Risk averse decision making under catastrophic risk.
Bogdan GrechukMichael ZabarankinPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- risk averse
- decision makers
- decision making
- risk neutral
- risk aversion
- utility function
- risk measures
- portfolio management
- decision support system
- expected utility
- stochastic programming
- supply chain
- decision theory
- data mining
- short term
- risk sensitive
- portfolio selection
- influence diagrams
- case based reasoning
- artificial intelligence