Calibration without Reduction for Non-Expected Utility
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- Freeman, David, 2015. "Calibration without reduction for non-expected utility," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 21-32.
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Cited by:
- Han Bleichrodt & Jason N. Doctor & Yu Gao & Chen Li & Daniella Meeker & Peter P. Wakker, 2019. "Resolving Rabin’s paradox," Journal of Risk and Uncertainty, Springer, vol. 59(3), pages 239-260, December.
- Balter, Anne G. & Chau, Ki Wai & Schweizer, Nikolaus, 2022. "Rabin’s calibration theorem revisited," Economics Letters, Elsevier, vol. 210(C).
- Freeman, David, 2017. "Risk taking with background risk under recursive rank-dependent utility," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 72-74.
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More about this item
Keywords
risk aversion; calibration; non-expected utility theories; recursive preferences.;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2015-03-22 (Utility Models and Prospect Theory)
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