测量信念和风险态度

Sven Neth
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引用次数: 1

摘要

拉姆齐(1926)提出了一个建议,假设代理人是预期效用最大化者,通过可观察到的偏好来衡量代理人的主观概率。我展示了如何将拉姆齐方法的精神扩展到更广泛的代理人类别:风险加权预期效用最大化者(Buchak 2013)。特别是,我展示了我们如何通过可观察到的偏好来衡量代理人的风险态度,假设代理人是风险加权期望效用最大化者。此外,我们可以利用这种方法来度量风险加权期望效用最大化者的主观概率。
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Measuring Belief and Risk Attitude
Ramsey (1926) sketches a proposal for measuring the subjective probabilities of an agent by their observable preferences, assuming that the agent is an expected utility maximizer. I show how to extend the spirit of Ramsey's method to a strictly wider class of agents: risk-weighted expected utility maximizers (Buchak 2013). In particular, I show how we can measure the risk attitudes of an agent by their observable preferences, assuming that the agent is a risk-weighted expected utility maximizer. Further, we can leverage this method to measure the subjective probabilities of a risk-weighted expected utility maximizer.
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