Search Results - subject:"Rank dependent expected utility"

Market failure in light of non-expected utility

Baharad, Eyal; Kliger, Doron - In: Theory and decision : an international journal for … 75 (2013) 4, pp. 599-619

Persistent link: https://www.econbiz.de/10010345037

More pessimism than greediness: a characterization of monotone risk aversion in the Rank-Dependent Expected Utility model

Chateauneuf, Alain; Cohen, Michèle; Meilijson, Isaac - HAL - 2005

the Rank Dependent Expected Utility (RDEU) model. This model replaces expected utility by another functional …

Persistent link: https://www.econbiz.de/10010750827

Inequality and quasi-concavity

Bosmans, Kristof - Centrum voor Economische Studiën, Faculteit Economie … - 2005

of normative inequality measures based on a social welfare function of the rank-dependent expected utility form …

Persistent link: https://www.econbiz.de/10005698077

Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model

Chateauneuf, Alain; Cohen, Michèle; Meilijson, Isaac - HAL - 2004

Quiggin-Yaari Rank-dependent Expected Utility (RDEU) model of choice among lotteries. Risk aversion is modeled in the vNM …

Persistent link: https://www.econbiz.de/10010750908

Tax Compliance and Rank-Dependent Expected Utility

ARCAND, Jean-Louis; ROTA-GRAZIOSI, Grégoire - Centre d'Études et de Recherches sur le Développement … - 2004

In this paper, we show that considering the classic Allingham and Sandmo (1972) tax compliance problem under Rank-Dependent … Expected Utility (RDEU) axiomatics provides a simple explanation for the "excess" level of full compliance observed in …

Persistent link: https://www.econbiz.de/10005016600

Optimal provision of public goods with rank dependent expected utility

Eide, Erling - 2003

In this paper the theory of rank-dependent expected utility (RDEU) is substituted for the theory of expected utility …

Persistent link: https://www.econbiz.de/10010284339

Assessing Multiple Prior Models of Behaviour under Ambiguity

Conte, Ana; Hey, John D. - Wirtschaftswissenschaftliche Fakultät, … - 2011

Expected Utility, 56% with the Smooth Model (of Klibanoff et al, 2005), 11% with Rank Dependent Expected Utility and 9% with …

Persistent link: https://www.econbiz.de/10009652054

Optimal Provision of Public Goods with Rank Dependent Expected Utility.

Eide, Erling - Økonomisk institutt, Universitetet i Oslo - 2002

In this paper the theory of rank-dependent expected utility (RDEU) is substituted for the theory of expected utility …

Persistent link: https://www.econbiz.de/10005424079

Les fondements axiomatiques de la mesure des inégalités

Gajdos, Thibault - In: Revue d'économie politique 111 (2001) 5, pp. 683-719

Ginis, which do not respect the independence axiom, and implicitely rely on the Rank-Dependent Expected Utility model. The …

Persistent link: https://www.econbiz.de/10011187225

A Betting Market: Description and a Theoretical Explanation of Bets in Pelota Matches

Llorente, Loreto; Aizpurua, Josemari - In: Theory and Decision 64 (2008) 2, pp. 421-446

Persistent link: https://www.econbiz.de/10005678359

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