A closer look at the Russian roulette problem: a re-examination of the nonlinearity of the prospect theory's decision weight
DOI10.1016/J.IJAR.2008.10.004zbMATH Open1186.91068DBLPjournals/ijar/LiHLXR09OpenAlexW2086737707WikidataQ58364670 ScholiaQ58364670MaRDI QIDQ962872FDOQ962872
Authors: Li-Bo Li, Shuhong He, Shu Li, Jie-Hong Xu, Li-Lin Rao 
Publication date: 7 April 2010
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2008.10.004
Recommendations
1979 version of prospect theory1992 version of prospect theorydecision weight \(\pi \)decision weight \(w\)Russian roulette problem
Cites Work
- Advances in prospect theory: cumulative representation of uncertainty
- Prospect Theory: An Analysis of Decision under Risk
- Exposition of a New Theory on the Measurement of Risk
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Curvature of the Probability Weighting Function
- A further critique of cumulative prospect theory and related approaches
- Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
- Generalized similarity judgements: An alternative explanation for choice anomalies
- A further examination of cumulative prospect theory parameterizations
- Arrow-Pratt risk aversion, risk premium and decision weights
- A behavioral choice model when computational ability matters
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