Warning: mysqli_query(): (HY000/1712): Index szlgt_options is corrupted in /var/www/html/jp/wiki2/wp-includes/wp-db.php on line 1924
[{"@context":"http:\/\/schema.org\/","@type":"BlogPosting","@id":"https:\/\/wiki.edu.vn\/jp\/wiki2\/archives\/5780#BlogPosting","mainEntityOfPage":"https:\/\/wiki.edu.vn\/jp\/wiki2\/archives\/5780","headline":"\u66d6\u6627\u3055\u56de\u907f (\u7d4c\u6e08\u5b66) – Wikipedia","name":"\u66d6\u6627\u3055\u56de\u907f (\u7d4c\u6e08\u5b66) – Wikipedia","description":"\u7d4c\u6e08\u5b66\u3001\u307e\u305f\u306f\u610f\u601d\u6c7a\u5b9a\u7406\u8ad6\u306b\u304a\u3051\u308b\u66d6\u6627\u3055\u56de\u907f\uff08\u3042\u3044\u307e\u3044\u3055\u304b\u3044\u3072\u3001\u82f1: ambiguity aversion\uff09\u3068\u306f\u3001\u78ba\u7387\u304c\u672a\u77e5\u3067\u3042\u308b\u3088\u3046\u306a\u4e8b\u8c61\u3092\u56de\u907f\u3057\u3088\u3046\u3068\u3059\u308b\u9078\u597d\u3002\u66d6\u6627\u6027\u5fcc\u907f\uff08\u3042\u3044\u307e\u3044\u305b\u3044\u304d\u3072\uff09\u3001\u4e0d\u78ba\u5b9f\u6027\u56de\u907f\uff08\u3075\u304b\u304f\u3058\u3064\u305b\u3044\u304b\u3044\u3072\u3001\u82f1: uncertainty aversion\uff09\u306a\u3069\u3068\u3082\u3044\u3046\u3002\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u306f\u5f8c\u8ff0\u306e\u3088\u3046\u306b\u671f\u5f85\u52b9\u7528\u95a2\u6570\u3068\u3057\u3066\u306e\u8868\u73fe\u3092\u6301\u305f\u306a\u3044\u3053\u3068\u304c\u77e5\u3089\u308c\u3066\u3044\u308b\u3002\u53e4\u304f\u306f\u30d5\u30e9\u30f3\u30af\u30fb\u30ca\u30a4\u30c8[1]\u3084\u30b8\u30e7\u30f3\u30fb\u30e1\u30a4\u30ca\u30fc\u30c9\u30fb\u30b1\u30a4\u30f3\u30ba[2]\u306a\u3069\u3082\u540c\u7a2e\u306e\u6982\u5ff5\u3092\u8003\u5bdf\u3057\u3066\u3044\u308b\u304c\u30011961\u5e74\u306b\u30c0\u30cb\u30a8\u30eb\u30fb\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306b\u3088\u308a\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u306e\u5177\u4f53\u4f8b\u304c\u793a\u3055\u308c\u305f[3]\u3002\u7279\u306b1980\u5e74\u4ee3\u4ee5\u964d\u3001\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u306e\u6570\u7406\u30e2\u30c7\u30eb\u5316\u304c\u9032\u3093\u3067\u3044\u308b\u3002 Table of Contents \u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306e\u30d1\u30e9\u30c9\u30c3\u30af\u30b9[\u7de8\u96c6]\u66d6\u6627\u3055\u56de\u907f\u7684\u306a\u52b9\u7528\u95a2\u6570[\u7de8\u96c6]\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570[\u7de8\u96c6]\u975e\u52a0\u6cd5\u7684\u6e2c\u5ea6\u3092\u7528\u3044\u305f\u52b9\u7528\u95a2\u6570[\u7de8\u96c6]Smooth ambiguity