The Probability Weighting Function
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(only showing first 100 items - show all)- On probabilities and loss aversion
- Within- versus between-country differences in risk attitudes: implications for cultural comparisons
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- Pareto-optimal insurance with an upper limit on the insurer's exposure
- Models of human probability judgment errors
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
- Boldness-Recalibration for Binary Event Predictions
- Behavioral demand effects when buyers anticipate inventory shortages
- A cumulative perceived value-based dynamic user equilibrium model considering the travelers' risk evaluation on arrival time
- Risk preferences of Australian academics: where retirement funds are invested tells the story
- The behavioural components of risk aversion
- A re-examination of the algebraic properties of the AHP as a ratio-scaling technique
- Empirical evaluation of four models of buying and selling prices of gambles
- When Risk Perception Gets in the Way: Probability Weighting and Underprevention
- Violations of coalescing in parametric utility measurement
- Use of insurance against a small loss as an incentive strategy
- Delayed probabilistic risk attitude: a parametric approach
- Properties of reverse hazard functions
- Heterogeneity of probability weighting in investment decisions
- Cumulative prospect theory with generalized hyperbolic skewed \(t\) distribution
- Indistinguishability of small probabilities, subproportionality, and the common ratio effect
- A simple axiomatization of binary rank-dependent utility of gains (Losses)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory
- Flexible utility function approximation via cubic Bezier splines
- Behavioral premium principles
- A behavioral condition for Prelec's weighting function on the positive line without assuming W(1)=1
- Testing constant absolute and relative ambiguity aversion
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- The pricing kernel puzzle: survey and outlook
- Cumulative prospect theory's functional menagerie
- Measurement by subjective estimation: Testing for separable representations
- Empirical evaluation of a model of global psychophysical judgments. IV : Forms for the weighting function
- From perception to action: an economic model of brain processes
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences
- Probability weighting for losses and for gains among smallholder farmers in Uganda
- A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations
- Inverse S-shaped probability weighting functions in first-price sealed-bid auctions
- An axiomatization of the Goldstein-Einhorn weighting functions
- Generalized finite difference method for three-dimensional eigenproblems of Helmholtz equation
- Probability weighting and default risk: a possible explanation for distressed stock puzzles
- Self-protection against repeated low probability risks
- Stochastic choice and the allocation of cognitive effort
- Multi-agent fare optimization model of two modes problem and its analysis based on edge of chaos
- Probability weighting, stop-loss and the disposition effect
- Accounting for optimism and pessimism in expected utility
- All over the map: A worldwide comparison of risk preferences
- When normative and descriptive diverge: how to bridge the difference
- Bidding behaviour in experimental auctions under risk and uncertainty
- Composition rules in original and cumulative prospect theory
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
- Loss aversion and perceptual risk aversion
- Prospect theory and tax evasion: a reconsideration of the Yitzhaki puzzle
- Hope, fear, and aspirations
- The bipolar Choquet integral representation
- Intertemporal choice under timing risk: an experimental approach
- The Ellsberg paradox: a challenge to quantum decision theory?
- A parametric analysis of prospect theory's functionals for the general population
- Advances in prospect theory: cumulative representation of uncertainty
- Probability weights in rank-dependent utility with binary even-chance independence.
- Modeling Ethical and Operational Preferences in Automated Driving Systems
- Social and strategic ambiguity versus betrayal aversion
- Third-generation prospect theory
- Market failure in light of non-expected utility
- Cumulative prospect theory preferences in rent-seeking contests
- Rank-dependent predictable forward performance processes
- A commuter departure-time model based on cumulative prospect theory
- Asymptotically efficient estimation of the conditional expected shortfall
- Negative recency, randomization device choice, and reduction of compound lotteries
- Welfare maximizing contest success functions when the planner cannot commit
- Prospect theory in multiple price list experiments: further insights on behaviour in the loss domain
- Risk-constrained portfolio choice under rank-dependent utility
- Survival risks, intertemporal consumption, and insurance: the case of distorted probabilities
- Behavioral biases and the representative agent
- Quantal response equilibrium and overbidding in private-value auctions
- Lottery qualities
- Probability transformations in the study of behavior toward risk
- Second-best probability weighting
- Evolutionary tax evasion, prospect theory and heterogeneous taxpayers
- Nonconvex equilibrium prices in prediction markets
- A new foundation for the mean-variance analysis
- An integrated operation module for individual risk management
- Star-shaped probability weighting functions and overbidding in first-price auctions
- Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
- Axiomatic evaluation of \(k\)-multiplicativity in ratio scaling: investigating numerical distortion
- An experimental test of reduction invariance
- Assessing risky weighting functions for positive and negative binary gambles using the logarithmic derivative function
- Reconciling Savage's and Luce's modeling of uncertainty: the best of both worlds
- Subjective intensity: behavioral laws, numerical representations, and behavioral predictions in Luce's model of global psychophysics
- The psychophysical function and separable model forms in joint magnitude estimation
- What are we estimating when we fit Stevens' power law?
- Source and rank-dependent utility
- Learning in games with cumulative prospect theoretic preferences
- Implied volatility sentiment: a tale of two tails
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
- Equal tails: a simple method to elicit utility under violations of expected utility
- Insurance premium implied by rank dependence and probability distortion
- Risk perception, risk attitude, and decision: a rank-dependent analysis
- Changing the probability versus changing the reward
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