Utility Function from Maximum Entropy Principle

Recently we used the maximum entropy principle for finding the price density in a multi agent insurance market. The result is similar to what the Buhlmann had obtained by maximizing the utility function. Here we begin with the price density that is derived by applying the maximum entropy principle t...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:	Entropy
المؤلف الرئيسي:	Amir H. Darooneh
التنسيق:	مقال
اللغة:	الإنجليزية
منشور في:	MDPI AG 2006-01-01
الموضوعات:	utility function price density maximum entropy principle risk aversion.
الوصول للمادة أونلاين:	http://www.mdpi.com/1099-4300/8/1/18/

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