Ambiguity aversion, risk aversion, and the weight of evidence

DOI10.1007/S11238-024-09995-7MaRDI QIDQ6640945zbMATH OpenFDO

Authors Edi Karni

Publication date 20 November 2024

Published in Theory and Decision (Search for Journal in Brave)

zbMATH Keywords

risk aversionambiguity aversionBayesianismrank-dependent utilityChoquet expected utility

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 41812 (Why is no real title available?)
• scientific article; zbMATH DE number 3001285 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• A Definition of Subjective Probability
• A Smooth Model of Decision Making under Ambiguity
• A treatise on probability.
• Ambiguity and Second-Order Belief
• Ambiguity and the Bayesian paradigm
• Anticipated utility: A measure representation approach
• Choquet expected utility with a finite state space: Commutativity and act-independence
• Continuous subjective expected utility with non-additive probabilities
• Expected utility with purely subjective non-additive probabilities
• Integral Representation Without Additivity
• La prévision: ses lois logiques, ses sources subjectives.
• Risk Aversion in the Small and in the Large
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Risk, ambiguity and the Savage axioms
• Separating marginal utility and probabilistic risk aversion
• Subjective Probability and Expected Utility without Additivity
• Subjective expected utility with non-additive probabilities on finite state spaces
• The Dual Theory of Choice under Risk
• The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
• The measure representation: A correction
• Two-Stage Lotteries without the Reduction Axiom
• Under stochastic dominance Choquet-expected utility and anticipated utility are identical
• Updating Choquet beliefs
• Updating ambiguous beliefs

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