L’article étudie la sélection adverse dans le cas de la demande d’assurance d’une automobile louée lorsque le critère de décision est une espérance de Choquet. L’approche adoptée de l’intégration de l’information à la décision d’assurance autorise l’utilisation d’une...

When individual beliefs are not Bayesian, economic agents may refuse further information about the uncertainty they are facing. Choquet decision makers in particular may be information averse. This note shows that, if the capacity is neo-additive, then the information value is necessarily positive.

Several updating rules for Choquet capacities have been proposed in the literature. We propose to study them in a general framework consisting of extending the definition of conditional expectations to the Choquet case. Then we adopt several relations between unconditional and conditional...