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Theorem of existence of ruptures for mean values on finite numerical segments. Discrete case

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  • Harin, Alexander

Abstract

The proof of the theorem of existence of the ruptures, namely the proof of maximality, is improved. The theorem may be used in economics and explain the well-known problems such as Allais’ paradox. Illustrated examples of ruptures are presented.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 35650.

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Date of creation: 31 Dec 2011
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Handle: RePEc:pra:mprapa:35650

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Keywords: utility; utility theory; probability; uncertainty; decisions; economics; Allais paradox; risk aversion;

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  1. Tversky, Amos & Wakker, Peter, 1995. "Risk Attitudes and Decision Weights," Econometrica, Econometric Society, vol. 63(6), pages 1255-80, November.
  2. Daniel Kahneman & Richard H. Thaler, 2006. "Anomalies: Utility Maximization and Experienced Utility," Journal of Economic Perspectives, American Economic Association, vol. 20(1), pages 221-234, Winter.
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