On the conditional value-at-risk probability-dependent utility function (Q849311): Difference between revisions

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On the conditional value-at-risk probability-dependent utility function
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    On the conditional value-at-risk probability-dependent utility function (English)
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    25 February 2010
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    conditional value-at-risk
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    probability-dependent utility function
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    Choquet expected utility
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    certainty equivalent
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    Allais paradox
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