Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences-Reference-Cited by-同舟云学术

Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences

Published:1999-08 Issue:1 Volume:32 Page:21-45
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Chateauneuf Alain

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference37 articles.

1. Billingsley, P., 1968. Convergence of Probability Measures. Wiley, New York.

2. Chateauneuf, A., 1990. On the use of comonotonicity in the axiomatization of E.U.R.D.P. theory for arbitrary consequences. Extended abstract presented at Fifth International Conference on the Foundations and Applications of Utility, Risk and Decision Theory (FUR.90).

3. Chew, S.H., 1989. The rank-dependent quasilinear mean. Department of Economics, University of California, Irvine, unpublished manuscript.

4. A unifying approach to axiomatic non-expected utility theories;Chew;J. Econ. Theory,1989

5. A Schur concave characterization of risk aversion for non-expected utility preferences;Chew;J. Econ. Theory,1995

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