Stopping rules for utility functions and the St. Petersburg gamble

DOI10.1016/S0096-3003(97)10169-2zbMATH Open0941.91031OpenAlexW2038010705MaRDI QIDQ1294318FDOQ1294318

Authors: Moshe Dror, Bruce C. Hartman 

Publication date: 29 June 1999

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(97)10169-2

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zbMATH Keywords

decision analysisrisk analysisutility theory

Mathematics Subject Classification ID

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

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
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• Exposition of a New Theory on the Measurement of Risk
• Risk Aversion in the Small and in the Large
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Cited In (7)

• Stopping Strategies and Gambler's Ruin
• Rationality judge and optimization design of lottery scheme
• The St. Petersburg paradox and capital asset pricing
• The St. Petersburg gamble and risk
• Title not available (Why is that?)
• General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
• The median-based resolution of the St. Petersburg paradox

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