model[\u7de8\u96c6]\u66d6\u6627\u3055\u56de\u907f\u306e\u5b9f\u8a3c\u7814\u7a76[\u7de8\u96c6]\u30ed\u30d0\u30b9\u30c8\u5236\u5fa1\u7406\u8ad6\u3068\u66d6\u6627\u3055\u56de\u907f[\u7de8\u96c6]\u30ea\u30b9\u30af\u5c3a\u5ea6\u3068\u66d6\u6627\u3055\u56de\u907f[\u7de8\u96c6]\u53c2\u8003\u6587\u732e[\u7de8\u96c6]\u95a2\u9023\u9805\u76ee[\u7de8\u96c6] \u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306e\u30d1\u30e9\u30c9\u30c3\u30af\u30b9[\u7de8\u96c6] \u30c0\u30cb\u30a8\u30eb\u30fb\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u304c1961\u5e74\u306b\u767a\u8868\u3057\u305f\u8ad6\u6587\u3067\u63d0\u793a\u3057\u305f\u3044\u304f\u3064\u304b\u306e\u6570\u5024\u4f8b\u306f\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u306e\u5177\u4f53\u4f8b\u306e\u4e00\u3064\u3067\u3042\u308b[3]\u3002\u7279\u306b\u3053\u308c\u3089\u306e\u6570\u5024\u4f8b\u3092\u6307\u3057\u3066\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306e\u30d1\u30e9\u30c9\u30c3\u30af\u30b9\uff08\u82f1: The Ellsberg paradox\uff09\u3068\u547c\u3076\u3002 \u3053\u3053\u3067\u306f\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306e\u8ad6\u6587\u306b\u8a18\u8f09\u3055\u308c\u3066\u3044\u308b3\u8272\u306e\u7389\u306b\u3064\u3044\u3066\u306e\u6570\u5024\u4f8b\u306b\u3064\u3044\u3066\u8a18\u8ff0\u3059\u308b\u3002 \u3042\u308b\u58fa\u304c\u3042\u308a\u3001\u305d\u306e\u58fa\u306e\u4e2d\u306b\u306f\u8d64\u7389\u3001\u9ed2\u7389\u3001\u9ec4\u7389\u304c\u5408\u8a0890\u500b\u5165\u3063\u3066\u3044\u308b\u3002\u3053\u306e\u3046\u3061\u8d64\u7389\u306e\u500b\u6570\u306f30\u500b\u3068\u5206\u304b\u3063\u3066\u3044\u308b\u306e\u306b\u5bfe\u3057\u3066\u3001\u8d64\u7389\u4ee5\u5916\u306e60\u500b\u306b\u3064\u3044\u3066\u306f\u3001\u9ed2\u7389\u3068\u9ec4\u7389\u306e\u5185\u8a33\u306f\u5206\u304b\u3089\u306a\u3044\u3068\u3059\u308b\u3002\u3053\u3053\u3067\u6b21\u306e4\u3064\u306e\u30ae\u30e3\u30f3\u30d6\u30eb\u3092\u8003\u3048\u308b\u3002 I. \u58fa\u304b\u3089\u7389\u3092\u4e00\u3064\u30e9\u30f3\u30c0\u30e0\u306b\u53d6\u308a\u51fa\u3057\u3001\u8d64\u7389\u306a\u3089\u3070100\u30c9\u30eb\u304c\u5f97\u3089\u308c\u3001\u305d\u308c\u4ee5\u5916\u306e\u7389\u306a\u3089\u3070\u4f55\u3082\u3082\u3089\u3048\u306a\u3044\u3002","datePublished":"2021-07-25","dateModified":"2021-07-25","author":{"@type":"Person","@id":"https:\/\/wiki.edu.vn\/jp\/wiki2\/archives\/author\/lordneo#Person","name":"lordneo","url":"https:\/\/wiki.edu.vn\/jp\/wiki2\/archives\/author\/lordneo","image":{"@type":"ImageObject","@id":"https:\/\/secure.gravatar.com\/avatar\/c9645c498c9701c88b89b8537773dd7c?s=96&d=mm&r=g","url":"https:\/\/secure.gravatar.com\/avatar\/c9645c498c9701c88b89b8537773dd7c?s=96&d=mm&r=g","height":96,"width":96}},"publisher":{"@type":"Organization","name":"Enzyklop\u00e4die","logo":{"@type":"ImageObject","@id":"https:\/\/wiki.edu.vn\/wiki4\/wp-content\/uploads\/2023\/11\/book.png","url":"https:\/\/wiki.edu.vn\/wiki4\/wp-content\/uploads\/2023\/11\/book.png","width":600,"height":60}},"image":{"@type":"ImageObject","@id":"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/4f1451c3f4169fe360f428fc33c82d778a8f1f31","url":"https:\/\/wikimedia.org\/api\/rest_v1\/media\/math\/render\/svg\/4f1451c3f4169fe360f428fc33c82d778a8f1f31","height":"","width":""},"url":"https:\/\/wiki.edu.vn\/jp\/wiki2\/archives\/5780","about":["Wiki"],"wordCount":10046,"articleBody":"\u7d4c\u6e08\u5b66\u3001\u307e\u305f\u306f\u610f\u601d\u6c7a\u5b9a\u7406\u8ad6\u306b\u304a\u3051\u308b\u66d6\u6627\u3055\u56de\u907f\uff08\u3042\u3044\u307e\u3044\u3055\u304b\u3044\u3072\u3001\u82f1: