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http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/5335| Title: | Risk Independence and Multiattributed Utility Functions |
| Issue Date: | 9-Oct-2013 |
| Publisher: | Massachusetts Institute of Technology, Operations Research Center |
| Description: | The concepts of conditional risk aversion, the conditional risk premium, and risk independence pertaining to multiattributed utility functions are defined. The latter notion is then generalized to what is called utility independence. A number of theorems useful for simplifying the assessment of multiattributed utility functions given certain risk independence and utility independence assumptions are stated. U. S. Army Research Office (Durham) under Contract No. DAHCO4-70-C-0058. |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
| Other Identifiers: | http://hdl.handle.net/1721.1/5335 |
| Appears in Collections: | MIT Items |
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