| 主观期望效用模型与实证分析 |
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| 引用本文： | 何凯浩,谭忠.主观期望效用模型与实证分析[J].厦门大学学报(自然科学版),2004,43(2):158-161. |
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| 作者姓名： | 何凯浩 谭忠 |
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| 作者单位： | 厦门大学数学科学学院,厦门大学精算学研究中心,福建,厦门,361005 |
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| 基金项目： | 国家自然科学基金(10171083)资助 |
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| 摘 要： | 分析了传统的期望效用理论在实践中的一些局限,研究了人们在不同获取概率下对风险的不同的态度,引入安全系数SC(p),建立了主观期望效用模型,并用此模型解释了一些期望效用理论模型所无法解释的矛盾.
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| 关 键 词： | 不确定性 主观期望效用 安全系数 |
| 文章编号： | 0438-0479(2004)02-0158-04 |
| 修稿时间： | 2003年3月27日 |
Subjective Expected Utility Model and Empirical Analysis |
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| HE Kai-hao,TAN Zhong.Subjective Expected Utility Model and Empirical Analysis[J].Journal of Xiamen University(Natural Science),2004,43(2):158-161. |
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| Authors: | HE Kai-hao TAN Zhong |
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| Abstract: | Traditional expected utility theory was questioned by a lot of economists because it led to paradoxical results in empirical research. In this paper, we analyze the limitations of traditional expected utility theory,study people's different attitudes towards risk under different gaining probabilities,construct security coefficient SC(p), and found subjective expected utility model on the base of SC(p). With this model, we explain those paradoxical results properly. |
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| Keywords: | uncertainty subjective expected utility security coefficient |
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