A note on additive risk measures in rank-dependent utility (Q661234)
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scientific article; zbMATH DE number 6004747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on additive risk measures in rank-dependent utility |
scientific article; zbMATH DE number 6004747 |
Statements
A note on additive risk measures in rank-dependent utility (English)
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10 February 2012
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decision-making
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measure of risk
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premium principle
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equivalent utility
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rank-dependent utility
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exponential utility
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axiomatization
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additivity
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