MISC

基本情報

氏名 堀江 真由美
氏名(カナ) ホリエ マユミ
氏名(英語) Mayumi Horie
所属 広島経済大学 経済学部 経済
職名 教授
researchmap研究者コード B000345677
researchmap機関 広島経済大学

題名

Bayesian Updating for Complementarily Additive Beliefs under Ambiguity

単著・共著の別

単著

著者

Mayumi Horie

担当区分

概要

This paper proposes a formal characterization of extended Bayesian updating for complementarily additive subjective beliefs under ambiguity, which are compatible with a wide range of choice behavior toward ambiguity. The main result shows that, based on the biseparability of Ghirardato and Marinacci (2001), extended Bayesian updating characterizes the update rule which is a step-by-step composite updating for priors, where one of Dempster-Shafer rule, Bayes' update rule and Fagin-Halpern rule is applied to each step. As applications, more specific preference relations are examined, such as the maxmin expected utility, the rank-dependent expected utility, and the concave expected utility preferences by Lehrer (2009).

発表雑誌等の名称

KIER Discussion Paper Series

出版者

Institute of Economic Research, Kyoto University

No.935

開始ページ

終了ページ

発行又は発表の年月

2016/02