Robust Bayesian choice

DOI10.1016/j.mathsocsci.2023.10.002OpenAlexW4388090424MaRDI QIDQ6125931

Lorenzo Stanca

Publication date: 9 April 2024

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2023.10.002

zbMATH Keywords

uncertaintyrobustnessriskambiguityrobust statisticsprior selection

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

Cites Work

• Envelope theorems in Banach lattices and asset pricing
• Simple axioms for countably additive subjective probability
• Maxmin expected utility with non-unique prior
• Stable decision problems
• Stability of Bayesian decisions. (With discussion)
• An introduction to \(\Gamma\)-convergence
• Expected utility and catastrophic risk in a stochastic economy-climate model
• Heavy-tailed distributions and robustness in economics and finance
• Risk, Ambiguity, and the Savage Axioms
• Axiomatic Foundations of Multiplier Preferences
• Subjective Probability and Expected Utility without Additivity
• The Influence Curve and Its Role in Robust Estimation
• Robust Estimation of a Location Parameter
• Sensitivity of Decisions to Probability Estimation Errors: A Reexamination
• Sensitivity of Bayes Procedures to the Prior Distribution
• Atomic and Nonatomic Measures
• A General Qualitative Definition of Robustness
• Robust Bayesian analysis
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