基于前景理论的风险决策权重研究

Weighting Risk and Uncertainty Based on Prospect Theory

在讨论Tversky和Fox给出的确定权重的两步骤方法基础上,应用累积前景效用理论和概率权 重函数,提出三步骤权重处理框架,对不同风险不确定决策源类型作不同的处理,并对"获得"和"失去" 采用不同的处理方式,从而使得决策者能够得出更加准确的决策权重.

Decision weights are an important component of decision making with uncertainty and risk. To better explain these decision weights, a two-stage approach has been proposed by Tversky and Fox. We proposed a three-stage framing approach by allowing the probability weighing function to depend on the type of uncertainty to weighing under gain and loss. Using this more general approach, decision makers can get more accurate decision weight.