On the intuition of rank-dependent utility (Q1421739)

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scientific article; zbMATH DE number 2037029
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English
On the intuition of rank-dependent utility
scientific article; zbMATH DE number 2037029

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    On the intuition of rank-dependent utility (English)
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    3 February 2004
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    comonotonicity
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    Choquet integral
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    pessimism
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    uncertainty aversion
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    prospect theory
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