Certainty Equivalent under Cumulative Prospect Theory

DOI10.1142/S0218488519500193OpenAlexW2940918202WikidataQ127994227 ScholiaQ127994227MaRDI QIDQ5872451

Jacek Chudziak

Publication date: 30 January 2023

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218488519500193

zbMATH Keywords

certainty equivalentChoquet integraltranslation invariancecumulative prospect theorypositive homogeneity

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (1)

On complementary symmetry under cumulative prospect theory

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