Concave/convex weighting and utility functions for risk: a new light on classical theorems
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Cited in
(11)- Continuity postulates and solvability axioms in economic theory and in mathematical psychology: a consolidation of the theory of individual choice
- On \(s\)-convexity and risk aversion
- Exact capacities and star-shaped distorted probabilities
- Risk and Utility in the Duality Framework of Convex Analysis
- Law-invariant functionals that collapse to the mean: beyond convexity
- Core of convex distortions of a probability.
- Preference functionals with prize-dependent distortion of probabilities
- A powerful tool for analyzing concave/convex utility and weighting functions
- Weighted quasi-arithmetic mean on two-dimensional regions and their applications
- On the concavity and quasiconcavity properties of \((\sigma,\mu)\) utility functions
- A contribution to duality theory, applied to the measurement of risk aversion
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