Error propagation in the elicitation of utility and probability weighting functions

Theory and Decision

Volumn 60, Issue 2-3, 2006, Pages 315-334

  Blavatskyy, Pavlo ^a  

^a UNIVERSITY OF ZURICH   (Switzerland)

Author keywords

Cumulative prospect theory; Decision theory; Elicitation; Probability weighting; Rank dependent expected utility; Von Neumann Morgenstern utility

Indexed keywords

DECISION THEORY; ERRORS; PROBABILITY; THEOREM PROVING;

CUMULATIVE PROSPECT THEORY; ELICITATION; PROBABILITY WEIGHTING; RANK-DEPENDENT EXPECTED UTILITY; VON NEUMANN-MORGENSTERN UTILITY;

FUNCTION EVALUATION;

EID: 33646404365     PISSN: 00405833     EISSN: 15737187     Source Type: Journal    
DOI: 10.1007/s11238-005-4593-x     Document Type: Review

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