In search of a characterization of the preference for safety under the Choquet model.
Year of publication: |
2011-05
|
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Authors: | Cohen, Michèle ; Meilijson, Isaac |
Institutions: | Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) |
Subject: | Choquet Utility | greediness | pessimism | Rank-dependent Utility | Risk aversion uncertainty |
Extent: | application/pdf |
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Series: | Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X. |
Type of publication: | Book / Working Paper |
Notes: | 21 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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