Exact capacities and star-shaped distorted probabilities
Zaier Aouani () and
Alain Chateauneuf ()
Mathematical Social Sciences, 2008, vol. 56, issue 2, 185-194
We are interested in capacities which are deformations of probability, i.e.Â v=foP. We characterize balanced, totally balanced, and exact capacities by properties concerning the probability transformation function, f. 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: Capacity; Exact; Balanced; Star-shaped; function; Risk; aversion (search for similar items in EconPapers)
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Working Paper: Exact Capacities and Star-Shaped Distorted Probabilities (2008)
Working Paper: Exact capacities and star shaped distorted probabilities (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matsoc:v:56:y:2008:i:2:p:185-194
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