Distorted probabilities and choice under risk
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Publication:1202128
zbMATH Open0759.90005MaRDI QIDQ1202128FDOQ1202128
Publication date: 23 January 1993
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Utility theory (91B16)
Cited In (13)
- Constraints on the representation of gambles in prospect theory
- Bargaining and boldness
- A new axiomatization of rank-dependent expected utility with tradeoff consistency for equally likely outcomes
- A rank-dependent generalization of zero utility principle.
- Underestimation of probabilities modifications: characterization and economic implications
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach
- Products of capacities on separate spaces through additive measures
- Preference Robust Optimization for Choice Functions on the Space of CDFs
- Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete
- Insurance Premium Calculations with Anticipated Utility Theory
- Preference under risk in the presence of indistinguishable probabilities
- Consistent modeling of risk averse behavior with spectral risk measures
- On probabilities and loss aversion
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