On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences.

DOI10.1016/S0377-2217(01)00079-0MaRDI QIDQ5953335zbMATH OpenFDO

Authors Gebhard Geiger

Publication date 2002

Published in European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

Decision analysisUtility theoryRisk analysisGeneralised expected utilityNonlinear preference theoryStatus quo-dependent decision making

Mathematics Subject Classification ID

Decision theory (91B06) Individual preferences (91B08) Utility theory (91B16)

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• Risk Aversion with Random Initial Wealth
• Testing descriptive utility theories: Violations of stochastic dominance and cumulative independence
• The Predictive Utility of Generalized Expected Utility Theories
• The preservation of multivariate comparative statics in nonexpected utility theory
• Utility theory with probability dependent outcome valuation: Extensions and applications
• Utility theory with probability-dependent outcome valuation

Cited in

(5)

• Utility theory with probability-dependent outcome valuation
• Multi-attribute non-expected utility
• Elements Of Risk Analysis In Non-Linear Utility Theory
• An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk
• Risk pricing in a non-expected utility framework

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