题目:Comonotonic Convex Preferences
主讲人:夏建明研究员 中国科学院
时间:2014年12月11日 下午14:00
地点:邵馆401
摘要:In this paper we develop a set of axioms for preferences under uncertainty which leads to a representation result unifying the Choquet expected utility preferences of Schmeidler (1989) and the uncertainty averse preferences of Cerreia-Vioglio et al (2011). The maxmin Choquet expected utility, as a special case of the representation, can accommodate both of the 50:51 and reflection examples of Machina (2009).