Dominance Conditions for Multivariate Utility Functions

DOI10.1287/MNSC.34.4.454MaRDI QIDQ3792442zbMATH OpenOpenAlexFDO

Authors Marco Scarsini

Publication date 1988

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.34.4.454

zbMATH Keywords

bivariate risk aversionchoice under riskexpected utilityk-variate risk aversionstochastic dominance conditions

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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Cited in

(25)

• Multivariate stochastic dominance with fixed dependence structure
• Distributional efficiency in multiobjective stochastic linear programming
• Dominance conditions in non-additive expected utility theory
• A class of bivariate stochastic orderings, with applications in actuarial sciences
• On risk aversion with two risks
• Orthant orderings of discrete random vectors
• First-order dominance: stronger characterization and a bivariate checking algorithm
• Multiattribute utility functions, partial information on coefficients, and efficient choice
• Weak stochastic ordering for multidimensional Markov chains
• On expected utility for financial insurance portfolios with stochastic dependencies
• Comparative ross risk aversion in the presence of mean dependent risks
• A class of multiattribute utility functions
• Multivariate stochastic dominance for risk averters and risk seekers
• Multivariate concave and convex stochastic dominance
• Stochastic Dominance Decision Rules when the Attributes are Utility Independent
• Stochastic dominance with nonadditive probabilities
• Solution approaches for the multiobjective stochastic programming
• Elementary multivariate rearrangements and stochastic dominance on a Fréchet class
• Decomposing the cross derivatives of a multiattribute utility function into risk attitude and value
• scientific article; zbMATH DE number 2099986 (Why is no real title available?)
• Dominance Axioms and Multivariate Nonexpected Utility Preferences
• Robust generalized Merton-type financial portfolio models with generalized utility
• The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications
• Multivariate decisions with unknown price vector
• Multivariate decision-making under risk aversion

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