Certainty Equivalent under Cumulative Prospect Theory (Q5872451)

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scientific article; zbMATH DE number 7646973
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Certainty Equivalent under Cumulative Prospect Theory
scientific article; zbMATH DE number 7646973

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    Certainty Equivalent under Cumulative Prospect Theory (English)
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    30 January 2023
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    certainty equivalent
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    cumulative prospect theory
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    Choquet integral
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    positive homogeneity
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    translation invariance
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