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Exact Capacities and Star-Shaped Distorted Probabilities

Zaier Aouani () and Alain Chateauneuf ()

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Abstract: We are interested in capacities which are deformations of probability, i.e. v=fring operatorP. 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)
Date: 2008-09
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Published in Mathematical Social Sciences, Elsevier, 2008, 56 (2), pp.185-194. ⟨10.1016/j.mathsocsci.2008.01.006⟩

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Journal Article: Exact capacities and star-shaped distorted probabilities (2008) Downloads
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DOI: 10.1016/j.mathsocsci.2008.01.006

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