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Screening agents in belief eliciting mechanisms

Chawan, Vinaysingh - In: Theoretical economics letters 6 (2016) 4, pp. 783-788

Persistent link: https://www.econbiz.de/10011582493

Allais, Ellsberg, and preferences for hedging

Dean, Mark; Ortoleva, Pietro - In: Theoretical economics : TE ; journal of the Econometric … 12 (2017) 1, pp. 377-424

Persistent link: https://www.econbiz.de/10011646036

Second order beliefs models of choice under imprecise risk : non-additive second order beliefs vs. nonlinear second order utility

Giraud, Raphaël - In: Theoretical economics : TE ; an open access journal in … 9 (2014) 3, pp. 779-816

This paper discusses models of choice under imprecise objective probabilistic information featuring beliefs about beliefs -- second order beliefs. A new model, called Second Order Dual Expected Utility (SODEU) featuring non-additive second order beliefs is introduced, axiomatized and...

Persistent link: https://www.econbiz.de/10011674093

Discretization precision and assessment error

Hammond, Robert K.; Bickel, J. Eric - In: Decision analysis : a journal of the Institute for … 14 (2017) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10011685991

Johnson quantile-parameterized distributions

Hadlock, Christopher C.; Bickel, J. Eric - In: Decision analysis : a journal of the Institute for … 14 (2017) 1, pp. 35-64

Persistent link: https://www.econbiz.de/10011685993

Belief revision generalized : a joint characterization of Bayes' and Jeffrey's rules

Dietrich, Franz; List, Christian; Bradley, Richard - In: Journal of economic theory 162 (2016), pp. 352-371

Persistent link: https://www.econbiz.de/10011593121

Quantum decision theory and the Ellsberg paradox

Al-Nowaihi, Ali; Dhami, Sanjit S.; Wei, Mengxing - 2018

We formulate a simple quantum decision model of the Ellsberg paradox. We report the results of an experiment we … source dependent model requires the specification of probability weighting functions in order to fit the evidence. On the … other hand, our quantum model makes no recourse to probability weighting functions. This suggests that much of what is …

Persistent link: https://www.econbiz.de/10011877824

Scoring rules for subjective probability distributions

Harrison, Glenn W.; Martínez-Correa, Jimmy; Swarthout, … - In: Journal of economic behavior & organization : JEBO 134 (2017), pp. 430-448

Persistent link: https://www.econbiz.de/10011740798

Allais, Ellsberg, and preferences for hedging

Dean, Mark; Ortoleva, Pietro - In: Theoretical economics : TE ; an open access journal in … 12 (2017) 1, pp. 377-424

Two of the most well known regularities observed in preferences under risk and uncertainty are ambiguity aversion and the Allais paradox. We study the behav- ior of an agent who can display both tendencies simultaneously. We introduce a novel notion of preference for hedging that applies to both...

Persistent link: https://www.econbiz.de/10011704845

Uncertain computation-based decision theory

Aliev, Rafik A. - 2018

Persistent link: https://www.econbiz.de/10011956381