Multiattribute Risk Linearity
提出一种不满足相互效用独立条件的多属性效用模型，引入“多属性风险线性”条件，推导出对数形式的效用函数，并证明其评估过程与乘法效用函数所需的无差异评估次数相同。
In applying multiattribute utility theory, one typically assumes the condition of mutual utility independence and uses a multiattribute utility function that is additive or multiplicative. This paper proposes a model in which this condition is not satisfied, that is, the risk attitude for one attribute depends on the amounts of the other attributes. We introduce a condition on this dependence called “multiattribute risk linearity” that implies a logarithmic form for the multiattribute utility function, and we show that a logarithmic utility function can be determined by assessment procedures that require the same number of indifference assessments as those for a multiplicative utility function.