基于差分的等级依赖效用模型行为决策权重扩展(英文)  

An Extension of Behavioral Decision Weight in RDEU with First-order Difference

作　　者：李伟兵 王金山[1] 谢英超 

机构地区：[1]陆军军官学院基础部,安徽合肥230031

出　　处：《经济数学》2015年第1期89-94,共6页Journal of Quantitative Economics

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.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 DRDEU.

关 键 词：权重 等级依赖效用模型 差分 拆分效应 随机优势 

分 类 号：F019[经济管理—政治经济学]