Preserving preference rankings under non-financial background risk / Y. Malevergne in Journal of the operational research society (JORS), Vol. 61 N° 8 (Août 2010)  

Public ISBD [article]  inJournal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1302–1308 Titre : Preserving preference rankings under non-financial background risk Type de document : texte imprimé Auteurs : Y. Malevergne, Auteur ; B. Rey, Auteur Année de publication : 2011 Article en page(s) : pp. 1302–1308 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Decision analysis Multivariate risks Background risk Disaggregation of harms Risk independence Index. décimale : 001.424 Résumé : We investigate the impact of a non-financial background risk Epsilon variant with tilde on the preference rankings between two independent financial risks Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1 and Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2 for an expected-utility maximizer. More precisely, we provide necessary and sufficient conditions for the alternative (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1,y0+ Epsilon variant with tilde) to be preferred to (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2,y0+ Epsilon variant with tilde) whenever (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1,y0) is preferred to (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2,y0). Utility functions that preserve the preference rankings are fully characterized. Their practical relevance is discussed in light of recent results on the constraints for the modelling of the preference for the disaggregation of harms. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200995a.html [article] Preserving preference rankings under non-financial background risk [texte imprimé] / Y. Malevergne, Auteur ; B. Rey, Auteur . - 2011 . - pp. 1302–1308. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 8 (Août 2010) . - pp. 1302–1308 Mots-clés : Decision analysis Multivariate risks Background risk Disaggregation of harms Risk independence Index. décimale : 001.424 Résumé : We investigate the impact of a non-financial background risk Epsilon variant with tilde on the preference rankings between two independent financial risks Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1 and Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2 for an expected-utility maximizer. More precisely, we provide necessary and sufficient conditions for the alternative (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1,y0+ Epsilon variant with tilde) to be preferred to (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2,y0+ Epsilon variant with tilde) whenever (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author1,y0) is preferred to (x0+Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author2,y0). Utility functions that preserve the preference rankings are fully characterized. Their practical relevance is discussed in light of recent results on the constraints for the modelling of the preference for the disaggregation of harms. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n8/abs/jors200995a.html

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