Distorted probabilities and choice under risk
From MaRDI portal
Publication:1202128
zbMath0759.90005MaRDI QIDQ1202128
Publication date: 23 January 1993
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Utility theory (91B16) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items (9)
Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach ⋮ Preference Robust Optimization for Choice Functions on the Space of CDFs ⋮ A rank-dependent generalization of zero utility principle. ⋮ Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete ⋮ Products of capacities on separate spaces through additive measures ⋮ Bargaining and boldness ⋮ A new axiomatization of rank-dependent expected utility with tradeoff consistency for equally likely outcomes ⋮ Insurance Premium Calculations with Anticipated Utility Theory ⋮ Consistent modeling of risk averse behavior with spectral risk measures
This page was built for publication: Distorted probabilities and choice under risk
