On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory
J. Chudziak
| Year of publication: |
2020
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|---|---|
| Authors: | Chudziak, J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 94.2020, p. 154-159
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| Subject: | Principle of equivalent utility | Cumulative prospect theory | Choquet integral | Positive homogeneity | Additivity for comonotonic risks | Prospect Theory | Prospect theory | Nutzen | Utility | Erwartungsnutzen | Expected utility | Risiko | Risk | Nutzentheorie | Utility theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Präferenztheorie | Theory of preferences | Nutzenfunktion | Utility function |