Stopping rules for utility functions and the St. Petersburg gamble
type: Item
instance of: scholarly article
title: Stopping rules for utility functions and the St. Petersburg gamble
zbMATH Open document ID: 0941.91031
DOI: 10.1016/S0096-3003(97)10169-2
author: Moshe Dror
author: Bruce C. Hartman
published in: Applied Mathematics and Computation
publication date: 1999-06-29T00:00:00Z
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B06
zbMATH DE Number: 1311121
zbMATH Keywords: decision analysis
zbMATH Keywords: risk analysis
zbMATH Keywords: utility theory
MaRDI profile type: Publication
cites work: Q5618987
cites work: Exposition of a New Theory on the Measurement of Risk
cites work: Q3795523
cites work: Q4299918
cites work: Q3999749
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: Risk Aversion in the Small and in the Large
full work available at URL: s0096-3003(97)10169-2
OpenAlex ID: W2038010705
description: scientific article; zbMATH DE number 1311121