Archimedean Utility Copulas with Polynomial Generating Functions

DOI10.1287/deca.2018.0386zbMath1440.90013OpenAlexW2965873435WikidataQ127401583 ScholiaQ127401583MaRDI QIDQ5120274

Zhengwei Sun, Ali E. Abbas

Publication date: 9 September 2020

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/deca.2018.0386

zbMATH Keywords

decision analysismultiattribute utility theorymultiattribute utility theory/functions

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Cites Work

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• Measurable Multiattribute Value Functions
• Consistent Assessment Procedures Using Conditional Utility Functions
• A Parametric Representation of Additive Value Functions
• Relative Risk Aversion
• A Fractional Hypercube Decomposition Theorem for Multiattribute Utility Functions
• Multiplicative Utility Functions
• A Generalized Sampling Approach for Multilinear Utility Functions Given Partial Preference Information
• METHODS—One-Switch Conditions for Multiattribute Utility Functions
• Utility Copula Functions Matching All Boundary Assessments
• Risk Aversion in the Small and in the Large

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