ダウンロード数: 183
| タイトル: | Agreeable Bets with Multiple Priors |
| 著者: | Kajii, Atsushi Ui, Takashi |
| キーワード: | multiple priors convex capacity agreeing and disagreeing Choquet integralm |
| 発行日: | Feb-2004 |
| 出版者: | Institute of Economic Research, Kyoto University |
| 誌名: | KIER Discussion Paper |
| 巻: | 581 |
| 抄録: | This paper considers a two agent model of trade with multiple priors. First, we characterize the existence of an agreeable bet on some event in terms of the set of priors. It is then shown that the existence of an agreeable bet on some event is a strictly stronger condition than the existence of an agreeable trade, whereas the two conditions are equivalent in the standard Bayesian framework. Secondly, we show that the two conditions are equivalent when the set of priors is the core of a convex capacity. |
| URI: | http://hdl.handle.net/2433/129515 |
| 関連リンク: | http://ideas.repec.org/p/kyo/wpaper/581.html |
| 出現コレクション: | KIER Discussion Paper (英文版) |
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