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2016 | 129 | 5 | 955-958
Article title

Invariant Value Functions under Cumulative Prospect Theory

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EN
Abstracts
EN
In this paper the notion of the preference homogeneity is extended. We determine the value functions under the cumulative prospect theory such that the certainty equivalents related to them are invariant with respect to some classes of transformations.
Keywords
EN
Contributors
author
  • Department of Mathematical Statistics, Statistical Office in Rzeszów, Jana III Sobieskiego 10, Rzeszów, Poland
References
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  • [7] J. Chudziak, S. Wójcik, Opuscula Math. 33, 455 (2013), doi: 10.7494/OpMath.2013.33.3.455
  • [8] M. Kuczma, An Introduction to the Theory of Functional Equations and Inequalities, Birkhäuser, Berlin 2009, doi: 10.1007/978-3-7643-8749-5
  • [9] J. Aczél, Lectures on functional equations and their applications, Mathematics in Science and Engineering, Academic Press, New York 1966, doi: 10.1002/zamm.19670470321
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.bwnjournal-article-appv129n512kz
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