| Article ID: | iaor1995373 |
| Country: | Switzerland |
| Volume: | 52 |
| Issue: | 1 |
| Start Page Number: | 3 |
| End Page Number: | 20 |
| Publication Date: | Sep 1994 |
| Journal: | Annals of Operations Research |
| Authors: | Chateauneuf Alain |
| Keywords: | risk |
The aim of this paper is to present a unified framework a survey of some results related to Choquet Expected Utility (CEU) models, a promising class of models introduced separately by Quiggin, Yaari and Schmeidler which allow to separate attitudes towards uncertainty (or risk) from attitudes towards wealth, while respecting the first order stochastic dominance axiom.