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EnglishWe show that preferences on random numbers which satisfy certain natural properties can be represented, in the setting of topological vector spaces, by a suitable family of continuous previsions which is, in a sense, unique. Moreover, for most commonly used spaces of random numbers, we establish that one can derive these preferences, via an expectation operator, from a suitable family of probabilities (whether or not finitely additive).
| Titolo: | Representing complete and incomplete subjective linear preferences on random numbers |
| Autori: | |
| Data di pubblicazione: | 2003 |
| Rivista: | |
| Abstract: | We show that preferences on random numbers which satisfy certain natural properties can be represented, in the setting of topological vector spaces, by a suitable family of continuous previsions which is, in a sense, unique. Moreover, for most commonly used spaces of random numbers, we establish that one can derive these preferences, via an expectation operator, from a suitable family of probabilities (whether or not finitely additive). |
| Handle: | http://hdl.handle.net/11368/1695672 |
| Appare nelle tipologie: | 1.1 Articolo in Rivista |
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