Distorted probabilities and choice under risk
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Publication:1202128
zbMATH Open0759.90005MaRDI QIDQ1202128FDOQ1202128
Authors: Clemens Puppe 
Publication date: 23 January 1993
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
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Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Utility theory (91B16)
Cited In (30)
- Robust spectral risk optimization when information on risk spectrum is incomplete
- Constraints on the representation of gambles in prospect theory
- The economics of insurance: a review and some recent developments
- Bargaining and boldness
- A new axiomatization of rank-dependent expected utility with tradeoff consistency for equally likely outcomes
- Title not available (Why is that?)
- Pfanzagl exchanges diagnose an anomaly in expected utility decision theory
- A rank-dependent generalization of zero utility principle.
- Underestimation of probabilities modifications: characterization and economic implications
- Prospect theory. For risk and ambiguity.
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach
- Utility function under risk: an ergodic approach
- Risk perception, risk attitude, and decision: a rank-dependent analysis
- Products of capacities on separate spaces through additive measures
- 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.
- Lottery Dependent Utility
- Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
- Preference functionals with prize-dependent distortion of probabilities
- Preference Robust Optimization for Choice Functions on the Space of CDFs
- Insurance Premium Calculations with Anticipated Utility Theory
- Preference under risk in the presence of indistinguishable probabilities
- The Dual Theory of Choice under Risk
- An extension of a theorem of von Neumann and Morgenstern with an application to social choice theory
- Two errors in the `Allais impossibility theorem'
- Probabilistic risk attitudes and local risk aversion: a paradox
- Risk Exchange with Distorted Probabilities
- Consistent modeling of risk averse behavior with spectral risk measures
- Realistic utility versus game utility: a proposal for dealing with the spread of uncertain prospects
- On probabilities and loss aversion
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