Certainty Equivalent under Cumulative Prospect Theory

DOI10.1142/S0218488519500193MaRDI QIDQ5872451zbMATH OpenOpenAlexWikidataFDO

Authors Jacek Chudziak

Publication date 30 January 2023

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218488519500193

zbMATH Keywords

certainty equivalentChoquet integralcumulative prospect theorypositive homogeneitytranslation invariance

Mathematics Subject Classification ID

Utility theory (91B16)

Cited in

(6)

• Joint receipt and certainty equivalents of gambles
• On complementary symmetry under cumulative prospect theory
• The correct formula of 1979 prospect theory for multiple outcomes
• scientific article; zbMATH DE number 5538083 (Why is no real title available?)
• Implicit Mean Value and Certainty Equivalence
• Cautious Expected Utility and the Certainty Effect

This page was built for publication: Certainty Equivalent under Cumulative Prospect Theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5872451)