In search of characterization of the preference for safety under the Choquet model
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- Michèle Cohen & Isaac Meilijson, 2011. "In search of characterization of the preference for safety under the Choquet model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00594082, HAL.
- Michèle Cohen & Isaac Meilijson, 2011. "In search of a characterization of the preference for safety under the Choquet model," Documents de travail du Centre d'Economie de la Sorbonne 11031, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
References listed on IDEAS
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- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.
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More about this item
Keywords
Modèle de Choquet; avidité; pessimisme; utilité dépendant du rang; aversion pour le risque; incertain.; Choquet Utility; greediness; pessimism; Rank-dependent Utility; Risk aversion; uncertainty.;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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