Autori
Maccheroni, Fabio
Diecidue, Enrico

Titolo
Coherence without additivity
Periodico
International Center for Economics Research, Torino. ICER - Working papers series
Anno: 2002 - Fascicolo: 10 - Pagina iniziale: 1 - Pagina finale: 8

The Dutch book argument is a coherence condition for the existence of subjective probabilities. This note gives a general framework of analysis for this argument in a nonadditive probability setting. Particular cases are given by comonotonic and affinely related Dutch books that lead to Choquet expectations and Min expectations.



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