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Model Uncertainty in Risk Analysis and Decision Theory: A Preliminary Investigation

Author

Listed:
  • Emanuele Borgonovo
  • Veronica Cappelli
  • Fabio Maccheroni
  • Massimo Marinacci

Abstract

The purpose of this note is to discuss the relation between model uncertainty in risk analysis and decision theory.

Suggested Citation

  • Emanuele Borgonovo & Veronica Cappelli & Fabio Maccheroni & Massimo Marinacci, 2016. "Model Uncertainty in Risk Analysis and Decision Theory: A Preliminary Investigation," Working Papers 592, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Handle: RePEc:igi:igierp:592
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    File URL: ftp://ftp.igier.unibocconi.it/wp/2016/592.pdf
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    References listed on IDEAS

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    1. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2005. "A Smooth Model of Decision Making under Ambiguity," Econometrica, Econometric Society, vol. 73(6), pages 1849-1892, November.
    2. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2013. "Ambiguity and robust statistics," Journal of Economic Theory, Elsevier, vol. 148(3), pages 974-1049.
      • Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    3. Jean-Yves Jaffray & Meglena Jeleva, 2004. "How to deal with partially analyzed acts? A proposal," Cahiers de la Maison des Sciences Economiques v04098, Université Panthéon-Sorbonne (Paris 1).
    4. Jean-Yves Jaffray & Meglena Jeleva, 2011. "How to deal with partially analyzable acts?," Theory and Decision, Springer, vol. 71(1), pages 129-149, July.
    5. Karni, Edi & Vierø, Marie-Louise, 2017. "Awareness of unawareness: A theory of decision making in the face of ignorance," Journal of Economic Theory, Elsevier, vol. 168(C), pages 301-328.
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    1. repec:eee:ejores:v:264:y:2018:i:1:p:280-293 is not listed on IDEAS

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