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Utilité "dépendant du rang" et utilité espérée : une étude expérimentale comparative

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  • Bertrand Munier
  • Mohammed Abdellaoui
  • Claude Jessua

Abstract

[eng] Our paper presents some results of an experimental study comparing the des­criptive power of the Expected Utility (EU) model and of a Rank Dependent Utility (RDU) Model allowing the decision maker to subjectively transform objective pro­babilities. The descriptive power of the EU model and of a RDU model is evaluated by mean of two indexes constructed from their respective preference functionals. The main conclusion of this experimental study is a slight descriptive superiority of the RDU models over the EU model. [fre] La caractéristique principale d'un modèle à fonctionnelle de préférence dépendant des rangs des conséquences est de permettre, en plus de la prise en compte de la transformation subjective de celles-ci, comme c'est le cas dans le modèle de l'utilité espérée, la transformation subjective des probabilités objecti­ves. Cet article expose les résultats d'une étude expérimentale comparant les pouvoirs descriptifs de ces modèles à travers le comportement de deux index construits à partir de leurs fonctionnelles de préférence respectives. Les résultats obtenus démontrent une relative supériorité descriptive du modèle à utilité dépen­dant du rang sur le modèle de l'utilité espérée.

Suggested Citation

  • Bertrand Munier & Mohammed Abdellaoui & Claude Jessua, 1996. "Utilité "dépendant du rang" et utilité espérée : une étude expérimentale comparative," Revue Économique, Programme National Persée, vol. 47(3), pages 567-576.
  • Handle: RePEc:prs:reveco:reco_0035-2764_1996_num_47_3_409793
    DOI: 10.3406/reco.1996.409793
    Note: DOI:10.3406/reco.1996.409793
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    References listed on IDEAS

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