Experimental elicitation of ambiguity attitude using the random incentive system
研究发现，在模糊厌恶决策者面前，标准随机激励系统在诱导确定等价和概率等价时可能不激励相容；通过将随机化提前到决策前和状态实现前，可恢复激励相容性。
Abstract We demonstrate how the standard usage of the random incentive system in ambiguity experiments eliciting certainty and probability equivalents might not be incentive compatible if the decision-maker is ambiguity averse. We propose a slight modification of the procedure in which the randomization takes place before decisions are made and the state is realized, and prove that if subjects evaluate the experimental environment in that way (first-risk, second-uncertainty), incentive compatibility may be restored.