Mono-Linearity-Based Axiomatic Approach to Non-Linear Expected Utility

Disentangling Intertemporal Substitution and Risk Aversion Under the Expected Utility Theorem

The B E Journal of Theoretical Economics ◽

10.1515/bejte-2016-0150 ◽

2018 ◽

Vol 19 (2) ◽

Author(s):

C. Oscar Lau

Keyword(s):

Risk Aversion ◽

Expected Utility ◽

Axiomatic Approach ◽

Intertemporal Substitution ◽

Standard Time ◽

Separable Form ◽

Straightforward Extension

Abstract This paper presents an axiomatic approach to separately control for the attitudes toward intertemporal substitution and risk aversion under the expected utility theorem. The standard time-separable form is recovered only if the functions dictating the two attitudes are identical. Risk aversion is defined on consumption amount rather than on utility (as in Kihlstrom and Mirman (1974 and 1981)). Moreover, the agent is allowed to trade his lottery outcome to optimize his consumption. As a result, this approach provides a straightforward extension of the familiar Arrow-Pratt results to multiple periods. These include categorizing, measuring, and comparing risk aversions.

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Bayes rule and expected utility rule: An unified axiomatic approach

Journal of Statistics and Management Systems ◽

10.1080/09720510.1999.10700987 ◽

1999 ◽

Vol 2 (1) ◽

pp. 9-21

Author(s):

Carlo Bertoluzza ◽

Mario Di Bacco ◽

Maria Luisa Capodieci

Keyword(s):

Expected Utility ◽

Axiomatic Approach ◽

Bayes Rule

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An axiomatic approach to the non-linear theory of generalized functions and consistency of Laplace transforms

Integral Transforms and Special Functions ◽

10.1080/10652469.2010.541057 ◽

2011 ◽

Vol 22 (4-5) ◽

pp. 367-374

Author(s):

Todor D. Todorov

Keyword(s):

Linear Theory ◽

Axiomatic Approach ◽

Laplace Transforms ◽

Generalized Functions ◽

Non Linear ◽

Theory Of Generalized Functions

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Constraining Non-linear Dirac Equations with Neutrino Oscillations

EPJ Web of Conferences ◽

10.1051/epjconf/201920609010 ◽

2019 ◽

Vol 206 ◽

pp. 09010

Author(s):

James Asikin Cheung ◽

Wei Khim Ng

Keyword(s):

Neutrino Oscillations ◽

Axiomatic Approach ◽

Dispersion Relations ◽

Energy Dispersion ◽

Dirac Equations ◽

Modified Dispersion Relations ◽

Phenomenological Studies ◽

Non Linear ◽

Quantum Models ◽

Linear Quantum

Considering the phenomenological studies of non-linear quantum models, we use an axiomatic approach to modify the Dirac Lagrangian. We apply constraints such as Hermiticity, locality, universality, etc to obtain various generic modified energy dispersion relations. After-which, we use the parameters from the neutrino oscillations to obtain bounds on these new modified dispersion relations.

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B. The Non-Linear Calculations for Pulsating Stars

Symposium - International Astronomical Union ◽

10.1017/s0074180900019008 ◽

1967 ◽

Vol 28 ◽

pp. 105-176

Author(s):

Robert F. Christy

Keyword(s):

Major Part ◽

Afternoon Session ◽

Discussion Session ◽

Pulsating Stars ◽

Fourth Symposium ◽

Non Linear ◽

Considerable Discussion ◽

Informal Approach ◽

Preceding Session

(Ed. note: The custom in these Symposia has been to have a summary-introductory presentation which lasts about 1 to 1.5 hours, during which discussion from the floor is minor and usually directed at technical clarification. The remainder of the session is then devoted to discussion of the whole subject, oriented around the summary-introduction. The preceding session, I-A, at Nice, followed this pattern. Christy suggested that we might experiment in his presentation with a much more informal approach, allowing considerable discussion of the points raised in the summary-introduction during its presentation, with perhaps the entire morning spent in this way, reserving the afternoon session for discussion only. At Varenna, in the Fourth Symposium, several of the summaryintroductory papers presented from the astronomical viewpoint had been so full of concepts unfamiliar to a number of the aerodynamicists-physicists present, that a major part of the following discussion session had been devoted to simply clarifying concepts and then repeating a considerable amount of what had been summarized. So, always looking for alternatives which help to increase the understanding between the different disciplines by introducing clarification of concept as expeditiously as possible, we tried Christy's suggestion. Thus you will find the pattern of the following different from that in session I-A. I am much indebted to Christy for extensive collaboration in editing the resulting combined presentation and discussion. As always, however, I have taken upon myself the responsibility for the final editing, and so all shortcomings are on my head.)

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