Actuarial Utility and Preference Functions
April 2019
The Society of Actuaries is pleased to make available a research report that introduces the concept of a preference function, which is a generalization of the utility function. The report was authored by Randall Stevenson.
Report
Actuarial Utility and Preference Functions
Thank You
The SOA would like to thank the following individuals for serving on the Project Oversight Group:
Lemeng Feng
David Graham
Yuanjin Liu
Robert Reitano
Steve Siegel, SOA Sr. Research Actuary
Barbara Scott, Sr. Research Administrator
The SOA also thanks Jim Wright for his assistance with managing this project.
Questions Or Comments
If you have comments or questions, please send an email to research@soa.org.