New results on high-order risk changes

DOI10.1016/j.ejor.2014.12.023zbMath1346.91081OpenAlexW1972538733MaRDI QIDQ319177

Mario Menegatti

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.12.023

zbMATH Keywords

riskutility theory\(n\)th-order derivatives\(n\)th-order risk change

Mathematics Subject Classification ID

Utility theory (91B16)

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