scientific article; zbMATH DE number 952991

MaRDI QIDQ4717907zbMATH OpenFDO

Authors Rakesh K. Sarin, Peter P. Wakker

Publication date 7 January 1997

zbMATH Keywords

stochastic dominanceambiguitycumulative prospect theoryrank-dependent utilitynonadditive probabilityEllsberg paradoxcumulative dominance axiom

Mathematics Subject Classification ID

Utility theory (91B16)

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Cited in

(7)

• A simple model of cumulative prospect theory
• Cumulative prospect theory and imprecise risk
• The bipolar Choquet integral representation
• Market failure in light of non-expected utility
• Non-proportional inequality preservation in gains and losses
• Gain-loss hedging and cumulative prospect theory
• Gain-loss framing in interdependent choice

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