风险态度的结构化规范模型

Structured Prescriptive Models of Risk Attitudes

Management Science · 1990
被引 13
人大 A+FT50UTD24ABS 4*

中文导读

讨论了导致特定期望效用函数类型的风险态度条件,包括衡量后果变化重要性的算术运算选择,以及无差异彩票中后果的线性关系,并提供了无需详细偏好评估即可建模决策群体风险态度的程序。

Abstract

This paper discusses conditions on risk attitudes that imply special types of expected-utility functions. First, conditions are described that correspond to different choices of an arithmetic operation that measures the importance of changes in consequences. Second, conditions are described such that one consequence in a pair of indifferent lotteries depends linearly on a consequence in the other lottery. Procedures are described for using one of the conditions to model the risk attitude of a public or private decision making group without performing the detailed preference assessments that are needed to determine a general utility function.

风险态度期望效用函数线性偏好结构化模型