The epsilon-Gini-contamination multiple priors model admits a linear-mean-standard-deviation utility representation
type: Item
instance of: scholarly article
title: The epsilon-Gini-contamination multiple priors model admits a linear-mean-standard-deviation utility representation
zbMATH Open document ID: 1255.91254
author: Simon Grant
author: Atsushi Kajii
published in: Economics Letters
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 60B10
zbMATH DE Number: 6131139
zbMATH Keywords: subjective probability
zbMATH Keywords: maximin expected utility
zbMATH Keywords: relative Gini concentration index
zbMATH Keywords: mean-variance utility
MaRDI profile type: Publication
full work available at URL: j.econlet.2006.09.012
OpenAlex ID: W2073429304
cites work: Maxmin expected utility with non-unique prior
cites work: Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
cites work: A More Robust Definition of Subjective Probability
cites work: Risk premiums and benefit measures for generalized-expected-utility theories
cites work: Invariant risk attitudes
DOI: 10.1016/J.ECONLET.2006.09.012
description: scientific article; zbMATH DE number 6131139