Archimedean utility copulas with polynomial generating functions

DOI10.1287/DECA.2018.0386MaRDI QIDQ5120274zbMATH OpenOpenAlexWikidataFDO

Authors Zhengwei Sun, Ali 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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3616126 (Why is no real title available?)
• scientific article; zbMATH DE number 3395595 (Why is no real title available?)
• A Fractional Hypercube Decomposition Theorem for Multiattribute Utility Functions
• A Parametric Representation of Additive Value Functions
• A generalized sampling approach for multilinear utility functions given partial preference information
• An introduction to copulas. Properties and applications
• Consistent Assessment Procedures Using Conditional Utility Functions
• Foundations of Multiattribute Utility
• Measurable Multiattribute Value Functions
• Multiattribute utility copulas
• Multiattribute utility functions satisfying mutual preferential independence
• Multiplicative Utility Functions
• Multiplicative utilities for health and consumption
• On Fates Comparable to Death
• One-Switch Independence for Multiattribute Utility Functions
• One-Switch Utility Functions and a Measure of Risk
• One-switch conditions for multiattribute utility functions
• Ordinal one-switch utility functions
• Rational decision making.
• Relative Risk Aversion
• Risk Aversion in the Small and in the Large
• Utility Copula Functions Matching All Boundary Assessments

Cited in

(4)

• Multiattribute utility functions satisfying mutual preferential independence
• Utility Copula Functions Matching All Boundary Assessments
• Multiattribute utility copulas
• Archimedean copulas derived from utility functions

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