In most of the past studies in the queueing-game literature, customers are assumed to be risk-neutral, making their decisions based on the expected monetary benefit of joining the queue. Such an assumption ignores the fact that customers may be risk-averse or even risk-seeking when making decisions under uncertain wait times. Chen and Frank (IIE Transactions, 36, 569–581, 2004) study the pricing problem of a monopolist in a queueing setting in both risk-neutral and risk-sensitive cases. They find that while equilibrium pricing and capacity strategy is socially efficient for the risk-neutral customer case, it is usually not socially efficient for the risk-sensitive case. Guo and Zipkin (Management Science, 53, 962–970, 2007) utilize a customers’ delay-risk sensitivity parameter to model the customers’ attitude towards the wait time.