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Preferences Representable by a Lower Expectation: Some Characterizations

  • Andrea Capotorti

    ()

  • Giulianella Coletti

    ()

  • Barbara Vantaggi

    ()

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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s11238-007-9052-4
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    Article provided by Springer in its journal Theory and Decision.

    Volume (Year): 64 (2008)
    Issue (Month): 2 (March)
    Pages: 119-146

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    Handle: RePEc:kap:theord:v:64:y:2008:i:2:p:119-146
    Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=100341

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    1. Dow, James & Werlang, Sérgio Ribeiro da Costa, 1991. "Excess volatility of stock prices and knightian uncertainty," Economics Working Papers (Ensaios Economicos da EPGE) 179, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
    2. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-87, May.
    3. Neuefeind, Wilhelm & Trockel, Walter, 1995. "Continuous Linear Representability of Binary Relations," Economic Theory, Springer, vol. 6(2), pages 351-56, July.
    4. Giulianella Coletti & Barbara Vantaggi, 2006. "Representability of Ordinal Relations on a Set of Conditional Events," Theory and Decision, Springer, vol. 60(2), pages 137-174, 05.
    5. Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002. "Choquet insurance pricing: a caveat," ICER Working Papers - Applied Mathematics Series 14-2003, ICER - International Centre for Economic Research, revised May 2003.
    6. Epstein, L.G. & Zhang, J., 1998. "Subjective Probabilities on Subjectivity Unambiguous Event," RCER Working Papers 456, University of Rochester - Center for Economic Research (RCER).
    7. Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research.
    8. F J Anscombe & R J Aumann, 2000. "A Definition of Subjective Probability," Levine's Working Paper Archive 7591, David K. Levine.
    9. Mark J. Machina & David Schmeidler, 1994. "Bayes Without Bernoulli: Simple Conditions for Probabilistically Sophisticated Choice," Discussion Papers 1088, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    10. Wakker, P.P. & Thaler, R.H. & Tversky, A., 1997. "Probabilistic insurance," Discussion Paper 1997-35, Tilburg University, Center for Economic Research.
    11. Wakker, Peter, 1989. "Continuous subjective expected utility with non-additive probabilities," Journal of Mathematical Economics, Elsevier, vol. 18(1), pages 1-27, February.
    12. Tversky, Amos & Kahneman, Daniel, 1992. " Advances in Prospect Theory: Cumulative Representation of Uncertainty," Journal of Risk and Uncertainty, Springer, vol. 5(4), pages 297-323, October.
    13. 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.
    14. Chateauneuf, Alain, 1991. "On the use of capacities in modeling uncertainty aversion and risk aversion," Journal of Mathematical Economics, Elsevier, vol. 20(4), pages 343-369.
    15. Yaari, Menahem E., 1969. "Some remarks on measures of risk aversion and on their uses," Journal of Economic Theory, Elsevier, vol. 1(3), pages 315-329, October.
    16. Quiggin, John & Horowitz, John, 1995. "Time and Risk," Journal of Risk and Uncertainty, Springer, vol. 10(1), pages 37-55, January.
    17. Varian, Hal R, 1987. "The Arbitrage Principle in Financial Economics," Journal of Economic Perspectives, American Economic Association, vol. 1(2), pages 55-72, Fall.
    18. A. Chateauneuf & R. Kast & A. Lapied, 1996. "Choquet Pricing For Financial Markets With Frictions," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330.
    19. Bruno Girotto & Silvano Holzer, 2003. "Representing complete and incomplete subjective linear preferences on random numbers," Decisions in Economics and Finance, Springer, vol. 26(2), pages 129-144, November.
    20. Nau, Robert F. & McCardle, Kevin F., 1990. "Coherent behavior in noncooperative games," Journal of Economic Theory, Elsevier, vol. 50(2), pages 424-444, April.
    21. Gilboa, Itzhak & Schmeidler, David, 1989. "Maxmin expected utility with non-unique prior," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 141-153, April.
    22. Dubois, Didier & Prade, Henri & Sabbadin, Regis, 2001. "Decision-theoretic foundations of qualitative possibility theory," European Journal of Operational Research, Elsevier, vol. 128(3), pages 459-478, February.
    23. Diecidue, Enrico & Wakker, Peter P., 2002. "Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension," Mathematical Social Sciences, Elsevier, vol. 43(2), pages 135-149, March.
    24. Wakker, Peter P & Thaler, Richard H & Tversky, Amos, 1997. "Probabilistic Insurance," Journal of Risk and Uncertainty, Springer, vol. 15(1), pages 7-28, October.
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