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Weighted quasi-arithmetic means and a risk index for stochastic environments - MaRDI portal

Weighted quasi-arithmetic means and a risk index for stochastic environments (Q2886923)

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scientific article; zbMATH DE number 6035191
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English
Weighted quasi-arithmetic means and a risk index for stochastic environments
scientific article; zbMATH DE number 6035191

    Statements

    14 May 2012
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    weighted quasi-arithmetic mean
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    utility function
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    weighting function
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    downward risk
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    the first-order stochastic dominance
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    risk premium
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    Weighted quasi-arithmetic means and a risk index for stochastic environments (English)
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    Identifiers