The following pages link to Parametric weighting functions (Q1017784):
Displaying 28 items.
- Cumulative weighting optimization (Q300756) (← links)
- Optimal lottery (Q478108) (← links)
- Risk behavior for gain, loss, and mixed prospects (Q490050) (← links)
- Consistent probability attitudes (Q612003) (← links)
- Separating curvature and elevation: a parametric probability weighting function (Q629569) (← links)
- Accounting for optimism and pessimism in expected utility (Q660098) (← links)
- An experimental test of reduction invariance (Q730172) (← links)
- Assessing risky weighting functions for positive and negative binary gambles using the logarithmic derivative function (Q730176) (← links)
- Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses (Q1037577) (← links)
- A rank-dependent utility model of uncertain lifetime (Q1657592) (← links)
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions (Q1722761) (← links)
- A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations (Q2116080) (← links)
- Introduction to the special issue in honor of Peter Wakker (Q2125238) (← links)
- An axiomatization of the Goldstein-Einhorn weighting functions (Q2165614) (← links)
- The two faces of independence: betweenness and homotheticity (Q2188236) (← links)
- A revealed reference point for prospect theory (Q2323612) (← links)
- Delayed probabilistic risk attitude: a parametric approach (Q2329155) (← links)
- Behavioral premium principles (Q2331011) (← links)
- An extension of quasi-hyperbolic discounting to continuous time (Q2345234) (← links)
- Preference under risk in the presence of indistinguishable probabilities (Q2359540) (← links)
- Pricing insurance contracts under cumulative prospect theory (Q2427822) (← links)
- Using logarithmic derivative functions for assessing the risky weighting function for binary gambles (Q2437214) (← links)
- Piecewise linear rank-dependent utility (Q2628292) (← links)
- Generalized finite difference method for three-dimensional eigenproblems of Helmholtz equation (Q2670410) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- Long-term dynamic asset allocation under asymmetric risk preferences (Q6090179) (← links)
- Mixture independence foundations for expected utility (Q6121880) (← links)
- A contextual range-dependent model for choice under risk (Q6195538) (← links)
