A note on additive risk measures in rank-dependent utility (Q661234): Difference between revisions
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Revision as of 01:21, 11 February 2024
scientific article
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English | A note on additive risk measures in rank-dependent utility |
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A note on additive risk measures in rank-dependent utility (English)
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10 February 2012
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decision-making
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measure of risk
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premium principle
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equivalent utility
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rank-dependent utility
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exponential utility
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axiomatization
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additivity
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