On the conditional value-at-risk probability-dependent utility function
Year of publication: |
2010
|
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Authors: | Street, Alexandre |
Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 68.2010, 1/2, p. 49-68
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Subject: | Risikomaß | Risk measure | Nutzenfunktion | Utility function |
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