Dynamic Decision Making when Risk Perception Depends on Past Experience

نویسندگان

  • Michèle Cohen
  • Johanna Etner
  • Meglena Jeleva
چکیده

The aim of the paper is to propose a preferences representation under risk where risk perception can be past experience dependent. A first step consists in considering a one period decision problem where individual preferences are no more defined only on decisions but on pairs (decision, past experience). The obtained criterion is used in the construction of a dynamic choice model under risk. The paper ends with an illustrative example concerning insurance demand. It appears that our model allows to explain modifications in the insurance demand behavior over time observed on the insurance markets for catastrophic risk and difficult to justify with standard models.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Role Taking Under Financial Risk Decision Making

This paper explores people’s behavior when they are facing financial risks. Through the setting of an economics experiment, people’s willingness to bear financial risks and their tendency to impose risks on others are investigated. The experiment result shows that most people are risk-neutral or risk-averse when making decision under financial environment, and their tendency to impose risks on ...

متن کامل

Risk communication: factors affecting impact.

The impact of risk communication depends upon a complex interaction between the characteristics of the audience, the source of the message, and its content. Audience perception of risk is influenced by demographic factors (e.g. age, gender), personality profile, past experience, and ideological orientation. It is also affected by cognitive biases (e.g. unrealistic optimism) and lay 'mental mode...

متن کامل

The striatum and beyond: contributions of the hippocampus to decision making

Recent research on the neural bases of decision making has focused on the role of the striatum and dopamine in learning to predict and obtain rewards. These studies have illuminated the processes by which repeated experiences of choice and reward feedback lead to the updating of value representations, allowing an organism to use past experience to improve choices when encountering the same situ...

متن کامل

Learn from experience: probabilistic prediction of perception performance to avoid failure

Despite significant advances in machine learning and perception over the past few decades, perception algorithms can still be unreliable when deployed in challenging time-varying environments. When these systems are used for autonomous decision-making, such as in self-driving vehicles, the impact of their mistakes can be catastrophic. As such, it is important to characterize the performance of ...

متن کامل

A Multi-Criteria Decision-Making Approach with Interval Numbers for Evaluating Project Risk Responses

The risk response development is one of the main phases in the project risk management that has major impacts on a large-scale project’s success. Since projects are unique, and risks are dynamic through the life of the projects, it is necessary to formulate responses of the important risks. Conventional approaches tend to be less effective in dealing with the imprecise of the risk response deve...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007