Cardinal extensions of EU model based on the Choquet integral
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- Alain Chateauneuf & Michèle Cohen, 2008. "Cardinal extensions of EU model based on the Choquet integral," Post-Print halshs-00348822, HAL.
- Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00671302, HAL.
- Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," Post-Print hal-00671302, HAL.
- Alain Chateauneuf & Michèle Cohen, 2009. "Cardinal Extensions of the EU Model Based on the Choquet Integral," PSE-Ecole d'économie de Paris (Postprint) hal-00671302, HAL.
- Alain Chateauneuf & Michèle Cohen, 2008. "Cardinal extensions of EU model based on the Choquet integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00348822, HAL.
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- Albrecht, Peter & Huggenberger, Markus, 2017. "The fundamental theorem of mutual insurance," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 180-188.
- Issouf Abdou & Philibert Andriamanantena & Mamy Raoul Ravelomanana & Rivo Rakotozafy, 2021. "Choquet utility depending on the state of nature [Utilité à la Choquet dépendante de l'état de la nature]," Working Papers hal-02344256, HAL.
- Didier Dubois, 2010. "Representation, Propagation, and Decision Issues in Risk Analysis Under Incomplete Probabilistic Information," Risk Analysis, John Wiley & Sons, vol. 30(3), pages 361-368, March.
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More about this item
Keywords
Uncertainty; risk; comonotony; Choquet capacity; Choquet integral;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2009-05-02 (Utility Models and Prospect Theory)
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