Extreme events and entropy: a multiple quantile utility model
From MaRDI portal
Publication:648372
DOI10.1016/j.ijar.2011.05.005zbMath1233.91094MaRDI QIDQ648372
Marcello Basili, Alain Chateauneuf
Publication date: 22 November 2011
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2011.05.005
Related Items
Risk Perception and Ambiguity in a Quantile Cumulative Prospect Theory, The Impact of the Structure of the Payoff Matrix on the Final Decision made Under Uncertainty, On a decision rule supported by a forecasting stage based on the decision maker's coefficient of optimism, Project net present value estimation under uncertainty, Detection of rare events with uncertain outcomes, The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
Cites Work
- Choices under ambiguity with familiar and unfamiliar outcomes
- Portfolio analysis. From probabilistic to credibilistic and uncertain approaches.
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
- Third-generation prospect theory
- A closer look at the Russian roulette problem: a re-examination of the nonlinearity of the prospect theory's decision weight \(\pi \)
- Competence effects for choices involving gains and losses
- The topology of fear
- Unreliable probabilities, risk taking, and decision making
- Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
- Choice under risk and the security factor: an axiomatic model
- A combination of expected utility and maxmin decision criteria
- Maxmin expected utility with non-unique prior
- Advances in prospect theory: cumulative representation of uncertainty
- Security level, potential level, expected utility: a three-criteria decision model under risk
- Non-additive measure and integral
- Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
- An axiomatization of cumulative prospect theory for decision under risk
- Security and potential level preferences with thresholds
- Cumulative prospect theory and the St. Petersburg paradox
- An axiomatic approach to \(\varepsilon\)-contamination
- Theory of capacities
- ON THE MAXIMUM-ENTROPY PROBABILITY WHICH IS CONSISTENT WITH A CONVEX CAPACITY
- Prospect Theory: Much Ado About Nothing?
- Information Theory and Statistical Mechanics
- A Model of Reference-Dependent Preferences*
- Quantile Maximization in Decision Theory*
- Subjective Probability and Expected Utility without Additivity
- Prospect Theory: An Analysis of Decision under Risk
- Curvature of the Probability Weighting Function
- The Probability Weighting Function