Skip to main content Accessibility help
×
Hostname: page-component-7479d7b7d-jwnkl Total loading time: 0 Render date: 2024-07-12T11:23:33.706Z Has data issue: false hasContentIssue false

Chapter 29 - Archimedean Utility Copulas

from Part VI - Multiattribute Utility Copulas

Published online by Cambridge University Press:  27 June 2018

Ali E. Abbas
Affiliation:
University of Southern California
Get access
Type
Chapter
Information
Publisher: Cambridge University Press
Print publication year: 2018

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Additional Readings

Abbas, A. E. 2004. Entropy Methods in Decision Analysis. Ph.D. Dissertation Stanford University.Google Scholar
Abbas, A. E. 2009. Multiattribute utility copulas. Operations Research 57(6): 13671383.CrossRefGoogle Scholar
Abbas, A. E. and Howard, R. A.. 2005. Attribute dominance utility. Decision Analysis 2(4): 185206.CrossRefGoogle Scholar
Abbas, A. E. and Sun, Z.. 2015. A utility copula approach for preference functions in engineering design. ASME Journal of Mechanical Design 137(9): 1–8.CrossRefGoogle Scholar
Abbas, A. E. and Sun, Z.. 2017. Archimedean utility copulas with polynomial generating functions. Working paper.Google Scholar
Nelsen, R. B. 1998. An Introduction to Copulas. Springer-Verlag, New York.Google Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122136.CrossRefGoogle Scholar
Richard, S. 1975. Multivariate risk aversion, utility independence and separable utility functions. Management Science 22: 1221.Google Scholar
Sklar, A. 1959. Fonctions de répartition à n dimensions et leurs marges. Publications de l’Institut de Statistique de L’Université de Paris 8 : 229231.Google Scholar
von Neumann, J. and Morgenstern, O.. 1947. Theory of Games and Economic Behavior. 2nd Ed. Princeton University, Princeton, NJ.Google Scholar

Save book to Kindle

To save this book to your Kindle, first ensure coreplatform@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

  • Archimedean Utility Copulas
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.038
Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

  • Archimedean Utility Copulas
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.038
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Archimedean Utility Copulas
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.038
Available formats
×