Pages that link to "Item:Q2502345"
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The following pages link to Cumulative prospect theory and the St. Petersburg paradox (Q2502345):
Displayed 15 items.
- Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
- Is there a plausible theory for decision under risk? A dual calibration critique (Q382326) (← links)
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences (Q417637) (← links)
- The bipolar Choquet integral representation (Q483630) (← links)
- Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
- Does probability weighting matter in probability elicitation? (Q634604) (← links)
- Solving the St. Petersburg paradox in cumulative prospect theory: the right amount of probability weighting (Q638617) (← links)
- Extreme events and entropy: a multiple quantile utility model (Q648372) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Preferences over location-scale family (Q943343) (← links)
- Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets (Q2439799) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- Prospect theory for continuous distributions (Q2481255) (← links)
- The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)