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Preference for safety under the Choquet model: in search of a characterization - MaRDI portal

Preference for safety under the Choquet model: in search of a characterization (Q2447156)

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Preference for safety under the Choquet model: in search of a characterization
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    Statements

    title
    Preference for safety under the Choquet model: in search of a characterization (English)
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    author
    Michèle Cohen
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    Isaac Meilijson
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    publication date
    24 April 2014
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    zbMATH Keywords
    Choquet utility
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    casino
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    greediness
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    pessimism
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    rank-dependent utility
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    risk aversion
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    uncertainty
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    cites work
    Q3241581
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    Q3051226
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    Theory of capacities
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    Q5600521
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    Q5343895
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    Q4758141
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    Stochastic Games
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    Identifiers

    Mathematics Subject Classification ID
    91B06
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    91B16
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    28E10
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    zbMATH DE Number
    6287909
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    OpenAlex ID
    W1991285850
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