The present work takes place in the framework of a non-expected utility model under risk: the RDEU theory (Rank Dependent Expected Utility, first initiated by Quiggin under the denomination of ...

Journal of Risk and Uncertainty, Vol. 32, No. 2 (March 2006), pp. 131-150 (20 pages) Few theoretically-consistent empirical models addressing the relationship between ambiguity, risk, and preferences ...