Expected utility with lower probabilities

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Standard

Expected utility with lower probabilities. / Hendon, Ebbe; Jacobsen, Hans Jørgen; Sloth, Birgitte; Tranæs, Torben.

I: Journal of Risk and Uncertainty, Bind 8, Nr. 2, 1994, s. 197-216.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Hendon, E, Jacobsen, HJ, Sloth, B & Tranæs, T 1994, 'Expected utility with lower probabilities', Journal of Risk and Uncertainty, bind 8, nr. 2, s. 197-216. https://doi.org/10.1007/BF01065372

APA

Hendon, E., Jacobsen, H. J., Sloth, B., & Tranæs, T. (1994). Expected utility with lower probabilities. Journal of Risk and Uncertainty, 8(2), 197-216. https://doi.org/10.1007/BF01065372

Vancouver

Hendon E, Jacobsen HJ, Sloth B, Tranæs T. Expected utility with lower probabilities. Journal of Risk and Uncertainty. 1994;8(2):197-216. https://doi.org/10.1007/BF01065372

Author

Hendon, Ebbe ; Jacobsen, Hans Jørgen ; Sloth, Birgitte ; Tranæs, Torben. / Expected utility with lower probabilities. I: Journal of Risk and Uncertainty. 1994 ; Bind 8, Nr. 2. s. 197-216.

Bibtex

@article{ca13e65074c611dbbee902004c4f4f50,
title = "Expected utility with lower probabilities",
abstract = "An uncertain and not just risky situation may be modeled using so-called belief functions assigning lower probabilities to subsets of outcomes. In this article we extend the von Neumann-Morgenstern expected utility theory from probability measures to belief functions. We use this theory to characterize uncertainty neutrality and different degrees of uncertainty aversion",
author = "Ebbe Hendon and Jacobsen, {Hans J{\o}rgen} and Birgitte Sloth and Torben Tran{\ae}s",
note = "JEL clasification: D81",
year = "1994",
doi = "10.1007/BF01065372",
language = "English",
volume = "8",
pages = "197--216",
journal = "Journal of Risk and Uncertainty",
issn = "0895-5646",
publisher = "Springer",
number = "2",

}

RIS

TY - JOUR

T1 - Expected utility with lower probabilities

AU - Hendon, Ebbe

AU - Jacobsen, Hans Jørgen

AU - Sloth, Birgitte

AU - Tranæs, Torben

N1 - JEL clasification: D81

PY - 1994

Y1 - 1994

N2 - An uncertain and not just risky situation may be modeled using so-called belief functions assigning lower probabilities to subsets of outcomes. In this article we extend the von Neumann-Morgenstern expected utility theory from probability measures to belief functions. We use this theory to characterize uncertainty neutrality and different degrees of uncertainty aversion

AB - An uncertain and not just risky situation may be modeled using so-called belief functions assigning lower probabilities to subsets of outcomes. In this article we extend the von Neumann-Morgenstern expected utility theory from probability measures to belief functions. We use this theory to characterize uncertainty neutrality and different degrees of uncertainty aversion

U2 - 10.1007/BF01065372

DO - 10.1007/BF01065372

M3 - Journal article

VL - 8

SP - 197

EP - 216

JO - Journal of Risk and Uncertainty

JF - Journal of Risk and Uncertainty

SN - 0895-5646

IS - 2

ER -

ID: 157248