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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Equilibrium in a Reinsurance Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk measurement with equivalent utility principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4082912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On additive principles of zero utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the representation of additive principles of premium calculation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maxmin expected utility with non-unique prior / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decision principles derived from risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comonotonic image of independence for additive risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Actuarial risk measures for financial derivative pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A rank-dependent generalization of zero utility principle. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subjective Probability and Expected Utility without Additivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advances in prospect theory: cumulative representation of uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5844986 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 21:13, 4 July 2024

scientific article
Language Label Description Also known as
English
A note on additive risk measures in rank-dependent utility
scientific article

    Statements

    A note on additive risk measures in rank-dependent utility (English)
    0 references
    0 references
    0 references
    0 references
    10 February 2012
    0 references
    decision-making
    0 references
    measure of risk
    0 references
    premium principle
    0 references
    equivalent utility
    0 references
    rank-dependent utility
    0 references
    exponential utility
    0 references
    axiomatization
    0 references
    additivity
    0 references

    Identifiers