Risk attitudes for nonlinear measurable utility

DOI10.1007/BF02283527zbMath0707.90011OpenAlexW2001545448MaRDI QIDQ919960

Yutaka Nakamura

Publication date: 1989

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02283527

zbMATH Keywords

SSB utilitymeasure of risk aversionmonetary contextNonseparable decompositions

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (1)

Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions

Cites Work

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• Regret in Decision Making under Uncertainty
• Prospect Theory: An Analysis of Decision under Risk
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