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...

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...