Source and rank-dependent utility
在Anscombe-Aumann两阶段框架下，为秩依赖偏好提供理论基础，允许风险与模糊性作为不同不确定性来源，不强制风险下的期望效用，通过替代率一致性得到嵌套多种风险与模糊性理论的模型。
Abstract Foundations are provided for rank-dependent preferences within the popular two-stage framework of Anscombe–Aumann, in which risk and ambiguity feature as distinct sources of uncertainty. We advance the study of attitudes towards ambiguity without imposing expected utility for risk. As a result, in our general model, ambiguity attitude can be captured by non-additive subjective probabilities as under Choquet expected utility or by a specific utility for ambiguity as in recursive expected utility or, if required, by both. The key property for preferences builds on (discrete) rates of substitution which are standardly applied in economics. By demanding consistency for these rates of substitution across events and within or across sources of uncertainty, we obtain a model that nests popular theories for risk and ambiguity. This way, new possibilities for theoretical and empirical analyses of these theories emerge.