; b Amsterdam School of Economics, University of Amsterdam, 1011 NJ Amsterdam, Netherlands;

• 成果类型: Article
• 署名作者: Amarante, Massimiliano; Liebrich, Felix-Benedikt; Munari, Cosimo
• 署名单位: Universite de Montreal; University of Amsterdam; University of Verona
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2023.0015
• 发表日期: 2025
• 关键词: subjective probabilities; ambiguity; Capacities; utility; RISK

摘要

We revisit Marinacci's uniqueness theorem for convex -ranged probabilities and its applications. Our approach does away with both the countable additivity and the positivity of the charges involved. In the process, we uncover several new equivalent conditions, which lead to a novel set of applications. These include extensions of the classic Fre ' chet-Hoeffding bounds as well as of the automatic Fatou property of law -invariant functionals. We also generalize existing results of the collapse to the mean -type concerning capacities and alpha-MEU preferences.