Modeling non-monotone risk aversion using SAHARA utility functions.

An Chen Antoon Pelsser Michel Vellekoop

Published in: J. Econ. Theory (2011)

Keyphrases

utility function
risk aversion
expected utility
decision makers
risk averse
risk neutral
multi attribute
decision problems
decision theory
risk sensitive
probability distribution
genetic algorithm
probabilistic model
theoretical framework
lead time