Cumulative Prospect Theory for Parametric and Multiattribute Utilities

DOI10.1287/moor.26.1.67.10598zbMath1073.91573DBLPjournals/mor/Zank01OpenAlexW2070429790WikidataQ58318765 ScholiaQ58318765MaRDI QIDQ2757669

Horst Zank

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e9834af8bad2714564e9a0f16d4f28de29dd33f7

zbMATH Keywords

Cumulative prospect theory, constant absolute (proportional) risk aversion, multiattribute utility theory

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (14)

A simple model of cumulative prospect theory ⋮ Social welfare functions with a reference income ⋮ Aspects of optimization with stochastic dominance ⋮ Modeling uncertainty in multi-criteria decision analysis ⋮ Risk Aversion in Regulatory Capital Principles ⋮ Multi-attribute gain loss (MAGL) method to predict choices ⋮ Reference-dependent utility with shifting reference points and incomplete preferences ⋮ Multi-attribute non-expected utility ⋮ Generalized Choquet-like aggregation functions for handling bipolar scales ⋮ Coordination after gains and losses: is prospect theory's value function predictive for games? ⋮ On probabilities and loss aversion ⋮ Reference-dependent expected utility with incomplete preferences ⋮ Parametric weighting functions ⋮ Modeling Ethical and Operational Preferences in Automated Driving Systems

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