On the Intuition of Rank-Dependent Utility

Journal of Risk and Uncertainty

Volumn 23, Issue 3, 2001, Pages 281-298

  Diecidue, Enrico ^a,c   Wakker, Peter P ^b  

^a Center for Research in Economics and Business Tilburg University   (Netherlands)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

^c INSEAD   (France)

Author keywords

Choquet integral; Comonotonicity; Pessimism; Prospect theory; Rank dependence; Uncertainty aversion

Indexed keywords

EID: 0035605232     PISSN: 08955646     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011877808366     Document Type: Article

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