Generalized Expected Utility Theory. The Rank-Dependent Model
Journal of Risk & InsurancePublished 1 December 1996
Georges Dionne, John Quiggin
Citations491
SJR quartileQ1
SJR score1.31
SNIP1.68
Generate an AI Snapshot to get a quick, structured summary of this paper.
Study Snapshot
ObjectiveStudy objective
MethodsResearch methodology
PopulationPopulation studied
Sample sizeSample sizes
OutcomesStudy outcomes here
ResultsStudy results comes here
LimitationsResearch study limitations comes here
A concise AI-generated summary of the paper will appear here once you click Generate AI Snapshot.
Abstract
1 Uncertainty.- 2 Background.- 3 EU Theory.- 4 The Challenge to EU Theory.- 5 Rank-Dependent Expected Utility - An Outline.- 6 Risk Aversion in RDEU Theory.- 7 Comparative Statics for RDEU Theory.- 8 Risk Seeking and Lottery Design.- 9 Some Normative Properties of RDEU.- 10 RDEU and Experimental Evidence.- 11 Axiomatic Approaches to RDEU.- 12 Generalized Smooth Utility and RDEU.- 13 Stochastic Dominance and Independence Rules.- 14 Extensions.- References.- Index of Names.- Topic Index.
Keywords
Decision SciencesEconomics, Econometrics and Finance