Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/79133
Título: | The normalized expected utility: entropy and variance model for decisions under risk |
Autor(es): | Brito, Irene |
Palavras-chave: | Risk decision model Expected utility Entropy and variance Common consequence effect Common ratio effect Certainty effect |
Data: | Set-2022 |
Editora: | Elsevier |
Revista: | International Journal of Approximate Reasoning |
Resumo(s): | The normalized expected utility - entropy and variance (NEU-EV) decision model and associated risk measure are proposed for the analysis and modelling of decisions under risk. The model depends on normalized entropy and variance and expected utility, can be applied to decision problems depending on actions, where the states have different numbers of outcomes. Several properties of risk perception and examples of certainty effects, common ratio effects and common consequence effects are analysed using this model, considering actions with non-negative outcomes. The results show that the NEU-EV model is an adequate model for explaining these risk decision problems. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/79133 |
DOI: | 10.1016/j.ijar.2022.06.005 |
ISSN: | 0888-613X |
Versão da editora: | https://www.sciencedirect.com/science/article/pii/S0888613X22000949 |
Arbitragem científica: | yes |
Acesso: | Acesso embargado (2 Anos) |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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NEUEVRiskModel.pdf Até 2024-10-01 | NEU-EV risk model | 597,05 kB | Adobe PDF | Ver/Abrir |
Este trabalho está licenciado sob uma Licença Creative Commons