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Choquet integral
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Chudziak, J.
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On existence and uniqueness of the principle of equivalent utility under Cumulative Prospect Theory
Chudziak, J.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 243-246
Persistent link: https://www.econbiz.de/10011825485
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On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory
Chudziak, J.
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 154-159
Persistent link: https://www.econbiz.de/10012419195
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