COUNTEREXAMPLES TO SEGAL MEASURE REPRESENTATION THEOREM

被引：11

作者：

WAKKER, P

机构：

[1] University of Nijmegen (N1CI), HE Nijmegen, 6500

来源：

JOURNAL OF RISK AND UNCERTAINTY | 1993年 / 6卷 / 01期

关键词：

RANK-DEPENDENT UTILITY; QUALITATIVE PROBABILITY;

D O I：

10.1007/BF01065352

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This article discusses relations between several notions of continuity in rank-dependent utility, and in the generalized version of rank-dependent utility as initiated by Segal. Primarily, examples are given to show logical independencies between these notions of continuity. This also leads to counterexamples to Segal's (1989) characterizing theorem 1.

引用

页码：91 / 98

页数：8

共 21 条

[11]

QUIGGIN J, 1992, AXIOMATIC BASIS ANTI

[12]

Royden H., 1963, REAL ANAL

[13] SUBJECTIVE-PROBABILITY AND EXPECTED UTILITY WITHOUT ADDITIVITY [J].