On Jensen's inequality for generalized Choquet integral with an application to risk aversion
Download full text from publisher
References listed on IDEAS
- Marc Rieger & Mei Wang, 2006. "Cumulative prospect theory and the St. Petersburg paradox," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(3), pages 665-679, August.
- Kaluszka, Marek & Krzeszowiec, MichaÅ‚, 2013. "An Iterativity Condition For The Mean-Value Principle Under Cumulative Prospect Theory," ASTIN Bulletin, Cambridge University Press, vol. 43(1), pages 61-71, January.
- L. Eeckhoudt & C. Gollier & H. Schlesinger, 2005. "Economic and financial decisions under risk," Post-Print hal-00325882, HAL.
- Drazen Prelec, 1998. "The Probability Weighting Function," Econometrica, Econometric Society, vol. 66(3), pages 497-528, May.
- Tversky, Amos & Kahneman, Daniel, 1992. "Advances in Prospect Theory: Cumulative Representation of Uncertainty," Journal of Risk and Uncertainty, Springer, vol. 5(4), pages 297-323, October.
- Mohammed Abdellaoui, 2000. "Parameter-Free Elicitation of Utility and Probability Weighting Functions," Management Science, INFORMS, vol. 46(11), pages 1497-1512, November.
- Kaluszka, Marek & Krzeszowiec, MichaÅ‚, 2012. "Mean-Value Principle under Cumulative Prospect Theory," ASTIN Bulletin, Cambridge University Press, vol. 42(1), pages 103-122, May.
- Georgescu, Irina, 2008. "Possibilistic Risk Aversion," Working Papers 476, IAMSR, Åbo Akademi.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:sgh:annals:i:51:y:2018:p:169-184 is not listed on IDEAS
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1609.00554. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (arXiv administrators). General contact details of provider: http://arxiv.org/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.