Publication:1202128

zbMATH Open0759.90005MaRDI QIDQ1202128FDOQ1202128

Clemens Puppe

Publication date: 23 January 1993

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

risk aversionrank-dependent utilityanticipated utilityAllais paradoxaxiomatic utility

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Utility theory (91B16)

Cited In (13)

• Constraints on the representation of gambles in prospect theory
• Bargaining and boldness
• A new axiomatization of rank-dependent expected utility with tradeoff consistency for equally likely outcomes
• A rank-dependent generalization of zero utility principle.
• Underestimation of probabilities modifications: characterization and economic implications
• Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach
• Products of capacities on separate spaces through additive measures
• Preference Robust Optimization for Choice Functions on the Space of CDFs
• Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete
• Insurance Premium Calculations with Anticipated Utility Theory
• Preference under risk in the presence of indistinguishable probabilities
• Consistent modeling of risk averse behavior with spectral risk measures
• On probabilities and loss aversion

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