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A new integral for capacities

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Cost-efficient contingent claims with market frictions

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Budget-constrained optimal insurance without the nonnegativity constraint on indemnities

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Equimeasurable rearrangements with capacities

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Knightian uncertainty meets ranking theory

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Ranking probability measures by inclusion indices in the case of unknown utility function

Bronevich, A. G.; Rozenberg, I. N. - In: Fuzzy optimization and decision making : a journal of … 13 (2014) 1, pp. 49-71

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Minimax regret approaches for preference elicitation with rank-dependent aggregators

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Second order beliefs models of choice under imprecise risk : nonadditive second order beliefs versus nonlinear second order utility

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Second order beliefs models of choice under imprecise risk : non-additive second order beliefs vs. nonlinear second order utility

Giraud, Raphaël - In: Theoretical economics : TE ; an open access journal in … 9 (2014) 3, pp. 779-816

This paper discusses models of choice under imprecise objective probabilistic information featuring beliefs about beliefs -- second order beliefs. A new model, called Second Order Dual Expected Utility (SODEU) featuring non-additive second order beliefs is introduced, axiomatized and...

Persistent link: https://www.econbiz.de/10011674093