On the Foster-Hart Measure of Riskiness under Cumulative Prospect Theory
J. Chudziaka and M. Halicki b
aFaculty of Mathematics and Natural Sciences, University of Rzeszów, Prof. St. Pigonia 1, 35-310 Rzeszów, Poland
bDepartment of Regional Politics and Food Economy, University of Rzeszów, M. Ćwiklińskiej 2, 35-601 Rzeszów, Poland
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We prove the existence of the Foster-Hart measure of riskiness under the cumulative prospect theory and we study some of its basic properties.

DOI: 10.12693/APhysPolA.129.950
PACS numbers: 89.65.Gh