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Photo du rédacteurHélène Dufour

Quasi-convexity in mixtures for generalized rank-dependent functions

"Quasi-convexity in probabilistic mixtures is a common and useful property in decision analysis. We study a general class of non-monotone mappings, called the generalized rank-dependent functions, which include the preference models of expected utilities, dual utilities, and rank-dependent utilities as special cases, as well as signed Choquet integrals used in risk management."


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