Modeling attitudes towards uncertainty and risk through the use of choquet integral

Author:

Chateauneuf Alain

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference56 articles.

1. M. Allais, Le comportement de l'homme rationnel devant le risque: Critique des postulats et axiomes de l'école américaine, Econometrica 21 (1953) 503–546.

2. M. Allais, The general theory of random choices in relation to the invariant cardinal utility function and the specific probability function, in:Risk, Decision and Rationality, ed. B. R. Munier (Reidel, Dordrecht, 1988) pp. 233–289.

3. T. E. Armstrong, Comonotonicity, simplicial subdivision of cubes and non-linear expected utility via Choquet integrals, Working Paper, University of Maryland, MD (1990).

4. A. Chateauneuf, On the use of comonotonicity in the axiomatization of EURDP theory for arbitrary consequences, presented atFUR V, Durham, Working Paper, CERMSEM, Paris (1990).

5. A. Chateauneuf, On the use of capacities in modeling uncertainty aversion and risk aversion. J. Math. Econ. 20 (1991) 343–369.

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