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Теория Перспектив: Анализ Принятия Решений В Условиях Риска

Author

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  • Канеман Д.
  • Тверски А.

Abstract

В данной работе содержится не только критическая оценка теории ожидаемой полезности - наглядной модели принятия решений в условиях риска, но также предлагается альтернативная модель под названием теория перспектив. Процесс выбора между рискованными альтернативами приводит к некоторым серьезным результатам, которые противоречат базовым принципам теории полезности. В частности, люди недооценивают маловероятные исходы по сравнению с наиболее достоверными. Подобная тенденция, известная как "эффект достоверности", способствует неприятию риска в ситуациях, включающих вариант верного выигрыша, и появлению склонности к риску в ситуациях, включающих вариант верного проигрыша. Также следует отметить, что люди, как правило, отбрасывают общие для всех перспектив элементы. Данная тенденция, известная как "эффект изоляции", приводит к противоречивым предпочтениям в случаях, когда один и тот же выбор представлен в разных видах. Разработана альтернативная теория выбора, согласно которой ценность привязана не к конечному благосостоянию, а к выигрышам или потерям, а вероятности заменены весовыми коэффициентами решений. Функция ценности в большинстве случаев вогнута в области выигрышей и выпукла в области потерь, а также имеет более резкий наклон в области потерь. Значения весовых коэффициентов решений обычно ниже соответствующих вероятностей, кроме серии малых вероятностей. Перевес малых вероятностей может являться одним из компонентов привлекательности азартных игр и страхования.

Suggested Citation

  • Канеман Д. & Тверски А., 2015. "Теория Перспектив: Анализ Принятия Решений В Условиях Риска," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 51(1), pages 3-25, январь.
    • Handle: RePEc:scn:cememm:v:51:y:2015:i:1:p:3-25
    Note: США
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    References listed on IDEAS

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