Realistic utility versus game utility: a proposal for dealing with the spread of uncertain prospects

DOI10.6092/ISSN.1973-2201/3631MaRDI QIDQ5148588zbMATH OpenOpenAlexFDO

Authors Benito V. Frosini

Publication date 4 February 2021

Full work available at URL http://rivista-statistica.unibo.it/article/view/3631

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06)

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Cites work

• "Expected Utility" Analysis without the Independence Axiom
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• Exposition of a New Theory on the Measurement of Risk
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• Invariant risk attitudes
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
• More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
• Prospect Theory: An Analysis of Decision under Risk
• Rational Behavior, Uncertain Prospects, and Measurable Utility
• Relative Risk Aversion
• Risk premiums and benefit measures for generalized-expected-utility theories
• Risk, ambiguity and the Savage axioms
• Separating marginal utility and probabilistic risk aversion
• The Dual Theory of Choice under Risk
• Unreliable probabilities, risk taking, and decision making

Cited in

(6)

• Playing a game or making a decision? Methodological issues in the measurement of distributional preferences
• Utility function under risk: an ergodic approach
• scientific article; zbMATH DE number 5932894 (Why is no real title available?)
• Überlegungen zur metrischen Bernoulli-Entscheidungsregel bei Unsicherheit
• scientific article; zbMATH DE number 773959 (Why is no real title available?)
• Unexpected utility paradoxes

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