Parametric weighting functions
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Publication:1017784
DOI10.1016/j.jet.2008.10.004zbMath1159.91361OpenAlexW2100667036WikidataQ58318725 ScholiaQ58318725MaRDI QIDQ1017784
Horst Zank, Ulrich Schmidt, Enrico Diecidue
Publication date: 12 May 2009
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2008.10.004
Related Items (28)
Preference under risk in the presence of indistinguishable probabilities ⋮ Introduction to the special issue in honor of Peter Wakker ⋮ Piecewise linear rank-dependent utility ⋮ Cumulative weighting optimization ⋮ A rank-dependent utility model of uncertain lifetime ⋮ An axiomatization of the Goldstein-Einhorn weighting functions ⋮ Generalized finite difference method for three-dimensional eigenproblems of Helmholtz equation ⋮ Consistent probability attitudes ⋮ The two faces of independence: betweenness and homotheticity ⋮ Long-term dynamic asset allocation under asymmetric risk preferences ⋮ Bilateral risk sharing in a comonotone market with rank-dependent utilities ⋮ Mixture independence foundations for expected utility ⋮ Pricing insurance contracts under cumulative prospect theory ⋮ Separating curvature and elevation: a parametric probability weighting function ⋮ A contextual range-dependent model for choice under risk ⋮ Using logarithmic derivative functions for assessing the risky weighting function for binary gambles ⋮ 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 ⋮ An experimental test of reduction invariance ⋮ Assessing risky weighting functions for positive and negative binary gambles using the logarithmic derivative function ⋮ Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses ⋮ A revealed reference point for prospect theory ⋮ Delayed probabilistic risk attitude: a parametric approach ⋮ Behavioral premium principles ⋮ An extension of quasi-hyperbolic discounting to continuous time ⋮ A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations
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