ZOOMING IN ON AMBIGUITY ATTITUDES
通过一个类似埃尔斯伯格实验的罕见事件实验，测量了被试的模糊态度，发现三分之一接近模糊中性，其余人则高估罕见事件，可能导致金钱泵困境。
Abstract Empirical studies of ambiguity attitudes to date have focused on events of moderate likelihood. Extrapolation to rare events requires caution. In an Ellsberg‐like experiment with very unlikely events, we measured ambiguity attitudes with neither assumptions on subjects' beliefs nor restrictions to specific ambiguity models. Very unlikely events were overweighted, being weighted more strongly in isolation than when part of larger events. Using latent profile analysis, we classified the subjects in terms of deviations from ambiguity neutrality. One third behaved close to ambiguity neutrality. The others exhibited overweighting of rare events. Such behavior can lead to money‐pump situations.