Moments of utility functions and their applications

DOI10.1016/J.EJOR.2006.04.018zbMATH Open1114.91037OpenAlexW1989878590MaRDI QIDQ869192FDOQ869192

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

Recommendations

• Multiattribute utility copulas
• Invariant multiattribute utility functions
• Multiattribute utility functions satisfying mutual preferential independence
• Utility Copula Functions Matching All Boundary Assessments
• Decomposing a utility function based on discrete distribution independence

zbMATH Keywords

momentscross-momentsutility dependence

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• On Information and Sufficiency
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Theory of games and economic behavior.
• Bivariate Distributions With Exponential Conditionals
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Risk Aversion in the Small and in the Large
• Expected utility without utility
• Maximum Entropy Utility
• Decision analysis using targets instead of utility functions.
• The Pearson system of utility functions
• Certainty Equivalents for Three-Point Discrete-Distribution Approximations
• An Entropy Approach for Utility Assignment in Decision Analysis

Cited In (4)

• Robust decision making using a general utility set
• Title not available (Why is that?)
• Technical Note—Assessment of Risk Attitude by a Utility Dependence Condition
• Title not available (Why is that?)

This page was built for publication: Moments of utility functions and their applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q869192)