Exact capacities and star-shaped distorted probabilities (Q943581)
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scientific article; zbMATH DE number 5323863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact capacities and star-shaped distorted probabilities |
scientific article; zbMATH DE number 5323863 |
Statements
Exact capacities and star-shaped distorted probabilities (English)
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10 September 2008
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Properties of distorted probabilities are transferred to capacities, together with applications to Yaari's model of choice under risk.
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capacity
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exact
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balanced
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star-shaped function
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risk aversion
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