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Comonotonic independence: The critical test between classical and rank- dependent utility theories - MaRDI portal

Comonotonic independence: The critical test between classical and rank- dependent utility theories (Q1341562)

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scientific article; zbMATH DE number 707405
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English
Comonotonic independence: The critical test between classical and rank- dependent utility theories
scientific article; zbMATH DE number 707405

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    Comonotonic independence: The critical test between classical and rank- dependent utility theories (English)
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    16 February 1995
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    rank-dependence
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    nonexpected utility
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    comonotonicity
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    prospect theory
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    independence
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    expected utility
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