Counterexamples to Segal's Measure Representation Theorem
AbstractThis article discusses relations between several notions of continuity in rank-dependent utility, and in the generalized version of rank-dependent utility as initiated by Segal. Primarily, examples are given to show logical independencies between these notions of continuity. This also leads to counterexamples to Segal's (1989) characterizing theorem 1. Copyright 1993 by Kluwer Academic Publishers
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Bibliographic InfoArticle provided by Springer in its journal Journal of Risk and Uncertainty.
Volume (Year): 6 (1993)
Issue (Month): 1 (January)
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