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Risk pricing in a non-expected utility framework.

Gebhard Geiger
Published in: Eur. J. Oper. Res. (2015)
Keyphrases
  • expected utility
  • decision theoretic
  • theoretical framework
  • utility function
  • decision makers
  • influence diagrams
  • decision theory
  • neural network
  • probabilistic model
  • state space
  • decision models
  • risk aversion