Local utility functions and local probability transformations

DOI10.1023/A:1025662307166zbMath1054.91025OpenAlexW2096059764MaRDI QIDQ1415486

John Quiggin, Robert G. Chambers

Publication date: 4 December 2003

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025662307166

zbMATH Keywords

probability weight: rank-dependent utility

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

Related Items (1)

Constant risk aversion

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