Moments of utility functions and their applications

DOI10.1016/J.EJOR.2006.04.018MaRDI QIDQ869192zbMATH OpenOpenAlexFDO

Authors Ali Abbas

Publication date 26 February 2007

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

Full work available at URL https://doi.org/10.1016/j.ejor.2006.04.018

zbMATH Keywords

cross-momentsmomentsutility dependence

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• An entropy approach for utility assignment in decision analysis
• Bivariate Distributions With Exponential Conditionals
• Certainty Equivalents for Three-Point Discrete-Distribution Approximations
• Decision analysis using targets instead of utility functions.
• Expected utility without utility
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• scientific article; zbMATH DE number 3107192 (Why is no real title available?)
• Maximum Entropy Utility
• On Information and Sufficiency
• Risk Aversion in the Small and in the Large
• The Pearson system of utility functions
• Theory of games and economic behavior.

Cited in

(5)

• Robust decision making using a general utility set
• Technical Note—Assessment of Risk Attitude by a Utility Dependence Condition
• scientific article; zbMATH DE number 124432 (Why is no real title available?)
• scientific article; zbMATH DE number 2099986 (Why is no real title available?)
• Archimedean utility copulas with polynomial generating functions

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