GENERALIZATION OF EXPECTED UTILITY UNDER RISK - REPRESENTATION AND ESTIMATION

被引：0
|
作者：
GAYANT, JP [1 ]
机构：
[1] UNIV PARIS 01, CTR ECON MATH & ECON, CNRS, UA D0924, F-75231 PARIS 05, FRANCE
来源：
REVUE ECONOMIQUE | 1995年 / 46卷 / 04期
关键词：
D O I：
10.2307/3502226
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The classical criterion for decision making under risk, maximizing expected utility, has been generalized to improve its descriptive power. This generalization allows the decision maker to distort the probabilities. This paper proposes a representative diagram of the decision process and an experimental study to estimate the distortion function.
引用
收藏
页码：1047 / 1061
页数：15
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