Upper bounds for the risk in the \(\alpha\)-t utility function (Q1062587)
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scientific article; zbMATH DE number 3914017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bounds for the risk in the \(\alpha\)-t utility function |
scientific article; zbMATH DE number 3914017 |
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Upper bounds for the risk in the \(\alpha\)-t utility function (English)
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1985
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Fishburn's \(\alpha\)-t model [see \textit{P. C. Fishburn}, Amer. Econ. Rev. 67, 116-126 (1977)] is an important example of a utility function involving a target for a random variable. Simple upper bounds for the risk function in this model are proposed for cases in which the probability distribution is either unknown, or produces complicated or intractable statements of the model.
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upper bounds
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risk function
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