Calibration without reduction for non-expected utility

DOI10.1016/J.JET.2015.03.007zbMath1330.91058OpenAlexW2139981419MaRDI QIDQ896935

N. E. Zubov

Publication date: 15 December 2015

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2015.03.007

zbMATH Keywords

calibrationrisk aversionrecursive preferencesnon-expected utility theories

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (2)

Risk taking with background risk under recursive rank-dependent utility ⋮ Rabin's calibration theorem revisited

Cites Work

• On the economic meaning of Machina's Fréchet differentiability assumption
• First order versus second order risk aversion
• Axiomatic utility theories with the betweenness property
• Risk aversion in the small and in the large: Calibration results for betweenness functionals
• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Constant risk aversion
• Violations of the betweenness axiom and nonlinearity in probability
• Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior
• Two-Stage Lotteries without the Reduction Axiom
• Calibration Results for Non-Expected Utility Theories
• "Expected Utility" Analysis without the Independence Axiom
• A Theory of Disappointment Aversion
• Prospect Theory: An Analysis of Decision under Risk
• The Dual Theory of Choice under Risk
• Ellsberg Revisited: An Experimental Study

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