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L'analyse axiomatique et l'attitude par rapport au risque

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  • Jean Baccelli

    (THEMA - Théorie économique, modélisation et applications - UCP - Université de Cergy Pontoise - Université Paris-Seine - CNRS - Centre National de la Recherche Scientifique, IHPST - Institut d'Histoire et de Philosophie des Sciences et des Techniques - UP1 - Université Paris 1 Panthéon-Sorbonne - DEC - Département d'Etudes Cognitives - ENS Paris - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

Abstract

Cette note épistémologique porte sur le statut, en théorie de la décision, des concepts d'attitude par rapport au risque. À première vue, l'analyse axiomatique ne les exploite pas, ce qui reflète une certaine neutralité des modèles de décision au sujet de l'attitude par rapport au risque. Mais un examen plus poussé met en valeur la variation conditionnelle et le renforcement de l'attitude par rapport au risque, qui rattachent les concepts d'attitude par rapport au risque à l'analyse axiomatique.

Suggested Citation

  • Jean Baccelli, 2016. "L'analyse axiomatique et l'attitude par rapport au risque," Post-Print hal-01462286, HAL.
    • Handle: RePEc:hal:journl:hal-01462286
    DOI: 10.3917/reco.pr2.0063
    Note: View the original document on HAL open archive server: https://hal.science/hal-01462286
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    Keywords

    attitude par rapport au risque; utilité espérée; utilité non-espérée; paradoxe d'Allais;
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