Query:
faculty: "FEB" and publication year: "1990"
| Author | P.P. Wakker | | Title | Under stochastic dominance choquet-expected utility and anticipated utility are identical |
| Journal | Theory and decision |
| Volume | 29 |
| Year | 1990 |
| Pages | 119-132 |
| ISSN | 00405833 |
| Faculty | Faculty of Economics and Business |
| Institute/dept. | FEB: Research Institute in Economics and Econometrics Amsterdam (RESAM) |
| Keywords | Decision-making; Mathematical methods; Choquet-integral; Utility |
| Abstract | The aim of this paper is to convince the reader that Choquet-expected utility, as initiated by Schmeidler (1982) for decision making under uncertainty, when formulated for decision making under risk naturally leads to Yaari (1987)'s anticipated utility. Thus the two generalizations of expected utility in fact are one. |
| Document type | Article |
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