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Interval scalability of rank-dependent utility

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  • Mikhail Sokolov

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Abstract

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Suggested Citation

  • Mikhail Sokolov, 2011. "Interval scalability of rank-dependent utility," Theory and Decision, Springer, vol. 70(3), pages 255-282, March.
  • Handle: RePEc:kap:theord:v:70:y:2011:i:3:p:255-282
    DOI: 10.1007/s11238-010-9241-4
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    References listed on IDEAS

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    1. Manski, C.F., 1988. "Ordinal Utility Models Of Decision Making Under Uncertainty," Working papers 363, Wisconsin Madison - Social Systems.
    2. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
    3. Ovchinnikov, Sergei, 1996. "Means on ordered sets," Mathematical Social Sciences, Elsevier, vol. 32(1), pages 39-56, August.
    4. Mohammed Abdellaoui, 2002. "A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem," Econometrica, Econometric Society, vol. 70(2), pages 717-736, March.
    5. Christopher P. Chambers, 2009. "An Axiomatization Of Quantiles On The Domain Of Distribution Functions," Mathematical Finance, Wiley Blackwell, vol. 19(2), pages 335-342.
    6. R. Luce & A. Marley, 2005. "Ranked Additive Utility Representations of Gambles: Old and New Axiomatizations," Journal of Risk and Uncertainty, Springer, vol. 30(1), pages 21-62, January.
    7. Chateauneuf, Alain, 1999. "Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 21-45, August.
    8. Luce, R Duncan, 1988. "Rank-Dependent, Subjective Expected-Utility Representations," Journal of Risk and Uncertainty, Springer, vol. 1(3), pages 305-332, September.
    9. Rothblum, Uriel G., 1975. "Multivariate constant risk posture," Journal of Economic Theory, Elsevier, vol. 10(3), pages 309-332, June.
    10. Quiggin, John, 1982. "A theory of anticipated utility," Journal of Economic Behavior & Organization, Elsevier, vol. 3(4), pages 323-343, December.
    11. Ali Abbas, 2010. "Invariant multiattribute utility functions," Theory and Decision, Springer, vol. 68(1), pages 69-99, February.
    12. Segal, Uzi, 1993. "The Measure Representation: A Correction," Journal of Risk and Uncertainty, Springer, vol. 6(1), pages 99-107, January.
    13. Quiggin John & Wakker Peter, 1994. "The Axiomatic Basis of Anticipated Utility: A Clarification," Journal of Economic Theory, Elsevier, vol. 64(2), pages 486-499, December.
    14. Fishburn, Peter C., 1980. "Continua of stochastic dominance relations for unbounded probability distributions," Journal of Mathematical Economics, Elsevier, vol. 7(3), pages 271-285, December.
    15. Luce, R Duncan & Fishburn, Peter C, 1995. "A Note on Deriving Rank-Dependent Utility Using Additive Joint Receipts," Journal of Risk and Uncertainty, Springer, vol. 11(1), pages 5-16, July.
    16. Liping Liu, 2004. "A Note on Luce-Fishburn Axiomatization of Rank-Dependent Utility," Journal of Risk and Uncertainty, Springer, vol. 28(1), pages 55-71, January.
    17. Quiggin, John & Chambers, R.G.Robert G., 2004. "Invariant risk attitudes," Journal of Economic Theory, Elsevier, vol. 117(1), pages 96-118, July.
    18. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
    19. Bell, David E & Fishburn, Peter C, 2000. "Utility Functions for Wealth," Journal of Risk and Uncertainty, Springer, vol. 20(1), pages 5-44, January.
    20. Chew, S. H. & Epstein, L. G., 1989. "A unifying approach to axiomatic non-expected utility theories," Journal of Economic Theory, Elsevier, vol. 49(2), pages 207-240, December.
    21. Tversky, Amos & Kahneman, Daniel, 1986. "Rational Choice and the Framing of Decisions," The Journal of Business, University of Chicago Press, vol. 59(4), pages 251-278, October.
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    More about this item

    Keywords

    Rank-dependent utility; Interval scalability; Meaningfulness; D81;

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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