Integral representation with convex capacities that are squeeze of (additive) probability measures

dc.contributorEscolas::EPGE
dc.contributorFGV
dc.creatorCoimbra-Lisboa, Paulo César
dc.date.accessioned2014-12-23T13:49:04Z
dc.date.accessioned2022-11-03T20:39:31Z
dc.date.available2014-12-23T13:49:04Z
dc.date.available2022-11-03T20:39:31Z
dc.date.created2014-12-23T13:49:04Z
dc.date.issued2003-10-24
dc.identifierhttp://hdl.handle.net/10438/12987
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5042457
dc.description.abstractIn this paper I will investigate the conditions under which a convex capacity (or a non-additive probability which exhibts uncertainty aversion) can be represented as a squeeze of a(n) (additive) probability measure associate to an uncertainty aversion function. Then I will present two alternatives forrnulations of the Choquet integral (and I will extend these forrnulations to the Choquet expected utility) in a parametric approach that will enable me to do comparative static exercises over the uncertainty aversion function in an easy way.
dc.languageeng
dc.publisherFundação Getulio Vargas. Escola de Pós-graduação em Economia
dc.relationSeminários de Almoço da EPGE
dc.rightsTodo cuidado foi dispensado para respeitar os direitos autorais deste trabalho. Entretanto, caso esta obra aqui depositada seja protegida por direitos autorais externos a esta instituição, contamos com a compreensão do autor e solicitamos que o mesmo faça contato através do Fale Conosco para que possamos tomar as providências cabíveis
dc.subjectEllsberg paradox
dc.subjectKnightian uncertainty
dc.subjectCapacity (non-additive probability)
dc.subjectUncertainty aversion
dc.subjectChoquet integral
dc.subjectChoquet expected utility
dc.titleIntegral representation with convex capacities that are squeeze of (additive) probability measures
dc.typeWorking Paper


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