A text in decision theory with applications to economics, mathematics, finance, psychology, management, health, computer science, statistics, and engineering.
A text in decision theory with applications to economics, mathematics, finance, psychology, management, health, computer science, statistics, and engineering.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Peter P. Wakker is Professor at the Econometric Institute, Erasmus Universiteit, Rotterdam. His work concerns human decisions under risk and uncertainty from an economic, mathematical and psychological perspective.
Inhaltsangabe
Preface Introduction Part I. Expected Utility: 1. The general model of decision under uncertainty no-arbitrage (expected utility with known utilities and unknown probabilities) 2. Expected utility with known probabilities - 'risk' - and unknown utilities 3. Applications of expected utility for risk 4. Expected utility with unknown probabilities and unknown utilities Part II. Nonexpected Utility for Risk: 5. Heuristic arguments for probabilistic sensitivity and rank dependence 6. Probabilistic sensitivity and rank dependence analyzed 7. Applications and extensions of rank dependence 8. Where prospect theory deviates from rank-dependent utility and expected utility: reference dependence versus asset integration 9. Prospect theory for decision under risk Part III. Nonexpected Utility for Uncertainty: 10. Extending rank-dependent utility from risk to uncertainty 11. Ambiguity: where uncertainty extends beyond risk 12. Prospect theory for uncertainty 13. Conclusion Appendices References Index.
Preface Introduction Part I. Expected Utility: 1. The general model of decision under uncertainty no-arbitrage (expected utility with known utilities and unknown probabilities) 2. Expected utility with known probabilities - 'risk' - and unknown utilities 3. Applications of expected utility for risk 4. Expected utility with unknown probabilities and unknown utilities Part II. Nonexpected Utility for Risk: 5. Heuristic arguments for probabilistic sensitivity and rank dependence 6. Probabilistic sensitivity and rank dependence analyzed 7. Applications and extensions of rank dependence 8. Where prospect theory deviates from rank-dependent utility and expected utility: reference dependence versus asset integration 9. Prospect theory for decision under risk Part III. Nonexpected Utility for Uncertainty: 10. Extending rank-dependent utility from risk to uncertainty 11. Ambiguity: where uncertainty extends beyond risk 12. Prospect theory for uncertainty 13. Conclusion Appendices References Index.
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