Rank- and sign-dependent linear utility models for binary gambles

From MaRDI portal
Publication:1174592

DOI10.1016/0022-0531(91)90143-RzbMath0736.90023OpenAlexW2116274266MaRDI QIDQ1174592

R. Duncan Luce

Publication date: 25 June 1992

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(91)90143-r




Related Items (33)

A simple model of cumulative prospect theoryComplementary symmetry in cumulative prospect theory with random referenceSocial welfare functions with a reference incomeOn reference dependence and complementary symmetryAn introduction to lattice based probability theoriesA note on deriving rank-dependent utility using additive joint receiptsCumulative prospect theory's functional menagerieThe comonotonic sure-thing principleJoint receipt and Thaler's hedonic editing ruleService center location problems with decision dependent utilities and a pandemic case studyBargaining with subjective mixturesProbability weights in rank-dependent utility with binary even-chance independence.Separating curvature and elevation: a parametric probability weighting functionA contextual range-dependent model for choice under riskValuation of Research and Development Projects Using Buying and Selling Prices: Generalized DefinitionsRank- and sign-dependent linear utility models for finite first-order gamblesWhere does subjective expected utility fail descriptively?Recent developments in modeling preferences: Uncertainty and ambiguitySingular points in generalized concatenation structures that otherwise are homogeneousA Bayesian approach to testing decision making axiomsMeasurement analogies: comparisons of behavioral and physical measuresOn probabilities and loss aversionThe Impact of Learning by Thought on Violations of Independence and CoalescingMultimode utility theoryAn experimental test of reduction invarianceEmpirical evaluation of four models of buying and selling prices of gamblesAssociative joint receiptsDiscrete Arrow-Pratt indexes for risk and uncertaintyPreference structures and their numerical representationsReduction invariance and Prelec's weighting functionsLoss averse behaviorA variational model of preference under uncertaintyViolations of the betweenness axiom and nonlinearity in probability



Cites Work




This page was built for publication: Rank- and sign-dependent linear utility models for binary gambles