Error propagation in the elicitation of utility and probability weighting functions
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Publication:2502417
DOI10.1007/s11238-005-4593-xzbMath1119.91023OpenAlexW1982431892MaRDI QIDQ2502417
Publication date: 12 September 2006
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/2306/10/ZORA_NL_2306.pdf
decision theoryrank-dependent expected utilitycumulative prospect theoryprobability weightingelicitationvon Neumann-Morgenstern utility
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Cites Work
- Advances in prospect theory: cumulative representation of uncertainty
- Measuring the utility of losses by means of the tradeoff method
- Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- State of the Art—Utility Assessment Methods
- “Lottery Equivalents”: Reduction of the Certainty Effect Problem in Utility Assessment
- The Predictive Utility of Generalized Expected Utility Theories
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- A Subjective Spin on Roulette Wheels
