On the existence of certainty equivalents of various relevant types

We tackle the problem of associating certainty equivalents with preferences over stochastic situations, which arises in a number of different fields (e.g., the theory of risk attitudes or the analysis of stochastic cooperative games). We study the possibility of endowing such preferences with cer...

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Bibliographic Details
Main Authors: J. C. R. Alcantud, G. Bosi
Format: Article
Language:English
Published: Wiley 2003-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/S1110757X03207075
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