单调可加统计量
Monotone additive statistics
AI总结：
本文完整刻画了对随机占优单调且对独立随机变量之和可加的统计量，并将其用于时间偏好、贴现因子聚合及非期望效用偏好建模。
摘要：
期望是描述性统计量的一个例子，它对随机占优具有单调性，并且对独立随机变量之和具有可加性。我们给出了此类统计量的完整刻画，并探讨了其在个体和群体决策模型中的若干应用。这些应用包括对平稳单调时间偏好的表示，将 Fishburn 和 Rubinstein（1982）的工作扩展到时间彩票。这一扩展为关于时间的风险态度以及多个贴现因子的聚合提供了新的视角。我们还提出了一类新颖的、关于赌博的非期望效用偏好，它们既满足对背景风险的不变性，又满足居间性，同时具有足够的灵活性，能够刻画混合风险态度。
英文摘要：
The expectation is an example of a descriptive statistic that is monotone with respect to stochastic dominance, and additive for sums of independent random variables. We provide a complete characterization of such statistics, and explore a number of applications to models of individual and group decision-making. These include a representation of stationary monotone time preferences, extending the work of Fishburn and Rubinstein (1982) to time lotteries. This extension offers a new perspective on risk attitudes toward time, as well as on the aggregation of multiple discount factors. We also offer a novel class of nonexpected utility preferences over gambles which satisfy invariance to background risk as well as betweenness, but are versatile enough to capture mixed risk attitudes.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
