| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 973031 | Mathematical Social Sciences | 2008 | 10 Pages |
Abstract
We are interested in capacities which are deformations of probability, i.e. v=f∘Pv=f∘P. We characterize balanced, totally balanced, and exact capacities by properties concerning the probability transformation function, ff. These results allow us to obtain simple new characterizations of a large pattern of risk aversions relevant to Yaari’s dual theory of choice under risk.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zaier Aouani, Alain Chateauneuf,