메뉴 건너뛰기




Volumn 17, Issue 3-4, 2010, Pages 101-113

Comonotonic proper scoring rules to measure ambiguity and subjective beliefs

Author keywords

Ambiguity; Nonexpected utility; Proper scoring rules; Subjective beliefs

Indexed keywords


EID: 84878510799     PISSN: 10579214     EISSN: 10991360     Source Type: Journal    
DOI: 10.1002/mcda.454     Document Type: Article
Times cited : (16)

References (53)
  • 4
    • 0003010182 scopus 로고
    • Verification of forecasts expressed in terms of probability
    • Brier, GW., 1950. Verification of forecasts expressed in terms of probability. Monthly Weather Review 78: 1-3.
    • (1950) Monthly Weather Review , vol.78 , pp. 1-3
    • Brier, G.W.1
  • 5
    • 0001452463 scopus 로고
    • On the use of capacities in modeling uncertainty aversion and risk aversion
    • Chateauneuf, A., 1991. On the use of capacities in modeling uncertainty aversion and risk aversion. Journal of Mathematical Economics 20: 343-369.
    • (1991) Journal of Mathematical Economics , vol.20 , pp. 343-369
    • Chateauneuf, A.1
  • 6
    • 38249022049 scopus 로고
    • Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
    • Chateauneuf, A., Jaffray, J-Y., 1989. Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion. Mathematical Social Sciences 17: 263-283.
    • (1989) Mathematical Social Sciences , vol.17 , pp. 263-283
    • Chateauneuf, A.1    Jaffray, J.-Y.2
  • 7
    • 85040434173 scopus 로고
    • Fundamenta Mathematicae 17, 298-329. Translated into English as ‘On the subjective meaning of probability.' In Probabilità e Induzione, Monari P, Cocchi D (1993, eds), Clueb, Bologna
    • de Finetti, B., 1931. Sul Significato Soggettivo della Probabilità. Fundamenta Mathematicae 17, 298-329. Translated into English as ‘On the subjective meaning of probability.' In Probabilità e Induzione, Monari P, Cocchi D (1993, eds), Clueb, Bologna; 291-321.
    • (1931) Sul Significato Soggettivo della Probabilità , pp. 291-321
    • de Finetti, B.1
  • 8
    • 0042962186 scopus 로고
    • La Prévision: Ses Lois Logiques, ses Sources Subjectives
    • Kyburg HE, Smokler HE, 1964, eds, Wiley, New York
    • de Finetti, B., 1937. La Prévision: Ses Lois Logiques, ses Sources Subjectives. Annales de l’Institut Henri Poincaré 7, 1-68. Translated into English by Henry E. Kyburg, ‘Foresight: its logical laws, its subjective sources.' In Studies in Subjective Probability, Kyburg HE, Smokler HE (1964, eds). Wiley: New York; 53-118; 2nd edition 1980, Krieger: New York.
    • (1937) Studies in Subjective Probability
    • de Finetti, B.1
  • 10
    • 0010391830 scopus 로고
    • Does it make sense to speak of ‘good probability appraisers’?
    • Isidore J. Good, Wiley, New York
    • de Finetti, B., 1962. Does it make sense to speak of ‘good probability appraisers’? In The Scientist Speculates: An Anthology of Partly-Baked Ideas, Isidore J. Good (ed.) William Heinemann Ltd., London. Reprinted as Ch. 3 in Bruno de Finetti (1972), ‘Probability, Induction and Statistics. ' Wiley: New York.
    • (1962) The Scientist Speculates: An Anthology of Partly-Baked Ideas
    • de Finetti, B.1
  • 11
    • 0000516376 scopus 로고
    • Upper and lower probabilities induced by a multivalued mapping
    • Dempster, AP., 1967. Upper and lower probabilities induced by a multivalued mapping. Annals of Mathematical Statistics 38: 325-339.
    • (1967) Annals of Mathematical Statistics , vol.38 , pp. 325-339
    • Dempster, A.P.1
  • 13
    • 37149055072 scopus 로고    scopus 로고
    • Conjunctive and disjunctive combination of belief functions induced by non distinct bodies of evidence
    • Denoeux, T., 2008. Conjunctive and disjunctive combination of belief functions induced by non distinct bodies of evidence. Artificial Intelligence 172: 234-264.
    • (2008) Artificial Intelligence , vol.172 , pp. 234-264
    • Denoeux, T.1
  • 15
    • 4243329450 scopus 로고
    • Ambiguity and uncertainty in probabilistic inference
    • Einhorn, HJ., Hogarth, RM., 1985. Ambiguity and uncertainty in probabilistic inference. Psychological Review 92: 433-461.
    • (1985) Psychological Review , vol.92 , pp. 433-461
    • Einhorn, H.J.1    Hogarth, R.M.2
  • 17
    • 0002560703 scopus 로고
    • Expected utility with purely subjective non-additive probabilities
    • Gilboa, I., 1987. Expected utility with purely subjective non-additive probabilities. Journal of Mathematical Economics 16: 65-88.
    • (1987) Journal of Mathematical Economics , vol.16 , pp. 65-88
    • Gilboa, I.1
  • 22
    • 70149095131 scopus 로고    scopus 로고
    • Piece entitled Wanna Bet?
    • Hanson, R., 2002. Piece entitled ‘Wanna Bet?' Nature 420: 354-355.
    • (2002) Nature , vol.420 , pp. 354-355
    • Hanson, R.1
  • 24
    • 0041304726 scopus 로고
    • Some specification problems and applications to econometric models (Abstract)
    • Hurwicz, L., 1951. Some specification problems and applications to econometric models (Abstract). Econometrica 19: 343-344.
    • (1951) Econometrica , vol.19 , pp. 343-344
    • Hurwicz, L.1
