Attainable bounds for generalized moments via mathematical programming
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1982
Authors
Hale, Michael
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Statistics
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Abstract
In this work the general problem of finding bounds for;(DIAGRAM, TABLE OR GRAPHIC OMITTED...PLEASE SEE DAI);where g is given and;(DIAGRAM, TABLE OR GRAPHIC OMITTED...PLEASE SEE DAI);is considered. A solution is proposed for a certain class of functions, g. This is applied to utility analysis, and it is shown that a utility function which exhibits decreasing absolute risk aversion is a member of that class. Other general fields of application, including reliability, are also discussed.
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Fri Jan 01 00:00:00 UTC 1982