Risk pricing in a non-expected utility framework (Q319904): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.ejor.2015.04.032
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+W2125474472
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@@ Property / cites work @@
+A tractable method to measure utility and loss aversion under prospect theory
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+Range effects and lottery pricing
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+Lottery pricing under time pressure
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+Reference-dependent utility with shifting reference points and incomplete preferences
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+Risk measurement with equivalent utility principles
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+State of the Art—Utility Assessment Methods
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+On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences.
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+An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk
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+Multi-attribute non-expected utility
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+It is whether you win or lose: the importance of the overall probabilities of winning or losing in risky choice
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+Cumulative prospect theory's functional menagerie
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+Advances in prospect theory: cumulative representation of uncertainty
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+The Midweight Method to Measure Attitudes Toward Risk and Ambiguity
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