Concave/convex weighting and utility functions for risk : a new light on classical theorems
Year of publication: |
2021
|
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Authors: | Wakker, Peter P. ; Yang, Jingni |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 429-435
|
Subject: | Convex preferences | Quasiconcave utility | Rank-dependent utility | Risk aversion | Risikoaversion | Nutzen | Utility | Nutzenfunktion | Utility function | Nutzentheorie | Utility theory | Risiko | Risk | Erwartungsnutzen | Expected utility |
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