A Definition of Uncertainty Aversion
在Savage框架下提出不确定性或模糊性厌恶的定义，该定义具有直观经验内容，适用于多重先验和Choquet期望效用模型，并通过事件可微性证明其可操作性。
A definition of uncertainty or ambiguity aversion is proposed. It is argued that the definition is well-suited to modelling within the Savage (as opposed to Anscombe and Aumann) domain of acts. The defined property of uncertainty aversion has intuitive empirical content, behaves well in specific models of preference (multiple-priors and Choquet expected utility) and is tractable. Tractability is established through use of a novel notion of differentiability for utility functions, called eventwise differentiability.