8 found
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  1.  98
    Regular Updating.Alain Chateauneuf, Thibault Gajdos & Jean-Yves Jaffray - 2011 - Theory and Decision 71 (1):111-128.
    We study the Full Bayesian Updating rule for convex capacities. Following a route suggested by Jaffray (IEEE Transactions on Systems, Man and Cybernetics 22(5):1144–1152, 1992), we define some properties one may want to impose on the updating process, and identify the classes of (convex and strictly positive) capacities that satisfy these properties for the Full Bayesian Updating rule. This allows us to characterize two parametric families of convex capacities: ${(\varepsilon,\delta)}$ -contaminations (which were introduced, in a slightly different form, by Huber (...)
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  2.  48
    Conditioning Capacities and Choquet Integrals: The Role of Comonotony.Alain Chateauneuf, Robert Kast & André Lapied - 2001 - Theory and Decision 51 (2/4):367-386.
    Choquet integrals and capacities play a crucial role in modern decision theory. Comonotony is a central concept for these theories because the main property of a Choquet integral is its additivity for comonotone functions. We consider a Choquet integral representation of preferences showing uncertainty aversion (pessimism) and propose axioms on time consistency which yield a candidate for conditional Choquet integrals. An other axiom characterizes the role of comonotony in the use of information. We obtain two conditioning rules for capacities which (...)
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  3.  59
    Tribute to Jean-Yves Jaffray.Michèle Cohen, Alain Chateauneuf, Eric Danan, Thibault Gajdos, Raphaël Giraud, Meglena Jeleva, Fabrice Philippe, Jean-Marc Tallon & Jean-Christophe Vergnaud - 2011 - Theory and Decision 71 (1):1-10.
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  4.  42
    Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009.Michèle Cohen, Alain Chateauneuf, Eric Danan, Thibault Gajdos, Raphaël Giraud, Meglena Jeleva, Fabrice Philippe, Jean-Marc Tallon & Jean-Christophe Vergnaud - 2011 - Theory and Decision 71 (1):1-10.
    Tribute to Jean-Yves Jaffray by the French Group of Decision Theory.
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  5.  55
    Positivity of Bid-Ask Spreads and Symmetrical Monotone Risk Aversion.Moez Abouda & Alain Chateauneuf - 2002 - Theory and Decision 52 (2):149-170.
    A usual argument in finance refers to no arbitrage opportunities for the positivity of the bid-ask spread. Here we follow the decision theory approach and show that if positivity of the bid-ask spread is identified with strong risk aversion for an expected utility market-maker, this is no longer true for a rank-dependent expected utility one. For such a decision-maker only a very weak form of risk aversion is required, a result which seems more in accordance with his actual behavior. We (...)
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  6.  31
    Choices Under Ambiguity With Familiar And Unfamiliar Outcomes.Marcello Basili, Alain Chateauneuf & Fulvio Fontini - 2005 - Theory and Decision 58 (2):195-207.
    This paper considers a decision-making process under ambiguity in which the decision-maker is supposed to split outcomes between familiar and unfamiliar ones. She is assumed to behave differently with respect to unfamiliar gains, unfamiliar losses and customary (familiar) outcomes. In particular, she is supposed to be pessimistic on gains, optimistic on losses and ambiguity neutral on the familiar outcomes. A generalization of the usual Choquet Integral is formalized when the decision maker holds capacities and probabilities. A characterization of the decision-maker’s (...)
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  7.  21
    Mohammed Abdellaoui/Editorial Statement 1–2 Mohammed Abdellaoui and Peter P. Wakker/The Likelihood Method for Decision Under Uncertainty 3–76 AAJ Marley and R. Duncan Luce/Independence Properties Vis--Vis Several Utility Representations 77–143. [REVIEW]Davide P. Cervone, William V. Gehrlein, William S. Zwicker, Which Scoring Rule Maximizes Condorcet, Marcello Basili, Alain Chateauneuf & Fulvio Fontini - 2005 - Theory and Decision 58:409-410.
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  8.  4
    Multidimensional Pigou–Dalton Transfers and Social Evaluation Functions.Marcello Basili, Paulo Casaca, Alain Chateauneuf & Maurizio Franzini - 2017 - Theory and Decision 83 (4):573-590.
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