We elicit subjective ambiguous beliefs of an agent with ambiguity-sensitive preferences; in particular, as represented by the alpha-maxmin model. An important problem with the model is that it cannot be identified using observations from typical choice problems, as the preference parameter alpha...

We study elicitation of subjective beliefs of an agent facing ambiguity (model uncertainty): the agent has a non-singleton set of (first-order) priors on an event and a second-order distribution on these priors. Such a two-stage decomposition of uncertainty and non-reduction of subjective...