Search Results - subject:"Rank-dependent utility"

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Disentangling drivers of ambiguity attitudes

Abdellaoui, Mohammed; Akella, Sarat Chandra; Hill, Brian - 2024

Persistent link: https://www.econbiz.de/10015410309

Source and rank-dependent utility

Abdellaoui, Mohammed; Zank, Horst - In: Economic theory 75 (2023) 4, pp. 949-981

Persistent link: https://www.econbiz.de/10014259081

Moral-hazard-free insurance : mean-variance premium principle and rank-dependent utility theory

Xu, Zuo Quan - In: Scandinavian actuarial journal 2023 (2023) 3, pp. 269-289

Persistent link: https://www.econbiz.de/10014336334

Risk-constrained portfolio choice under rank-dependent utility

Ghossoub, Mario; Zhu, Michael Boyuan - In: Finance and stochastics 29 (2025) 2, pp. 399-442

Persistent link: https://www.econbiz.de/10015394804

Weighting the evidence : a rank-dependent model of outdoor recreation

Holzer, Jorge; McConnell, Kenneth E. - In: Journal of the Association of Environmental and … 12 (2025) 3, pp. 599-636

Persistent link: https://www.econbiz.de/10015329885

Optimal Incentives without Expected Utility

González-Jiménez, Víctor - 2022

This paper investigates the optimal design of incentives when agents distort probabilities. We show that the type of probability distortion displayed by the agent and its degree determine whether an incentivecompatible contract can be implemented, the strength of the incentives included in the...

Persistent link: https://www.econbiz.de/10014321765