Distorted probabilities and choice under risk
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Recommendations
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Cited in
(30)- Consistent modeling of risk averse behavior with spectral risk measures
- Robust spectral risk optimization when information on risk spectrum is incomplete
- Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
- Concave/convex weighting and utility functions for risk: a new light on classical theorems
- On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences.
- Underestimation of probabilities modifications: characterization and economic implications
- Probabilistic risk attitudes and local risk aversion: a paradox
- The Dual Theory of Choice under Risk
- Realistic utility versus game utility: a proposal for dealing with the spread of uncertain prospects
- An extension of a theorem of von Neumann and Morgenstern with an application to social choice theory
- A new axiomatization of rank-dependent expected utility with tradeoff consistency for equally likely outcomes
- Utility function under risk: an ergodic approach
- Pfanzagl exchanges diagnose an anomaly in expected utility decision theory
- scientific article; zbMATH DE number 52350 (Why is no real title available?)
- Risk Exchange with Distorted Probabilities
- On probabilities and loss aversion
- Prospect theory. For risk and ambiguity.
- Products of capacities on separate spaces through additive measures
- A rank-dependent generalization of zero utility principle.
- Preference functionals with prize-dependent distortion of probabilities
- Risk perception, risk attitude, and decision: a rank-dependent analysis
- Constraints on the representation of gambles in prospect theory
- Preference Robust Optimization for Choice Functions on the Space of CDFs
- Preference under risk in the presence of indistinguishable probabilities
- Insurance Premium Calculations with Anticipated Utility Theory
- Bargaining and boldness
- Lottery Dependent Utility
- Two errors in the `Allais impossibility theorem'
- The economics of insurance: a review and some recent developments
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach
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