  • 25
    • 0002263372 scopus 로고
    • Optimality and informational efficiency in resource allocation
    • Arrow KJ, Karlin S, Suppes P, Stanford University Press, Stanford, CA
    • Hurwicz, L., 1960. Optimality and informational efficiency in resource allocation. In Mathematical Methods in the Social Sciences, Arrow KJ, Karlin S, Suppes P (eds). Stanford University Press: Stanford, CA; 17-46.
    • (1960) Mathematical Methods in the Social Sciences , pp. 17-46
    • Hurwicz, L.1
  • 26
    • 0002177998 scopus 로고
    • Dynamic decision making with belief functions
    • Ronald R, Yager MF, Kacprzyk J, Wiley, New York
    • Jaffray, J-Y., 1994. Dynamic decision making with belief functions. In Advances in the Dempster-Shafer Theory of Evidence, Ronald R, Yager MF, Kacprzyk J (eds). Wiley: New York; 331-352.
    • (1994) Advances in the Dempster-Shafer Theory of Evidence , pp. 331-352
    • Jaffray, J.-Y.1
  • 27
    • 0000125532 scopus 로고
    • Prospect theory: An analysis of decision under risk
    • Kahneman, D., Tversky, A., 1979. Prospect theory: an analysis of decision under risk. Econometrica 47: 263-291.
    • (1979) Econometrica , vol.47 , pp. 263-291
    • Kahneman, D.1    Tversky, A.2
  • 28
    • 0041952450 scopus 로고
    • University of Minnesota Press, Minneapolis, MN
    • Kyburg Jr HE. 1983. Epistemology and Inference. University of Minnesota Press: Minneapolis, MN.
    • (1983) Epistemology and Inference
    • Kyburg, H.E.1
  • 31
    • 70149124084 scopus 로고    scopus 로고
    • A truth-serum for non-Bayesians: Correcting proper scoring rules for risk attitudes
    • (OSVW)
    • Offerman, T., Sonnemans, J., van de Kuilen, G., Wakker, PP., 2009. A truth-serum for non-Bayesians: correcting proper scoring rules for risk attitudes. Review of Economic Studies 76: 1461-1489 (OSVW).
    • (2009) Review of Economic Studies , vol.76 , pp. 1461-1489
    • Offerman, T.1    Sonnemans, J.2    van de Kuilen, G.3    Wakker, P.P.4
  • 32
    • 0001335648 scopus 로고
    • A general theory of measurement-applications to utility
    • Pfanzagl, J., 1959. A general theory of measurement-applications to utility. Naval Research Logistics Quarterly 6: 283-294.
    • (1959) Naval Research Logistics Quarterly , vol.6 , pp. 283-294
    • Pfanzagl, J.1
  • 34
    • 0001579697 scopus 로고
    • Risk aversion in the small and in the large
    • Pratt, JW., 1964. Risk aversion in the small and in the large. Econometrica 32: 122-136.
    • (1964) Econometrica , vol.32 , pp. 122-136
    • Pratt, J.W.1
  • 36
    • 0001006304 scopus 로고    scopus 로고
    • Risk aversion and expected-utility theory: A calibration theorem
    • Rabin, M., 2000. Risk aversion and expected-utility theory: a calibration theorem. Econometrica 68: 1281-1292.
    • (2000) Econometrica , vol.68 , pp. 1281-1292
    • Rabin, M.1
  • 37
    • 0001776741 scopus 로고
    • Truth and probability
    • Routledge and Kegan Paul, London, 1964, eds, Wiley: New York
    • Ramsey, FP., 1931. Truth and probability. In The Foundations of Mathematics and Other Logical Essays. Routledge and Kegan Paul: London; 156-198. Reprinted in Studies in Subjective Probability, Kyburg HE, Smokler HE (1964, eds). Wiley: New York; 61-92.
    • (1931) The Foundations of Mathematics and Other Logical Essays
    • Ramsey, F.P.1
  • 39
    • 0003984043 scopus 로고
    • Wiley, New York, second edition 1972
    • Savage, LJ., 1954. The Foundations of Statistics. Wiley: New York (second edition 1972, Dover Publications: New York.)
    • (1954) The Foundations of Statistics
    • Savage, L.J.1
  • 41
    • 0001333688 scopus 로고
    • Subjective probability and expected utility without additivity
    • Schmeidler, D., 1989. Subjective probability and expected utility without additivity. Econometrica 57: 571-587.
    • (1989) Econometrica , vol.57 , pp. 571-587
    • Schmeidler, D.1
  • 44
    • 0000268935 scopus 로고    scopus 로고
    • Developments in non-expected utility theory: The hunt for a descriptive theory of choice under risk
    • Starmer, C., 2000. Developments in non-expected utility theory: the hunt for a descriptive theory of choice under risk. Journal of Economic Literature 38: 332-382.
    • (2000) Journal of Economic Literature , vol.38 , pp. 332-382
    • Starmer, C.1
  • 46
    • 31744450082 scopus 로고
    • Advances in prospect theory: Cumulative representation of uncertainty
    • Tversky, A., Kahneman, D., 1992. Advances in prospect theory: cumulative representation of uncertainty. Journal of Risk and Uncertainty 5: 297-323.
    • (1992) Journal of Risk and Uncertainty , vol.5 , pp. 297-323
    • Tversky, A.1    Kahneman, D.2
  • 47
    • 12044256982 scopus 로고
    • Support theory: A nonextensional representation of subjective probability
    • Tversky, A., Koehler, DJ., 1994. Support theory: a nonextensional representation of subjective probability. Psychological Review 101: 547-567.
    • (1994) Psychological Review , vol.101 , pp. 547-567
    • Tversky, A.1    Koehler, D.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.