Expected utility with uncertain probabilities theory
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Cites work
- A Definition of Subjective Probability
- A Definition of Uncertainty Aversion
- A Simple Axiomatization of Nonadditive Expected Utility
- A Smooth Model of Decision Making under Ambiguity
- A Subjective Spin on Roulette Wheels
- A dual approach to ambiguity aversion
- A theory of quantifiable beliefs
- A theory of subjective compound lotteries
- Additivity with multiple priors
- Advances in prospect theory: cumulative representation of uncertainty
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- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Ambiguity and Second-Order Belief
- Ambiguity made precise: A comparative foundation
- Ambiguity, learning, and asset returns
- An axiomatization of cumulative prospect theory
- Attitude toward imprecise information
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Comparative risk aversion
- Decision making in phantom spaces
- Ellsberg Revisited: An Experimental Study
- Equity Portfolio Diversification*
- Expected utility with purely subjective non-additive probabilities
- Generalized Gini inequality indices
- Interpersonal Comparability and Social Choice Theory
- Intertemporal substitution and recursive smooth ambiguity preferences
- Invariant risk attitudes
- Maxmin expected utility with non-unique prior
- On State Dependent Preferences and Subjective Probabilities
- Ordering ambiguous acts
- Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
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- Simple axioms for countably additive subjective probability
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- Subjective Probability and Expected Utility without Additivity
- Subjective probabilities on ``small domains
- The Dual Theory of Choice under Risk
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
- The Probability Weighting Function
- The comonotonic sure-thing principle
- Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
- Uncertainty aversion with second-order utilities and probabilities
- Vector Expected Utility and Attitudes Toward Variation
Cited in
(33)- Expected uncertain utility theory
- Belief hedges: Measuring ambiguity for all events and all models
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Savage vs. Anscombe-Aumann: an experimental investigation of ambiguity frameworks
- A theoretical foundation of ambiguity measurement
- Adaptive preferences: an evolutionary model of non-expected utility and ambiguity aversion
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
- A family of measures of uncertainty involving utilities: Definition, properties, applications and statistical inferences
- Elicitation of a Utility from Uncertainty Equivalent Without Standard Gambles
- A proposal to extend expected utility in a quantum probabilistic framework
- A dual approach to ambiguity aversion
- The descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity
- Combining savage and Laplace: a new approach to ambiguity
- Mitigating ambiguity in earthquake catastrophe insurance pricing: a model averaging and -maxmin approach
- Rational behavior with payoff uncertainty
- Exactly what happens after the Anscombe-Aumann race?
- A powerful tool for analyzing concave/convex utility and weighting functions
- The reasoning-based expected utility procedure
- Expected utility operators and possibilistic risk aversion
- On the Ellsberg and Machina paradoxes
- An additive model of decision making under risk and ambiguity
- On the General Deviation Measure and the Gini coefficient
- Projective expected utility
- Comment on ``A theoretical foundation of ambiguity measurement
- scientific article; zbMATH DE number 7564067 (Why is no real title available?)
- Expected utility within a generalized concept of probability -- a comprehensive framework for decision making under ambiguity
- On subjective expected value under ambiguity
- Expected utility with perturbed lotteries
- A note on ambiguity-adjusted asset pricing
- Decision-making with partial information
- On the indeterminacy of the representation of beliefs by probabilities
- A General Theory of Subjective Probabilities and Expected Utilities
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