| 基于PD-效用函数的预期行为描述与特征分析 |
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| 引用本文： | 戴锋,朱文慧,袁立峰. 基于PD-效用函数的预期行为描述与特征分析[J]. 系统管理学报, 2008, 17(4) |
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| 作者姓名： | 戴锋 朱文慧 袁立峰 |
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| 作者单位： | 郑州信息工程大学,信息工程学院,郑州,450002 |
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| 摘 要： | 以偏尾分布为基础,提出了预期行为的一种新型效用函数--PD效用函数.利用PD-效用函数反映行为人对赢利与亏损的风险偏好特征,描述预期与赢利效用的关系特征,揭示赢利效用与亏损效用的若干重要关系.用数量方式解释Daniel Kahneman预期理论中的许多重要结论,将"理性"与"非理性"假设纳入到同一理论框架下.
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| 关 键 词： | 偏尾分布 PD-效用函数 预期行为 盈亏效用 |
Description and Characteristic Analysis for Prospect Behaviors Based on the PD-Utility Function |
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| DAI Feng,ZHU Wen-hui,YUAN Li-feng. Description and Characteristic Analysis for Prospect Behaviors Based on the PD-Utility Function[J]. Systems Engineering Theory·Methodology·Applications, 2008, 17(4) |
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| Authors: | DAI Feng ZHU Wen-hui YUAN Li-feng |
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| Affiliation: | Insititute of Information Engineering;Zhengzhou Information Engineering University;Zhengzhou 450002;China |
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| Abstract: | In this paper,PD-utility function is put forward to describe the prospect behavior based on the partial distribution.By using the PD-utility function,one's risk preference to a profit or loss could be sufficiently reflected,and relations between prospect and profit utility could be effectively described,some important relations between loss utility and profit utility could be opened out,many of important conclusions in Daniel Kahneman' "prospect theories" could be explained by the analytic method,and the as... |
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| Keywords: | partial distribution PD-utility function prospect behavior profit utility and loss utility |
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