Decision Under Risk : The Non-Additive Case.

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.

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Year of publication:	2000
Authors:	Nomia, O.
Institutions:	Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
Subject:	RISK \| ECONOMIC MODELS \| INSURANCE

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Series:	Papiers d'Economie Mathématique et Applications.
Type of publication:	Book / Working Paper
Notes:	18 pages
Classification:	D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005663629