Results 41 to 50 of about 1,456,868 (61)
Pessimistic portfolio allocation and Choquet expected utility [PDF]
Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory that replaces the classical expected utility criterion with a Choquet expectation that accentuates the likelihood of the least favorable outcomes ...
Gregory Kordas +2 more
core
Capacities and Games on Lattices: A Survey of Result [PDF]
We provide a survey of recent developments about capacities (or fuzzy measures) and ccoperative games in characteristic form, when they are defined on more general structures than the usual power set of the universal set, namely lattices. In a first part,
Michel Grabisch
core
Risk measurement with the equivalent utility principles. [PDF]
Risk measures have been studied for several decades in the actuarial literature, where they appeared under the guise of premium calculation principles. Risk measures and properties that risk measures should satisfy have recently received considerable at-
Denuit, M +4 more
core
Thirty-first Illinois Custom Spray Operators Training School: summaries of presentations [PDF]
, 1979 Made available in DSpace on 2016-03-17T21:24:49Z (GMT). No. of bitstreams: 2 749322_1979.pdf: 25608937 bytes, checksum: a190a7b2270aef124526f80493eb0a69 (MD5) license.txt: 4846 bytes, checksum: 927d59ba442de31571446841df3d90ca (MD5) Previous issue date:
Illinois Custom Spray Operators' School
core
Twenty-eighth Illinois Custom Spray Operators' Training School: summaries of presentations [PDF]
, 1976 Made available in DSpace on 2016-03-17T21:24:46Z (GMT). No. of bitstreams: 2 749322_1976.pdf: 26589794 bytes, checksum: c1ff1cdfd0fd85c1cb6b4f7646d0d1aa (MD5) license.txt: 4846 bytes, checksum: 927d59ba442de31571446841df3d90ca (MD5) Previous issue date:
Illinois Custom Spray Operators' School
core
Updating Choquet Beliefs. [PDF]
We apply Pires’s coherence property between unconditional and conditional preferences that admit a CEU representation. In conjunction with consequentialism (only those outcomes on states which are still possible can matter for conditional preference ...
Simon Grant +2 more
core
Valuing future cash flows with non separable discount factors and non additive subjective measures: Conditional Choquet Capacities on Time and on Uncertainty [PDF]
We consider future cash flows that are contingent both on dates in time and on uncertain states. The decision maker (DM) values the cash flows according to its decision criterion: Here the payoffs’ expectation with respect to a capacity measure.
André Lapied, Robert Kast
core
The Symmetric Sugeno Integral [PDF]
We propose an extension of the Sugeno integral for negative numbers, in the spirit of the symmetric extension of Choquet integral, also called \Sipos\ integral.
Michel Grabisch
core
1981 Thirty-Third Illinois Custom Spray Operators Training School: summaries of presentations
, 1981 Summaries of presentations from the Spray Operators' Training School annual conference, January 7th and 8th, 1981. Also includes the Agricultural Pesticide Dealers' and Applicators' Handbook.
Illinois Custom Spray Operators' School
core
There is a large theoretical literature in both economics and psychology on decision making under ambiguity (as distinct from risk) and many preference functionals proposed in this literature for describing behaviour in such contexts.
John D Hey +2 more
core