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Bibliographic Details
Main Author: Smith, Jacob
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2311.07905
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author Smith, Jacob
author_facet Smith, Jacob
contents This paper presents a method for incorporating risk aversion into existing decision tree models used in economic evaluations. The method involves applying a probability weighting function based on rank dependent utility theory to reduced lotteries in the decision tree model. This adaptation embodies the fact that different decision makers can observe the same decision tree model structure but come to different conclusions about the optimal treatment. The proposed solution to this problem is to compensate risk-averse decision makers to use the efficient technology that they are reluctant to adopt.
format Preprint
id arxiv_https___arxiv_org_abs_2311_07905
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Considering Risk Aversion in Economic Evaluation: A Rank Dependent Approach
Smith, Jacob
Theoretical Economics
This paper presents a method for incorporating risk aversion into existing decision tree models used in economic evaluations. The method involves applying a probability weighting function based on rank dependent utility theory to reduced lotteries in the decision tree model. This adaptation embodies the fact that different decision makers can observe the same decision tree model structure but come to different conclusions about the optimal treatment. The proposed solution to this problem is to compensate risk-averse decision makers to use the efficient technology that they are reluctant to adopt.
title Considering Risk Aversion in Economic Evaluation: A Rank Dependent Approach
topic Theoretical Economics
url https://arxiv.org/abs/2311.07905