Elements Of Risk Analysis In Non-Linear Utility Theory

DOI10.1080/03155986.1984.11731916MaRDI QIDQ3677441zbMATH OpenOpenAlexFDO

Authors Peter Fishburn

Publication date 1984

Published in INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03155986.1984.11731916

zbMATH Keywords

attitude towards riskgeneral non-linear utility theorypreference reversal phenomenonstochastic dominance, certainty equivalence

Mathematics Subject Classification ID

Utility theory (91B16)

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Cited in

(6)

• Nonmonotonic risk preferences over lottery comparison
• Risk pricing in a non-expected utility framework
• Theory of generalized risk attitudes
• Nonlinear risks: a unified framework
• SSB utility theory: An economic perspective
• Risk attitudes for nonlinear measurable utility

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