Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note

By Jonathan E. Ingersoll. 2008

83 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Decision Sciences, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/db8ba0a5d6dfc3d10b5b0d30b2b67938de852bd0

Citations in the corpus

• OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (2015, unknown): “As noted by Rieger and Wang (2006) and by Ingersoll (2008), this probability distortion function is increasing and inverse-S shaped for any a ∈ (0.279, 1).”