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Decomposing a utility function based on discrete distribution independence

He, Ying; Dyer, James S.; Butler, John C. - In: Decision analysis : a journal of the Institute for … 11 (2014) 4, pp. 233-249

Persistent link: https://www.econbiz.de/10010467473

Archimedean copulas derived from utility functions

Spreeuw, Jaap - In: Insurance / Mathematics & economics 59 (2014), pp. 235-242

Persistent link: https://www.econbiz.de/10010470021

Memory and anticipation : new empirical support for an old theory of the utility function

Knight, John B.; Gunatilaka, Ramani - 2014

Persistent link: https://www.econbiz.de/10010402988

A class of symmetric and quadratic utility functions generating Giffen demand

Landi, Massimiliano - In: Mathematical social sciences 73 (2015), pp. 50-54

Persistent link: https://www.econbiz.de/10010500718

Ordering infinite utility streams : efficiency, continuity, and no impatience

Alcantud, José Carlos R.; Dubey, Ram Sewak - In: Mathematical social sciences 72 (2014), pp. 33-40

Persistent link: https://www.econbiz.de/10010500911

Paradox-proof utility functions for heavy-tailed payoffs : two instructive two-envelope problems

Powers, Michael R. - In: Risks : open access journal 3 (2015) 1, pp. 26-34

We identify restrictions on a decision maker's utility function that are both necessary and sufficient to preserve … dominance reasoning in each of two versions of the Two-Envelope Paradox (TEP). For the classical TEP, the utility function must … satisfy a certain recurrence inequality. For the St. Petersburg TEP, the utility function must be bounded above asymptotically …

Persistent link: https://www.econbiz.de/10010482072

Saving motives and multivariate precautionary premia

Courbage, Christophe - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 2, pp. 385-391

Persistent link: https://www.econbiz.de/10010412435

Utility indifference hedging with exponential additive processes

Rheinländer, Thorsten; Steiger, Gallus - In: Asia-Pacific financial markets 17 (2010) 2, pp. 151-169

Persistent link: https://www.econbiz.de/10009237119

An interactive sorting method for additive utility functions

Köksalan, Murat; Özpeynirci, Selin Bilgin - In: Computers & operations research : and their … 36 (2009) 9, pp. 2565-2572

Persistent link: https://www.econbiz.de/10003844544

Maximization of nonconcave utility functions in discrete-time financial market models

Carassus, Laurence; Rásonyi, Miklós - In: Mathematics of operations research 41 (2016) 1, pp. 146-173

Persistent link: https://www.econbiz.de/10011448349