On the conditional value-at-risk probability-dependent utility function (Q849311): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:22, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the conditional value-at-risk probability-dependent utility function |
scientific article |
Statements
On the conditional value-at-risk probability-dependent utility function (English)
0 references
25 February 2010
0 references
conditional value-at-risk
0 references
probability-dependent utility function
0 references
Choquet expected utility
0 references
certainty equivalent
0 references
Allais paradox
0 references
