Applied Mathematics E-Notes, Volume (13), No (1), Year (2013-1) , Pages (212-220)

Title : ( Generalizations Of Bernoulli’s Inequality With Utility-Based Approach )

Authors: Alireza Hoseinzadeh , Gholam Reza Mohtashami Borzadaran , Gholamhosein Yari ,

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Utility function is one of the most useful tools in mathematical …nance, deci-sion analysis and economics. The concept of expected utility is used in economics to describe the behavior of a decision-maker choosing between a certain number of random gains. In this paper, some generalizations of the Bernoulli’s inequality are derived by using methods from the utility theory. In particular, we obtain Harmonic-Geometric-Arithmetic mean inequality and give a generalization of it.


, Utility function, Bernoulli’s inequality, Shannon entropy
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author = {Alireza Hoseinzadeh and Mohtashami Borzadaran, Gholam Reza and Gholamhosein Yari},
title = {Generalizations Of Bernoulli’s Inequality With Utility-Based Approach},
journal = {Applied Mathematics E-Notes},
year = {2013},
volume = {13},
number = {1},
month = {January},
issn = {1607-2510},
pages = {212--220},
numpages = {8},
keywords = {Utility function; Bernoulli’s inequality; Shannon entropy},


%0 Journal Article
%T Generalizations Of Bernoulli’s Inequality With Utility-Based Approach
%A Alireza Hoseinzadeh
%A Mohtashami Borzadaran, Gholam Reza
%A Gholamhosein Yari
%J Applied Mathematics E-Notes
%@ 1607-2510
%D 2013