Coleção de Artigos Acadêmicos

URI permanente para esta coleçãohttps://repositorio.insper.edu.br/handle/11224/3227

Navegar

Resultados da Pesquisa

Agora exibindo 1 - 1 de 1
  • Imagem de Miniatura
    Artigo Científico
    On the confidence preferences model
    (2012) Chateauneuf, Alain; JOSÉ HELENO FARO
    In this paper we study the model of decision under uncertainty consistent with confidence preferences. In that model, a decision maker held beliefs represented by a fuzzy set of priors and tastes captured by a standard affine utility index on consequences. First, we find some interesting properties concerning the well-known maxmin expected utility model, taking into account the point of view of the confidence preferences model. Further, we provide new examples of preferences that capture ambiguity-averse attitudes weaker than ambiguity attitudes featured by maxmin expected utility theory. Finally, we discuss the axiomatic foundations for the confidence preferences model with optimistic behavior.