capacities in modelling uncertainty aversion and risk aversion
    • Chateauneuf A.On the use of capacities in modelling uncertainty aversion and risk aversion Journal of Mathematical Economics 20 1991 343-369
    • (1991) Journal of Mathematical Economics , vol.20 , pp. 343-369
    • Chateauneuf, A.1
  • 2
  • 3
    • 0036169506 scopus 로고    scopus 로고
    • Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension
    • Diecidue E.Wakker P.Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension Mathematical Social Sciences 43 2002 135-149
    • (2002) Mathematical Social Sciences , vol.43 , pp. 135-149
    • Diecidue, E.1    Wakker, P.2
  • 4
    • 84957363402 scopus 로고
    • Risk, ambiguity and the Savage axioms
    • Ellsberg D.Risk, ambiguity and the Savage axioms Quaterly Journal of Economics 75 1961 643-669
    • (1961) Quaterly Journal of Economics , vol.75 , pp. 643-669
    • Ellsberg, D.1
  • 5
    • 0000916673 scopus 로고
    • Sul significato soggettivo della probabilità
    • De Finetti B.Sul significato soggettivo della probabilità Fondamentà Mathematicae 17 1931 298 329 translated as 'On the subjective meaning of probability'. In: Morani, P., Cocchi, D. (Eds.), Probabilità e Induzione. Clueb, Bologna, 1993, pp. 291-321
    • (1931) Fondamentà Mathematicae , vol.17 , pp. 298-329
    • De Finetti, B.1
  • 6
    • 0000125532 scopus 로고
    • Prospect theory: An analysis of decision under risk
    • Kahneman D.Tversky A.Prospect theory: an analysis of decision under risk Econometrica 47 1979 263-291
    • (1979) Econometrica , vol.47 , pp. 263-291
    • Kahneman, D.1    Tversky, A.2
  • 7
    • 84968501330 scopus 로고
    • Integral representation without additivity
    • Proceedings of the American Mathematical Society
    • Schmeidler D.Integral representation without additivity Proceedings of the American Mathematical Society 97 1986 257-261
    • (1986) , vol.97 , pp. 257-261
    • Schmeidler, D.1
  • 8
    • 0001333688 scopus 로고
    • Subjective probability and expected utility without additivity
    • Schmeidler D.Subjective probability and expected utility without additivity Econometrica 573 1989 571-587
    • (1989) Econometrica , vol.57 , Issue.3 , pp. 571-587
    • Schmeidler, D.1
  • 9
    • 38249018154 scopus 로고
    • Characterizing optimism and pessimism directly through comonotonicity
    • Wakker P.Characterizing optimism and pessimism directly through comonotonicity Journal of Economic Theory 52 1990 453-463
    • (1990) Journal of Economic Theory , vol.52 , pp. 453-463
    • Wakker, P.1
  • 10
    • 0002569928 scopus 로고
    • The dual theory of choice under risk
    • Yaari M.The dual theory of choice under risk Econometrica 55 1987 95-115
    • (1987) Econometrica , vol.55 , pp. 95-115
    • Yaari, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.