The Comonotonic Sure-Thing Principle

Authors
  • P.P. Wakker
  • S.H. Chew
Publication date 1996
Journal Journal of Risk and Uncertainty
Volume | Issue number 12 | 12
Pages (from-to) 5-26
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract This article identifies the common characterizing condition, the comonotonic sure-thing principle, that underlies the rank-dependent direction in non-expected utility. This condition restricts Savage's sure-thing principle to comonotonic acts, and is characterized in full generality by means of a new functional form -cumulative utility- that generalizes the Choquet integral. Thus, a common generalization of all existing rank-dependent forms is obtained, including rank-dependent expected utility, Choquet expected utility, and cumulative prospect theory.
Document type Article
Published at
https://doi.org/10.1007/BF00353328 (Final published version)
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