NDLI: Du risque à l'incertitude dans les modèles de décisions

Content Provider	Semantic Scholar
Author	Henry, Claude
Copyright Year	2005
Abstract	It is not common for a result in theory, expressed in mathematical terms, to bear upon economic analysis and its applications - specially in insurance and finance - as is the case with the von Neumann-Morgenstern model of decision - making under risk. However this model is dependent upon the existence of a probability distribution to describe the risk facing the decision-maker. In an increasing number of situations challenging the sustainability of development - consequences of climate change, public health issues, etc. - uncertainty doesn't boil down to risk, i.e. uncertainty may not be characterized with a probability distribution. However criteria have recently been found, that generalize the von Neumann-Morgenstern one, for an operational approach of decision-making under uncertainty.
File Format	PDF HTM / HTML
Alternate Webpage(s)	http://hal.archives-ouvertes.fr/docs/00/24/29/67/PDF/2005-04-25-292.pdf
Alternate Webpage(s)	https://gargantua.polytechnique.fr/siatel-web/linkto/?objectId=DOCF002100000008000000000000026A00000000
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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