Multi-utility representations of incomplete preferences induced by set-valued risk measures
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DOI: 10.1007/s00780-020-00440-5
Abstract: We establish a variety of numerical representations of preference relations induced by set-valued risk measures. Because of the general incompleteness of such preferences, we have to deal with multi-utility representations. We look for representations that… read more here.
Keywords: induced set; risk; valued risk; set valued ... See more keywords