Separating curvature and elevation: a parametric probability weighting function
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Publication:629569
DOI10.1007/s11166-010-9097-6zbMath1280.91065OpenAlexW2115240896WikidataQ58318715 ScholiaQ58318715MaRDI QIDQ629569
Mohammed Abdellaoui, Olivier L'Haridon, Horst Zank
Publication date: 9 March 2011
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11166-010-9097-6
Related Items (18)
Introduction to the special issue in honor of Peter Wakker ⋮ Piecewise linear rank-dependent utility ⋮ Comparing human behavior models in repeated Stackelberg security games: an extended study ⋮ A Behavioural Approach to the Pricing of European Options ⋮ Risk Perception and Ambiguity in a Quantile Cumulative Prospect Theory ⋮ An axiomatization of the Goldstein-Einhorn weighting functions ⋮ Stake effects on ambiguity attitudes for gains and losses ⋮ Aversion to risk of regret and preference for positively skewed risks ⋮ European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions ⋮ Accounting for optimism and pessimism in expected utility ⋮ Optimal lottery ⋮ Risk behavior for gain, loss, and mixed prospects ⋮ A Note on the Shape of the Probability Weighting Function ⋮ Probability interference in expected utility theory ⋮ Piecewise additivity for non-expected utility ⋮ A revealed reference point for prospect theory ⋮ Delayed probabilistic risk attitude: a parametric approach ⋮ Behavioral premium principles
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