 Returning to the Ellsberg preferences in the three colour problem, it is easy to see that \(f_1\succ g_1\) iff \(v(\{r\}) &gt; v(\{b\})\) and \(g_2\succ f_2\) iff \(v(\{b,y\}) &gt; v(\{r,y\})\). These inequalities obviously cannot be simultaneously satisfied in special cases in which \(c\) is additive and indeed, in such cases, CEU reduces to SEU. In the more general case, there is no problem: let \(v\), for instance, be such that: 