Optimal lottery
From MaRDI portal
Publication:478108
DOI10.1016/j.jmateco.2014.09.011zbMath1368.91089OpenAlexW4236996411MaRDI QIDQ478108
Publication date: 3 December 2014
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://zenodo.org/record/1005085
Cites Work
- Separating curvature and elevation: a parametric probability weighting function
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
- A tractable method to measure utility and loss aversion under prospect theory
- Parametric weighting functions
- Gamblers favor skewness, not risk: Further evidence from United States' lottery games
- Measuring the utility of losses by means of the tradeoff method
- Violations of the betweenness axiom and nonlinearity in probability
- On the intuition of rank-dependent utility
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Curvature of the Probability Weighting Function
- Statistical Size Distributions in Economics and Actuarial Sciences
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
This page was built for publication: Optimal lottery
