Preserving preference rankings under non-financial background risk

DOI10.1057/jors.2009.95zbMath1195.91025OpenAlexW2040336990MaRDI QIDQ4929856

Béatrice Rey, Yannick Malevergne

Publication date: 24 September 2010

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00520072/file/Revised_PreserveRanking.pdf

zbMATH Keywords

decision analysisbackground riskmultivariate risksdisaggregation of harmsrisk independence

Mathematics Subject Classification ID

Decision theory (91B06)

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