Probabilistic risk aversion for generalized rank-dependent functions (Q6966928)
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scientific article; zbMATH DE number 8056969
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| English | Probabilistic risk aversion for generalized rank-dependent functions |
scientific article; zbMATH DE number 8056969 |
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Probabilistic risk aversion for generalized rank-dependent functions (English)
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26 June 2025
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quasi-convexity
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risk aversion
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signed Choquet functions
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rank-dependent utilities
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probabilistic mixtures
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