Okay off work now so I can look into if there's a dutch book for violations of the continuity axiom. Maybe derivable from the "complete class theorem" I've heard about?

My motivation is basically I don't really -get- the foundations for consequentialism, something I learned when I tried thinking about Pascal's mugging.

Pascal's mugging seems like it could happen in real life, but for VnM agents continuity means that they can't be Pascal's mugged.