Extreme events and entropy: a multiple quantile utility model
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Publication:648372
DOI10.1016/J.IJAR.2011.05.005zbMATH Open1233.91094OpenAlexW2013557727MaRDI QIDQ648372FDOQ648372
Authors: Marcello Basili, Alain Chateauneuf 
Publication date: 22 November 2011
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2011.05.005
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Cited In (6)
- Project net present value estimation under uncertainty
- The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
- Detection of rare events with uncertain outcomes
- On a decision rule supported by a forecasting stage based on the decision maker's coefficient of optimism
- Risk Perception and Ambiguity in a Quantile Cumulative Prospect Theory
- The Impact of the Structure of the Payoff Matrix on the Final Decision made Under Uncertainty
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