Utilities Group of functions defined on Loss and Gain includes the following functions:

 

Full Name

Brief Name

Short Description

Exponential Utility

exp_eut

Exponential Utility function for Linear Loss scenarios calculated with Matrix of Scenarios.

Exponential Utility Normal Independent

exp_eut_ni

Exponential Utility function for  Linear Loss with independent normally distributed random coefficients.

Exponential Utility Normal Dependent

exp_eut_nd

Exponential Utility function for  Linear Loss with mutually dependent normally distributed random coefficients.

Logarithmic Utility

log_eut

Log Utility function for Linear Loss scenarios calculated with Matrix of Scenarios.

Power Utility

pow_eut

Power Utility function for Linear Loss scenarios calculated with Matrix of Scenarios.

 

Remarks

1.Functions from the Utilities Group are calculated with double precision.
2.Any function from this group may be called by its "brief name" or by "brief name" with "optional name"
•The optional name of any function from this group may contain up to 128 symbols.
•Optional names of these functions may include only alphabetic characters, numbers, and the underscore sign, "_".
•Optional names of these functions are "insensitive" to the case, i.e. there is no difference between low case and upper case in these names.

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