The Decision Making under Risk and Lottery Dependent Expected Utility Theory
碩士 === 銘傳大學 === 資訊管理研究所 === 89 === According to the Lottery Dependent Expected Utility theory, the utility function u(x，C) of decision maker with different risk attitudes was proposed. This study tried to construct the parameter C＝F(RP，M1，M2，M3，M4，M5) of the utility function from previous research....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64394667353695330458 |
| Summary: | 碩士 === 銘傳大學 === 資訊管理研究所 === 89 === According to the Lottery Dependent Expected Utility theory, the utility function u(x，C) of decision maker with different risk attitudes was proposed. This study tried to construct the parameter C＝F(RP，M1，M2，M3，M4，M5) of the utility function from previous research. By doing this, the variation of distribution that influences the decision-making under risk was represented by using five degrees moments. The experiment result showed that the risk attitude of decision maker（C）was affected significantly by inherent risk attitude （RP）and lottery risk（M1、M2、M3、M4、M5）.The influence was significant either in winning and losing gambles or in high、middle and low level gambles.
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