Rank dependent expected utility: Stochastic dominance, risk preference, and certainty equivalence

DOI10.1006/JMPS.1994.1014zbMath0830.92033OpenAlexW2062976221MaRDI QIDQ1329120

Edna Loehman

Publication date: 17 January 1996

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmps.1994.1014

zbMATH Keywords

risk aversionrisk preferencesecond-order stochastic dominanceoptimismtransformation functionanticipated utilityfirst-order stochastic dominancepessimismEURDPexpected utility with rank dependent probabilitynonexpected utility theory

Mathematics Subject Classification ID

Utility theory (91B16) Mathematical psychology (91E99)

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