篇名 | CHARACTERIZATION OF AN INDIVIDUALS AMBIGUITY AVERSION ATTITUDE WITH SUBJECTIVELY WEIGHTED LINEAR UTILITY MODEL |
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卷期 | 13:1 |
並列篇名 | 主觀加權線性效用模式個人模糊嫌恶態度之衡量 |
作者 | 李嘉聖 |
頁次 | 015-024 |
關鍵字 | Ambiguity 、 Subjective probability 、 Ellsberg paradox 、 Ambiguity aversion function 、 模糊 、 主觀機率 、 Ellsberg矛盾現象 、 模糊嫌恶函數 |
出刊日期 | 199202 |
對於不碓定之決策環境,事件發生之機率往往具有清哳或模糊與否之差異,一般決策者往往较 不喜歡亊件具有模构之機率,吾人稱此種現象為「對模糊之嫌恶」。當機率具有棋构現象時,傅統 之期望效用理論往往不能預判或說明一個決策着之真正「意願」;主觀加權線性效用模式可妥善解 決此一問題。本文以主觀加權線性效用模式衡量決策者對模糊嫌恶之態度,並提出估計個人模糊嫌 恶®數之程序。
People often prefer lotteries involving precise rather than vague or ambiguous probabilities. We call this situation as ambiguity aversion, which cannot be predicted or explained by conventional expected utility models. The subjectively weighted linear utility (SWLU) model for decision making under uncertainty can accommodate non-neutral attitudes toward ambiguity. In this paper, we characterize ambiguity aversion in terms of the SWLU model parameters. In addition, we present a procedure for assessing an individuaFs ambiguity aversion.