Scoring rules, generalized entropy, and utility maximization

Operations Research

Volumn 56, Issue 5, 2008, Pages 1146-1157

  Jose, Victor Richmond R ^a   Nau, Robert F ^a   Winkler, Robert L ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ASSET PRICES; CONTINGENT CLAIMS; CONVENIENT PROPERTIES; DECISION ANALYSIS; DECISION MAKERS; ENTROPY MINIMIZATIONS; EXPECTED UTILITIES; GENERALIZED ENTROPIES; INFORMATION GAINS; INFORMATION MEASURES; PARAMETRIC FAMILIES; PRIVATE INFORMATIONS; PROBABILITY ESTIMATIONS; RELATIVE ENTROPIES; RISK PREFERENCES; RISK-NEUTRAL DISTRIBUTIONS; SCORING RULES; UTILITY FUNCTIONS; UTILITY MAXIMIZATIONS;

DECISION THEORY; ELECTRIC LOAD FORECASTING; ENTROPY; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; RISK ANALYSIS; SIGNAL PROCESSING;

RISK PERCEPTION;

EID: 61449093817     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1070.0498     Document Type: Article

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