A belief-dependent utility model

DOI10.1007/S10255-021-1038-4MaRDI QIDQ2240652zbMATH OpenOpenAlexFDO

Authors Yu-lian Fan

Publication date 4 November 2021

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-021-1038-4

zbMATH Keywords

risk aversionbeliefutility function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 41105 (Why is no real title available?)
• "Expected Utility" Analysis without the Independence Axiom
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• Advances in prospect theory: cumulative representation of uncertainty
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
• Can anticipatory feelings explain anomalous choices of information sources?
• Information dependent games: can common sense be common knowledge?
• Optimal insurance under rank-dependent utility and incentive compatibility
• Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
• Prospect Theory: An Analysis of Decision under Risk
• Psychological games and sequential rationality
• Subjective Probability and Expected Utility without Additivity
• The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach

Cited in

(6)

• The genericity of beliefs-determine-preferences models revisited
• A Welfare Criterion For Models With Distorted Beliefs*
• Optimal insurance design under belief-dependent utility and ambiguity
• scientific article; zbMATH DE number 7368668 (Why is no real title available?)
• A bipolar model of assertability and belief
• On the confidence preferences model

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