On a derivation of the Goldstein-Einhorn probability weighting functions

DOI10.1007/s00010-020-00704-7zbMath1445.39018OpenAlexW2999582947WikidataQ126319389 ScholiaQ126319389MaRDI QIDQ785652

Jacek Chudziak

Publication date: 7 August 2020

Published in: Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00010-020-00704-7

zbMATH Keywords

utility representationprobability weighting functionindifference pricingpositive homogeneityGoldstein-Einhorn functions

Mathematics Subject Classification ID

Utility theory (91B16) Functional equations for real functions (39B22)

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An axiomatization of the Goldstein-Einhorn weighting functions

Cites Work

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