A note on additive risk measures in rank-dependent utility (Q661234): Difference between revisions

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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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