Pages that link to "Item:Q2502345"

The following pages link to Cumulative prospect theory and the St. Petersburg paradox (Q2502345):

Displaying 30 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• Is there a plausible theory for decision under risk? A dual calibration critique (Q382326) (← links)
• Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences (Q417637) (← links)
• The bipolar Choquet integral representation (Q483630) (← links)
• Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
• Does probability weighting matter in probability elicitation? (Q634604) (← links)
• Solving the St. Petersburg paradox in cumulative prospect theory: the right amount of probability weighting (Q638617) (← links)
• Extreme events and entropy: a multiple quantile utility model (Q648372) (← links)
• Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
• Preferences over location-scale family (Q943343) (← links)
• Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
• Estimating cumulative prospect theory parameters from an international survey (Q1707539) (← links)
• European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions (Q1722761) (← links)
• Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies (Q1734354) (← links)
• Quantum-like model of subjective expected utility (Q1800981) (← links)
• Probability interference in expected utility theory (Q1800982) (← links)
• A resolution of St. Petersburg paradox (Q2057257) (← links)
• Competitive equilibria in a comonotone market (Q2074058) (← links)
• Indistinguishability of small probabilities, subproportionality, and the common ratio effect (Q2176800) (← links)
• A novel version of the TODIM method based on the exponential model of prospect theory: the ExpTODIM method (Q2242394) (← links)
• Behavioral premium principles (Q2331011) (← links)
• A quantum-like model of selection behavior (Q2409684) (← links)
• Non-cooperative games with prospect theory players and dominated strategies (Q2416659) (← links)
• Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets (Q2439799) (← links)
• Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
• Prospect theory for continuous distributions (Q2481255) (← links)
• The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
• Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
• PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
• OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)