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Nonmonotonic Choquet integrals

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  • De Waegenaere, Anja
  • Wakker, Peter P.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 36 (2001)
Issue (Month): 1 (September)
Pages: 45-60

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Handle: RePEc:eee:mateco:v:36:y:2001:i:1:p:45-60

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Web page: http://www.elsevier.com/locate/jmateco

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  1. Kreps, David M & Porteus, Evan L, 1978. "Temporal Resolution of Uncertainty and Dynamic Choice Theory," Econometrica, Econometric Society, Econometric Society, vol. 46(1), pages 185-200, January.
  2. Gilboa, Itzhak, 1987. "Expected utility with purely subjective non-additive probabilities," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 16(1), pages 65-88, February.
  3. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, Econometric Society, vol. 57(3), pages 571-87, May.
  4. Ng, Yew-Kwang, 1997. "A Case for Happiness, Cardinalism, and Interpersonal Comparability," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 107(445), pages 1848-58, November.
  5. Becker, Gary S & Murphy, Kevin M, 1988. "A Theory of Rational Addiction," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 96(4), pages 675-700, August.
  6. Constantinides, George M, 1990. "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 98(3), pages 519-43, June.
  7. Gilboa, Itzhak, 1989. "Expectation and Variation in Multi-period Decisions," Econometrica, Econometric Society, Econometric Society, vol. 57(5), pages 1153-69, September.
  8. F J Anscombe & R J Aumann, 2000. "A Definition of Subjective Probability," Levine's Working Paper Archive 7591, David K. Levine.
  9. Shalev, Jonathan, 1997. "Loss aversion in a multi-period model," Mathematical Social Sciences, Elsevier, Elsevier, vol. 33(3), pages 203-226, June.
  10. A. Chateauneuf & R. Kast & A. Lapied, 1996. "Choquet Pricing For Financial Markets With Frictions," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 6(3), pages 323-330.
  11. Pollak, Robert A, 1970. "Habit Formation and Dynamic Demand Functions," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 78(4), pages 745-63, Part I Ju.
  12. Oginuma, Takashi, 1994. "A theory of expected utility with nonadditive probability," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 23(5), pages 451-473, September.
  13. Frank, Robert H, 1989. "Frames of Reference and the Quality of Life," American Economic Review, American Economic Association, American Economic Association, vol. 79(2), pages 80-85, May.
  14. George Loewenstein & Richard H Thaler, 2003. "Anomalies: Intertemporal Choice," Levine's Working Paper Archive 618897000000000784, David K. Levine.
  15. Karni, Edi & Schmeidler, David, 1990. "Fixed Preferences and Changing Tastes," American Economic Review, American Economic Association, American Economic Association, vol. 80(2), pages 262-67, May.
  16. Hammond, Peter J, 1976. "Changing Tastes and Coherent Dynamic Choice," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 43(1), pages 159-73, February.
  17. Lowenstein, George & Prelec, Drazen, 1991. "Negative Time Preference," American Economic Review, American Economic Association, American Economic Association, vol. 81(2), pages 347-52, May.
  18. Chateauneuf, Alain, 1991. "On the use of capacities in modeling uncertainty aversion and risk aversion," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 20(4), pages 343-369.
  19. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
  20. Chateauneuf, Alain, 1999. "Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 32(1), pages 21-45, August.
  21. Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, Elsevier, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614 Elsevier.
  22. Loewenstein, George F & Sicherman, Nachum, 1991. "Do Workers Prefer Increasing Wage Profiles?," Journal of Labor Economics, University of Chicago Press, University of Chicago Press, vol. 9(1), pages 67-84, January.
  23. Uri Benzion & Amnon Rapoport & Joseph Yagil, 1989. "Discount Rates Inferred from Decisions: An Experimental Study," Management Science, INFORMS, INFORMS, vol. 35(3), pages 270-284, March.
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Citations

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Cited by:
  1. Carlier, Guillaume & Dana, Rose-Anne, 2003. "Core of convex distortions of a probability," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/5446, Paris Dauphine University.
  2. André Lapied & Robert Kast, 2009. "Updating Choquet valuation and discounting information arrivals," Working Papers, HAL halshs-00410532, HAL.
  3. Silvia Bortot & Mario Fedrizzi & Silvio Giove, 2011. "Modelling fraud detection by attack trees and Choquet integral," DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy 2011/09, Department of Computer and Management Sciences, University of Trento, Italy, revised 31 Aug 2011.
  4. Chateauneuf, Alain & Rebille, Yann, 2004. "Some characterizations of non-additive multi-period models," Mathematical Social Sciences, Elsevier, Elsevier, vol. 48(3), pages 235-250, November.
  5. Kirsten Rohde, 2010. "A preference foundation for Fehr and Schmidt’s model of inequity aversion," Social Choice and Welfare, Springer, Springer, vol. 34(4), pages 537-547, April.
  6. Schmidt, Ulrich & Zank, Horst, 2009. "A simple model of cumulative prospect theory," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 45(3-4), pages 308-319, March.
  7. De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003. "Choquet pricing and equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July.
  8. Marta Cardin, 2005. "Preference Rapresentation for Multicriteria Decision Making," GE, Growth, Math methods, EconWPA 0511009, EconWPA.
  9. Wakai, Katsutoshi, 2011. "Modeling nonmonotone preferences: The case of utility smoothing," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 47(2), pages 213-226, March.
  10. Chateauneuf, Alain & Ventura, Caroline, 2013. "G-continuity, impatience and myopia for Choquet multi-period utilities," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 49(1), pages 97-105.
  11. André Lapied & Olivier Renault, 2012. "An Investigation of Time Consistency for Subjective Discontinued Utility," AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France 1210, Aix-Marseille School of Economics, Marseille, France.
  12. Chen, Zengjing & Kulperger, Reg, 2006. "Minimax pricing and Choquet pricing," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 518-528, June.

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