Time Continuity and Nonadditive Expected Utility
Published Online:11 Aug 2009https://doi.org/10.1287/moor.1090.0402
References
- A definition of subjective probability. Ann. Math. Statist. (1963) 34:199–295Crossref, Google Scholar
- Some characterizations of non-additive multi-period models. Math. Soc. Sci. (2004) 48:235–250Crossref, Google Scholar
- Theory of capacities. Ann. Indust. Fourier (1955) 5:131–295Crossref, Google Scholar
- Teoria Delle Probabilita (1970) (Einaudi, Turin, Italy) Google Scholar
- , Sandmann K., Coherent risk measures on general probability spaces. Advances in Finance and Stochastics (Essays in Honour of Dieter Sondermann) (2002) (Springer, Berlin) 1–37Crossref, Google Scholar
- Risk, ambiguity, and the savage axioms. Quart. J. Econom. (1961) 75:643–669Crossref, Google Scholar
- Expectation and variation in multi-period decisions. Econometrica (1989) 57:1153–1169Crossref, Google Scholar
- Maxmin expected utility with non-unique priors. J. Math. Econom. (1989) 18:141–153Crossref, Google Scholar
- A new integral for capacities. Econom. Theory (2009) 39:157–176Crossref, Google Scholar
- Partially specified probabilities: Decisions and games. (2007) . Working paper, Tel Aviv University, Tel Aviv, IsraelGoogle Scholar
- Coherent risk measures induced by partially specified probabilities. (2007) . Working paper, Tel Aviv University, Tel Aviv, IsraelGoogle Scholar
- The concave integral over large spaces. Fuzzy Sets Systems (2008) 159:2130–2144Crossref, Google Scholar
- Lebesgue theorems in non-additive measure theory. Fuzzy Sets Systems (2005) 149:543–548Crossref, Google Scholar
- Ambiguity aversion, robustness, and the variational representation of preferences. Econometrica (2006) 74:1447–1498Crossref, Google Scholar
- A theory of fuzzy measures: Representations: The Choquet integral and null-sets. J. Math. Anal. Appl. (1991) 159:532–549Crossref, Google Scholar
- Null-Additive Set Functions (1995) (Kluwer Academic, Dordrecht, The Netherlands) Google Scholar
- The Foundations of Statistics (1954) (John Wiley, New York) Google Scholar
- Integral representation without additivity. Proc. Amer. Math. Soc. (1986) 97:255–261Crossref, Google Scholar
- Subjective probabilies without additivity. Econometrica (1989) 57:571–587Crossref, Google Scholar
- Loss aversion in a multi-period model. Math. Soc. Sci. (1997) 33:203–226Crossref, Google Scholar
- Fuzzy Measure Theory (1992) (Plenum, New York) Crossref, Google Scholar

