Comonotonic proper scoring rules to meas
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Amit Kothiyal; Vitalie Spinu; Peter P. Wakker
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Article
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2010
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John Wiley and Sons
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English
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## Abstract Proper scoring rules serve to measure subjective degrees of belief. Traditional proper scoring rules are based on the assumption of expected value maximization. There are, however, many deviations from expected value, primarily due to risk aversion. Correcting techniques have been propo