On the conditional value-at-risk probability-dependent utility function (Q849311)
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scientific article; zbMATH DE number 5675086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the conditional value-at-risk probability-dependent utility function |
scientific article; zbMATH DE number 5675086 |
Statements
On the conditional value-at-risk probability-dependent utility function (English)
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25 February 2010
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conditional value-at-risk
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probability-dependent utility function
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Choquet expected utility
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certainty equivalent
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Allais paradox
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