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Ambiguïté et aversion à l'incertitude

Author

Listed:
  • Christian Robert

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

  • Pierre-Emmanuel Thérond

    (Galea & Associés, SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

Abstract

La théorie de la décision est un ensemble de théories de mathématiques appliquées normatives ayant pour but d'expliquer la façon dont des décisions devraient être prises. I l existe des théories pour justifier les choix dans des situations de risque et/ou d'incerti-tude. On parlera de situations risquées ou de risques lorsque l'agent qui prend la décision connaît les distributions de probabilité sur les différents états du monde possibles. Si les distributions sont inconnues, on parlera de situation d'incertitude. La théorie de l'utilité espérée Les travaux de Von Neumann & Morgenstern (1944), axiomatisant la théorie de l'utilité espé-rée, ont constitué, au cours de la deuxième moitié du XX e siècle, la théorie dominante pour analyser et modéliser le comportement des agents dans des situations risquées.

Suggested Citation

  • Christian Robert & Pierre-Emmanuel Thérond, 2013. "Ambiguïté et aversion à l'incertitude," Post-Print hal-01231852, HAL.
    • Handle: RePEc:hal:journl:hal-01231852
    Note: View the original document on HAL open archive server: https://hal.science/hal-01231852
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