A Note on the Shape of the Probability Weighting Function

DOI10.1007/978-3-319-89824-7_85zbMath1397.62562OpenAlexW2884119424MaRDI QIDQ4689057

Martina Nardon, Paolo Pianca

Publication date: 12 October 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10278/3702992

zbMATH Keywords

decisionprobability weighting functionprobabilistic risk

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Compound decision problems in statistical decision theory (62C25)

Cites Work

• Separating curvature and elevation: a parametric probability weighting function
• The behavioural components of risk aversion
• Advances in prospect theory: cumulative representation of uncertainty
• Pricing insurance contracts under cumulative prospect theory
• The Probability Weighting Function

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