Utility Copula Functions Matching All Boundary Assessments

DOI10.1287/OPRE.1120.1152MaRDI QIDQ5301132zbMATH OpenOpenAlexFDO

Authors Ali Abbas

Publication date 2 July 2013

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.1120.1152

zbMATH Keywords

decision supportmultiattribute utilityutility assessment

Mathematics Subject Classification ID

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

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Cited in

(10)

• Knowledge Learning of Insurance Risks Using Dependence Models
• Multiattribute utility functions satisfying mutual preferential independence
• Copula theory and probabilistic sensitivity analysis: is there a connection?
• Moments of utility functions and their applications
• Ordinal one-switch utility functions
• Archimedean utility copulas with polynomial generating functions
• Decomposing a utility function based on discrete distribution independence
• Convergence results for patchwork copulas
• Multiattribute utility copulas
• Risk premium for dependent risks using utility copulas and risk aversion

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