Composite multilinearity, epistemic uncertainty and risk achievement worth.
Emanuele BorgonovoCurtis L. SmithPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- risk measures
- risk averse
- expected utility
- inherent uncertainty
- decision making
- high risk
- belief change
- risk management
- extreme events
- risk factors
- incomplete information
- portfolio management
- epistemic logic
- risk aversion
- minimum risk
- dynamic epistemic logic
- natural disasters
- utility function
- probability distribution
- multi agent systems