Concave/convex weighting and utility functions for risk: a new light on classical theorems
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Publication:2234776
DOI10.1016/J.INSMATHECO.2021.07.002zbMATH Open1471.91088OpenAlexW3186693363WikidataQ113872274 ScholiaQ113872274MaRDI QIDQ2234776FDOQ2234776
Authors: Jingni Yang, Peter P. Wakker 
Publication date: 19 October 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.07.002
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Cited In (11)
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- Core of convex distortions of a probability.
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- A powerful tool for analyzing concave/convex utility and weighting functions
- Preference functionals with prize-dependent distortion of probabilities
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- On the concavity and quasiconcavity properties of \((\sigma,\mu)\) utility functions
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- Risk and Utility in the Duality Framework of Convex Analysis
- Exact capacities and star-shaped distorted probabilities
- A contribution to duality theory, applied to the measurement of risk aversion
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