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  • Relative Uncertainty and Additively Representable Set Rankings 

    Bossert, Walter; Slinko, Arkadii (Université de Montréal. Département de sciences économiques., 2004)
    This paper proposes a definition of relative uncertainty aversion for decision models under complete uncertainty. It is shown that, for a large class of decision rules characterized by a set of plausible axioms, the new criterion yields a complete ...