The axiomatic basis of risk-value models
type: Item
instance of: scholarly article
title: The axiomatic basis of risk-value models
zbMATH Open document ID: 1011.91054
DOI: 10.1016/S0377-2217(02)00200-X
author: Ulrich Schmidt
published in: European Journal of Operational Research
publication date: 2003-04-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 1896771
zbMATH Keywords: risk-value models
zbMATH Keywords: independence axiom
zbMATH Keywords: non-expected utility
MaRDI profile type: Publication
cites work: Axiomatic utility theories with the betweenness property
cites work: Q4766755
cites work: Continuity Properties of Paretian Utility
cites work: An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
cites work: Safety First and the Holding of Assets
cites work: Risk-value models
full work available at URL: s0377-2217(02)00200-x
OpenAlex ID: W1977026934
Recommended article: An axiomatic theory of conjoint, expected risk
Recommended article: An empirical investigation of the assumptions of risk-value models
Recommended article: On Some Models for Value-At-Risk
Recommended article: A simple axiomatization of risk-averse expected utility
Recommended article: A wealth-requirement axiomatization of riskiness
Recommended article: Stable modeling of value at risk
description: scientific article; zbMATH DE number 1896771