運用行為科學研究顧客體驗

哈佛管理評論(中文版), 2003/07/31出版

作者:理查德.蔡斯(Richard B. Chase), 蘇利蘭.達蘇(Sriram Dasu)讓服務更完美的祕訣 運用行為科學研究顧客體驗

see also

服務管理這個題目,好像該說的已經被人說過了。…但是,業者並沒有仔細考慮到提供服務時的基本心理,…

行為科學提供新的視野,可以提升服務管理。… 行為科學研究的發現,轉化成五個操作原則。

  • 第一,結束時要有力:結束比開始更重要,因為留給顧客回憶的是結束時。
  • 第二,讓不好的經驗早結束早好:在一連串事件中,大家喜歡先苦後甘。
  • 第三,愉快的事情分段享受,痛苦的事情一次解決:因為任何事情如果予以分割,感覺比較長久,因此最好整合無聊或是不愉快的程序步驟,一次就解決掉。
  • 第四,讓顧客自己選擇,才能全心投入:一般人認為,能夠對整個過程,尤其是不愉快的過程有所控制,就會比較愉快。
  • 第五,提供一套奉行的儀式:大多數設計服務的人不了解,人們有多喜歡固守儀式

連續效應

人回想一段經驗時,並不會記得每個片段。對於少數顯著有意義的時刻,我們記憶鮮明,…

持續效應

人是如何注意到時間的推移,以及如何估計時間持續的長短?…(1) 專心做一件事情,不會注意到經過多久。… (2) 專心注意時間長短的話,就會高估時間。(3) …將時間分割得愈細,就會覺得時間愈長久。.

… 主宰人對時間估算的因素,似乎是這個經驗是否愉快以及安排的程序

合理化效應

人們總是希望事情要有意義,如果意外事件沒有適當的解釋,就會憑空杜撰一個。行為科學家稱之為「反事實的想法」(counterfactual thinking),不過叫做「第二種猜想」(second-guessing)比較容易理解。(YNY: 應該和「找藉口」的習慣類似)。…人們需要的是解釋,必要時會自己憑空杜撰
廣告

Loss Aversion, Stochastic Compensation, and Team Incentives

Date: 2013-07
By: Kohei Daido (School of Economics, Kwansei Gakuin University)
Takeshi Murooka (Department of Economics, University of California, Berkeley)
URL: http://d.repec.org/n?u=RePEc:kgu:wpaper:107&r=net
We investigate moral-hazard problems with limited liability where agents have expectation-based reference-dependent preferences. We show that stochastic compensation for low performance can be optimal. Because of loss aversion, the agents have first-order risk aversion to wage uncertainty. This causes the agents to work harder when their low performance is stochastically compensated. We also examine team incentives for credibly employing such stochastic compensation. In an optimal contract, low- and high-performance agents are equally rewarded if most agents achieve high performance. Team incentives can be optimal even when there are only two agents and the degree of loss aversion is not large.
Keywords: Moral Hazard, Loss Aversion, Stochastic Compensation, Team Incentives,Reference-Dependent Preferences
JEL: D03

Causes, Consequences, and Cures of Myopic Loss Aversion – An Experimental Investigation*

Fellner, G., & Sutter, M. (2009). Causes, Consequences, and Cures of Myopic Loss Aversion–An Experimental Investigation*. The Economic Journal, 119(537), 900-916. (Volume 119, Issue 537, ) DOI: 10.1111/j.1468-0297.2009.02251.x; uibk.ac.at 提供的2008年版 [PDF]; hu-berlin.de 提供的 2005年版[PDF]; ***

==notes by yinung==

這篇有讓 subject 內生決定 H1 或 H3
(投資1期/3期)

==主要實驗結果圖表==

實驗基本設定

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符號意義:

H1/3: investment 1/3 period
F1: Feedback, 1 period

 

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第1期決定以後不能更能 H1/3

No-profit: 沒有給 profit 資訊
Profit:有給「告訴 subject, 選 3期, 其平均 profit 較高 」資訊

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內生決定 feedback: F1/3, 但每期都可投資

Profit: 和前述相同

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第1期被指定 H1/3; 第3期開始可以自訂(每3期一次), 轉換成本 40ECU (約報酬的 2.6%)

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==original abstract==

We use an experiment to examine the causes, consequences and possible cures of myopic loss aversion (MLA) for investment behaviour under risk. We find that both investment horizons and feedback frequency contribute almost equally to the effects of MLA. Longer investment horizons and less frequent feedback lead to higher investments. However, when given the choice, subjects prefer on average shorter investment horizons and more frequent feedback. Exploiting the status quo bias by setting a long investment horizon or low feedback frequency as a default turns out to be a successful behavioural intervention to increase investment levels.

What is the actual shape of perception utility?

What is the actual shape of perception utility?

Date: 2011-06-20
By: Kontek, Krzysztof
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:31715&r=net
Cumulative Prospect Theory (Kahneman, Tversky, 1979, 1992) holds that the value function is described using a power function, and is concave for gains and convex for losses. These postulates are questioned on the basis of recently reported experiments, paradoxes (gain-loss separability violation), and brain activity research. This paper puts forward the hypothesis that perception utility is generally logarithmic in shape for both gains and losses, and only happens to be convex for losses when gains are not present in the problem context. This leads to a different evaluation of mixed prospects than is the case with Prospect Theory: losses are evaluated using a concave, rather than a convex, utility function. In this context, loss aversion appears to be nothing more than the result of applying a logarithmic utility function over the entire outcome domain. Importantly, the hypothesis enables a link to be established between perception utility and Portfo-lio Theory (Markowitz, 1952A). This is not possible in the case of the Prospect Theory value function due its shape at the origin.
Keywords: Prospect Theory; value function; perception utility; loss aversion; gain-loss separability violation; neuroscience; Portfolio Theory; Decision Utility Theory.
JEL: D81