Proper scoring rules for general decision models

B-Tier
Journal: Games and Economic Behavior
Year: 2008
Volume: 63
Issue: 1
Pages: 32-40

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

If a decision maker whose behavior conforms to the max-min expected utility model is faced with a scoring rule for a subjective expected utility decision maker, she will always announce a probability belonging to her set of priors; moreover, for any prior in the set, there is a scoring rule inducing the agent to announce that prior. We also show that on the domain of Choquet expected utility preferences with risk neutral lottery evaluation and totally monotone capacities, proper scoring rules do not exist. This implies the non-existence of proper scoring rules for any larger class of preferences (CEU with convex capacities, multiple priors).

Technical Details

RePEc Handle
repec:eee:gamebe:v:63:y:2008:i:1:p:32-40
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25