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Conditional expectation for monotone measures, the discrete case

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  • Denneberg, Dieter
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    File URL: http://www.sciencedirect.com/science/article/B6VBY-45R7RP4-1/2/7315ca46dabb9fd14b985e920f9cf5ad
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    Bibliographic Info

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

    Volume (Year): 37 (2002)
    Issue (Month): 2 (April)
    Pages: 105-121

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    Handle: RePEc:eee:mateco:v:37:y:2002:i:2:p:105-121

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

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    1. GHIRARDATO, Paolo & LE BRETON, Michel, . "Choquet rationality," CORE Discussion Papers RP -1447, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Cohen, M. & Gilboa, I. & Jaffray, J.Y. & Schmeidler, D., 2000. "An experimental study of updating ambiguous beliefs," Risk, Decision and Policy, Cambridge University Press, vol. 5(02), pages 123-133, June.
    3. Hendon, Ebbe & Jacobsen, Hans Jorgen & Sloth, Birgitte & Tranaes, Torben, 1996. "The product of capacities and belief functions," Mathematical Social Sciences, Elsevier, vol. 32(2), pages 95-108, October.
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    Cited by:
    1. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    2. Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2007. "Updating Choquet beliefs," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 888-899, September.
    3. Robert Kast & André Lapied & Pascal Toquebeuf, 2008. "Updating Choquet Integrals , Consequentialism and Dynamic Consistency," ICER Working Papers - Applied Mathematics Series 04-2008, ICER - International Centre for Economic Research.

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