We present in this paper necessary and sufficient conditions for the representation of preferences in a decision making problem, by the Sugeno integral, in a purely ordinal framework. We distinguish between strong and weak representations.

Tribute to Jean-Yves Jaffray by the French Group of Decision Theory

Considering that a natural way of sharing risks in insurance companies is to require risk by risk Pareto optimality, we offer in case of strong risk aversion, a simple computable method for deriving all Pareto optima. More importantly all Individually Rational Pareto optima can be computed...

Tribute to Jean-Yves Jaffray by the French Group of Decision Theory

We present in this paper necessary and sufficient conditions for the representation of preferences in a decision making problem, by the Sugeno integral, in a purely ordinal framework. We distinguish between strong and weak representations.

This chapiter of a collective book is dedicated to classical decision models under uncertainty, i.e. under situations where events do not have "objective" probabilities with which the Decision Marker agrees. We present successively the two main theories, their axiomatic, the interpretation and...

This chapter of a collective book aims at presenting cardinal extensions of the EU model, based on the Choquet integral, which allow to take into account observed behaviors as in Allais' paradox under risk or Ellsberg's paradox under uncertainty, where the expected utility model is violated....

We show that when decision makers are of the multiple prior kind, there is an equivalence between no betting and non empty intersection of the sets of priors.

This paper studies monotone risk aversion, the aversion to monotone, meanpreserving increase in risk (Quiggin [21]), in the Rank Dependent Expected Utility (RDEU) model. This model replaces expected utility by another functional, characterized by twofunctions, a utility function u in conjunction...

We reconsider the principles of diminishing transfer (introduced by Kolm [1976]) and dual diminishing transfer (introduced by Mehran [1976]). It appears that if a Rank Dependent Expected Utility (RDEU) maximizer respects the principle of diminishing (resp. dual diminishing) transfer, then he...