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Dominance conditions in non-additive expected utility theory
16 references·0 citing·39 second hop
Dominance conditions in non-additive expected utility theory (1992)Dominance conditions in non-additive expe…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Multivariate decisions with unknown price vector (1989)Multivariate decisions with u…Duality in non-additive expected utility theory (1989)Duality in non-additive expec…Dominance Conditions for Multivariate Utility Functions (1988)Dominance Conditions for Mult…Expected utility with purely subjective non-additive probabilities (1987)Expected utility with purely …Comparison of Random Cash Flows (1986)Comparison of Random Cash Flo…Stochastic dominance with pair-wise risk aversion (1985)Stochastic dominance with pai…Stochastic Dominance Decision Rules when the Attributes are Utility Independent (1984)Stochastic Dominance Decision…Multivariate decision-making (1984)Multivariate decision-makingComparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues…The Geometric Mean and Stochastic Dominance (1980)The Geometric Mean and Stocha…Increasing Nth degree risk (1980)Increasing Nth degree riskContinua of stochastic dominance relations for unbounded probability distributions (1980)Continua of stochastic domina…Order relations in the set of probability distribution functions and their applications in queueing theory (1976)Order relations in the set of…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Changes in risk and the demand for saving (2008)Pricing Kernels with Stochastic Skewness and Volatility Risk (2011)Consistency of Higher Order Risk Preferences (2014)Increasing Downside Risk (2016)Risk aversion with many commodities (1974)Toward multivariate efficiency criteria (1974)Multivariate Risk Aversion, Utility Independence and Separable Utility Functions (1975)A class of bivariate stochastic orderings, with applications in actuarial sciences (1999)Risk Aversion in International Relations Theory (2001)Solution approaches for the multiobjective stochastic programming (2011)Utility Theory for Decision Making (1971)A theory of anticipated utility (1982)The Dual Theory of Choice under Risk (1987)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Psychology and Economics (1997)Risk attitudes and decision weights (1995)Ellsberg Revisited: An Experimental Study (2007)Advances in Prospect Theory: Cumulative Representation of Uncertainty (2016)Theory of games and economic behavior (2019)Exposition of a New Theory on the Measurement of Risk (1954)Rules for Ordering Uncertain Prospects (1969)The Efficiency Analysis of Choices Involving Risk (1969)Ranking Distributions with Generalized Lorenz Curves (1989)Negative Moments, Risk Aversion, and Stochastic Dominance (1993)Multivariate stochastic dominance for risk averters and risk seekers (2016)Transfer principles in income redistribution (1984)Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences (1997)Third-Degree Stochastic Dominance (2016)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A note on stochastic dominance and inequality measures (1989)Extremal generators and extremal distributions for the continuous s-convex stochastic orderings (1999)Nonparametric Tests for Positive Quadrant Dependence (2004)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)A Smooth Model of Decision Making under Ambiguity (2005)Blocking When Service Is Required From Several Facilities Simultaneously (1985)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Marked point processes as limits of Markovian arrival streams (1993)
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References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 1987Expected utility with purely subjective non-additive probabilities818 cited
  • 1984Comparison Methods for Queues and Other Stochastic Models720 cited
  • 1980Increasing Nth degree risk225 cited
  • 1980The Geometric Mean and Stochastic Dominance70 cited
  • 1976Order relations in the set of probability distribution functions and their applications in queueing theory66 cited
  • 1988Dominance Conditions for Multivariate Utility Functions64 cited
  • 1980Continua of stochastic dominance relations for unbounded probability distributions57 cited
  • 1984Stochastic Dominance Decision Rules when the Attributes are Utility Independent54 cited
  • 1985Stochastic dominance with pair-wise risk aversion37 cited
  • 1989Duality in non-additive expected utility theory32 cited
  • 1984Multivariate decision-making16 cited
  • 1989Multivariate decisions with unknown price vector13 cited
  • 1986

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Comparison of Random Cash Flows
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