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We adapt the model of comparisons of experts initiated by Lehrer (“Comparison of experts JME 98”) to a context of uncertainty which cannot be modelised by expected utility. We examine the robustness of Lehrer in this new context. Unlike expected utility, there exist several ways to define...
Persistent link: https://www.econbiz.de/10005797780
We give some Fubini's theorems (interversion of the order of integration and product capacities) in the framework of the Choquet integral for product sigma-algebras. Following Ghirardato this is performed by considering slice-comonotonic functions. Our results can be easily interpreted for...
Persistent link: https://www.econbiz.de/10005797825