A belief-dependent utility model

DOI10.1007/S10255-021-1038-4zbMATH Open1476.91061OpenAlexW3205576374MaRDI QIDQ2240652FDOQ2240652

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

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zbMATH Keywords

risk aversionbeliefutility function

Mathematics Subject Classification ID

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

Cites Work

• "Expected Utility" Analysis without the Independence Axiom
• Subjective Probability and Expected Utility without Additivity
• Title not available (Why is that?)
• Psychological games and sequential rationality
• Advances in prospect theory: cumulative representation of uncertainty
• Prospect Theory: An Analysis of Decision under Risk
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
• The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
• Information dependent games: can common sense be common knowledge?
• Can anticipatory feelings explain anomalous choices of information sources?
• Optimal insurance under rank‐dependent utility and incentive compatibility

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
• Title not available (Why is that?)
• A bipolar model of assertability and belief
• On the confidence preferences model

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