基于差分的等级依赖效用模型行为决策权重扩展
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引用本文:李伟兵,王金山,谢英超.基于差分的等级依赖效用模型行为决策权重扩展[J].经济数学,2015,(1):89-94
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作者单位
李伟兵,王金山,谢英超 (陆军军官学院 基础部安徽 合肥 230031) 
中文摘要:基于等级依赖期望效用模型(RDEU),提供了一个简单但有效的行为决策权重扩展.因结果序列具有直线增长趋势,介绍一种基于一阶差分的新权重,并证明其对拆分效应的有效性.差分权重和RDEU权重的凸组合构成最终决策权重命名为D'-RDEU权重,它不仅可继承RDEU的优点,也可克服RDEU的两个不足.特别是,它通过拆分获得随机优势,可从理论上解释拆分效应.也提供了连续形式的D'-RDEU模型,连续模型的存在证明D'-RDEU比D-RDEU更实用.
中文关键词:权重  等级依赖效用模型  差分  拆分效应  随机优势
 
An Extension of Behavioral Decision Weight in RDEU with First-order Difference
Abstract:Based on the underlying rank-dependent expected utility (RDEU), we provide a simple but effective extension to the behavioral decision weight. As outcome series satisfies right a linear growth trend, we introduce a new type of weight based on first-order difference, and have proved its effectiveness on event-splitting effect. New weight and RDEU weight constitute final combined decision weight named D'-RDEU weight as final decision weight, which can not only inherit the advantages of RDEU but also can successfully overcome RDEU's two stubborn issues. Especially, it can theoretically explain event-splitting effect by making event-splitting obtaining stochastic dominance. At last, we provide the continuous form of D'-RDEU model. The existence of continuous D'-RDEU proves D'-RDEU is more functional than D-RDEU.
keywords:decision weight  RDEU  first-order difference  event-splitting effect  stochastic dominance
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