Search Results - subject:"Imprecise probabilistic information"

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

Giraud, Raphaël - In: Theoretical Economics 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/10011599528

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

Giraud, Raphaël - In: Theoretical Economics 9 (2014) 3

Persistent link: https://www.econbiz.de/10011019202

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

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

Second Order Beliefs Models of Choice under Imprecise Risk

Giraud, Raphaël - HAL - 2013

This paper discusses models of choice under imprecise objective proba- bilistic 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 systemati-...

Persistent link: https://www.econbiz.de/10009021746

Dynamically consistent preferences under imprecise probabilistic information

Riedel, Frank; Tallon, Jean-Marc; Vergopoulos, Vassilios - In: Journal of mathematical economics 79 (2018), pp. 117-124

Persistent link: https://www.econbiz.de/10012105628

Second order beliefs models of choice under imprecise risk : nonadditive second order beliefs versus nonlinear second order utility

Giraud, Raphaël - In: Theoretical economics : TE ; journal of the Econometric … 9 (2014) 3, pp. 779-816

Persistent link: https://www.econbiz.de/10011717451

Objective Imprecise Probabilistic Information, Second Order Beliefs and Ambiguity Aversion: an Axiomatization

Giraud, Raphaël - HAL - 2006

We axiomatize a model of decision under objective ambiguity or imprecise risk. The decision maker forms a subjective (non necessarily additive) belief aboutthe likelihood of probability distributions and computes the average expected utility of a given act with respect to this second order...

Persistent link: https://www.econbiz.de/10008795437