Hossain, Tanjim; Okui, Ryo - In: Review of Economic Studies 80 (2013) 3, pp. 984-1001
We introduce a simple method for constructing a scoring rule to elicit an agent's belief about a random variable that is incentive compatible irrespective of her risk-preference. The agent receives a fixed prize when her prediction error, defined by a loss function specified in the incentive...