An Interval Approach to Measuring Decision Maker Preferences
提出一种构建决策者绝对风险规避函数区间测量的方法，不限制函数形式，精度由分析者决定。结合随机占优准则排序不确定选择，实证表明区间测量比单值效用函数更少排除优选方案，且比一阶和二阶随机占优更具区分力。
Abstract A method for constructing interval measurements of decision makers' absolute risk‐aversion functions is presented. Under this new procedure, the form of the absolute risk‐aversion function is not restricted, and the precision of the interval measurement can be determined by the analyst. Interval measurements are used with the criterion of stochastic dominance with respect to a function to order uncertain choices. An empirical test shows that interval measurements exclude preferred choices from consideration less often than do single‐valued utility functions and are more discriminating than first‐ and second‐degree stochastic dominance.