On the Intuition of Rank-Dependent Utility

E. Diecidue and Peter Wakker
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E. Diecidue: Tilburg University, Center For Economic Research

No 2000-74, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: rank-dependence; comonotonicity; Choquet integral; pessimism; uncertainty aversion; prospect theory (search for similar items in EconPapers)
Date: 2000
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Journal Article: On the Intuition of Rank-Dependent Utility (2001)
Working Paper: On the Intuition of Rank-Dependent Utility (2000)
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