Decision Under Risk: The Non-Additive Case

O. Nomia

Papiers d'Economie Mathématique et Applications from Université Panthéon-Sorbonne (Paris 1)

Abstract: In this chapter, we derive Yaari's model of decision under risk in connection with Schmeidler's model of decision under uncertainty. The model is illustrated with two applications in insurance theory. Final comments concern the general Rank Dependent Expected Utility (RDEU) model.

Keywords: RISK; ECONOMIC MODELS; INSURANCE (search for similar items in EconPapers)
JEL-codes: D81 (search for similar items in EconPapers)
Date: 2000

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Persistent link: http://EconPapers.repec.org/RePEc:fth:pariem:2000.115

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