Risk averse preference models for normalised lotteries based on simulation

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DOI10.1504/IJOR.2010.033137zbMath1194.91068OpenAlexW1994640975MaRDI QIDQ991863

Jamal R. M. Ameen, Khwazbeen Saida Fatah, Peng Shi, Ronald J. Wiltshire

Publication date: 8 September 2010

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

Full work available at URL: https://doi.org/10.1504/ijor.2010.033137

zbMATH Keywords

simulation preference models cumulative-function expected-utility theory mean-variance theory normalised lotteries ranking preferences risk averse modelling

Mathematics Subject Classification ID

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