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Marcello?BasiliEmail author Alain?Chateauneuf Fulvio?Fontini 《Theory and Decision》2005,58(2):195-207
This paper considers a decision-making process under ambiguity in which the decision-maker is supposed to split outcomes between
familiar and unfamiliar ones. She is assumed to behave differently with respect to unfamiliar gains, unfamiliar losses and
customary (familiar) outcomes. In particular, she is supposed to be pessimistic on gains, optimistic on losses and ambiguity
neutral on the familiar outcomes. A generalization of the usual Choquet Integral is formalized when the decision maker holds
capacities and probabilities. A characterization of the decision-maker’s behavior is provided for a specific subset of capacities,
in which it is shown that the decision-maker underestimates the unfamiliar outcomes while is linear in probabilities on customary
ones. 相似文献