Expected utility operators and possibilistic risk aversion
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Publication:2392557
DOI10.1007/S00500-012-0851-3zbMATH Open1269.91031OpenAlexW2073259130MaRDI QIDQ2392557FDOQ2392557
Authors: Irina Georgescu 
Publication date: 1 August 2013
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-012-0851-3
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Cites Work
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- Fuzzy reasoning in decision making and optimization
- A possibilistic approach to risk aversion
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Cited In (15)
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences
- When can expected utility handle first-order risk aversion?
- Risk aversion in the theory of expected utility with rank dependent probabilities
- On risk aversion under fuzzy random data
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
- Multidimensional possibilistic risk aversion
- Possibilistic risk aversion
- Expected utility operators and coinsurance problem
- A simple axiomatization of risk-averse expected utility
- Fuzzy expected utility
- Risk aversion, prudence and mixed optimal saving models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Spectral utility, Wiener-Hopf techniques, and rational expectations
- A possibilistic approach to risk aversion
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