ambiguity aversion\uff09\u3068\u306f\u3001\u78ba\u7387\u304c\u672a\u77e5\u3067\u3042\u308b\u3088\u3046\u306a\u4e8b\u8c61\u3092\u56de\u907f\u3057\u3088\u3046\u3068\u3059\u308b\u9078\u597d\u3002\u66d6\u6627\u6027\u5fcc\u907f\uff08\u3042\u3044\u307e\u3044\u305b\u3044\u304d\u3072\uff09\u3001\u4e0d\u78ba\u5b9f\u6027\u56de\u907f\uff08\u3075\u304b\u304f\u3058\u3064\u305b\u3044\u304b\u3044\u3072\u3001\u82f1: uncertainty aversion\uff09\u306a\u3069\u3068\u3082\u3044\u3046\u3002\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u306f\u5f8c\u8ff0\u306e\u3088\u3046\u306b\u671f\u5f85\u52b9\u7528\u95a2\u6570\u3068\u3057\u3066\u306e\u8868\u73fe\u3092\u6301\u305f\u306a\u3044\u3053\u3068\u304c\u77e5\u3089\u308c\u3066\u3044\u308b\u3002\u53e4\u304f\u306f\u30d5\u30e9\u30f3\u30af\u30fb\u30ca\u30a4\u30c8[1]\u3084\u30b8\u30e7\u30f3\u30fb\u30e1\u30a4\u30ca\u30fc\u30c9\u30fb\u30b1\u30a4\u30f3\u30ba[2]\u306a\u3069\u3082\u540c\u7a2e\u306e\u6982\u5ff5\u3092\u8003\u5bdf\u3057\u3066\u3044\u308b\u304c\u30011961\u5e74\u306b\u30c0\u30cb\u30a8\u30eb\u30fb\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306b\u3088\u308a\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u306e\u5177\u4f53\u4f8b\u304c\u793a\u3055\u308c\u305f[3]\u3002\u7279\u306b1980\u5e74\u4ee3\u4ee5\u964d\u3001\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u306e\u6570\u7406\u30e2\u30c7\u30eb\u5316\u304c\u9032\u3093\u3067\u3044\u308b\u3002 Table of Contents\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306e\u30d1\u30e9\u30c9\u30c3\u30af\u30b9[\u7de8\u96c6]\u66d6\u6627\u3055\u56de\u907f\u7684\u306a\u52b9\u7528\u95a2\u6570[\u7de8\u96c6]\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570[\u7de8\u96c6]\u975e\u52a0\u6cd5\u7684\u6e2c\u5ea6\u3092\u7528\u3044\u305f\u52b9\u7528\u95a2\u6570[\u7de8\u96c6]Smooth ambiguity model[\u7de8\u96c6]\u66d6\u6627\u3055\u56de\u907f\u306e\u5b9f\u8a3c\u7814\u7a76[\u7de8\u96c6]\u30ed\u30d0\u30b9\u30c8\u5236\u5fa1\u7406\u8ad6\u3068\u66d6\u6627\u3055\u56de\u907f[\u7de8\u96c6]\u30ea\u30b9\u30af\u5c3a\u5ea6\u3068\u66d6\u6627\u3055\u56de\u907f[\u7de8\u96c6]\u53c2\u8003\u6587\u732e[\u7de8\u96c6]\u95a2\u9023\u9805\u76ee[\u7de8\u96c6]\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306e\u30d1\u30e9\u30c9\u30c3\u30af\u30b9[\u7de8\u96c6]\u30c0\u30cb\u30a8\u30eb\u30fb\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u304c1961\u5e74\u306b\u767a\u8868\u3057\u305f\u8ad6\u6587\u3067\u63d0\u793a\u3057\u305f\u3044\u304f\u3064\u304b\u306e\u6570\u5024\u4f8b\u306f\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u306e\u5177\u4f53\u4f8b\u306e\u4e00\u3064\u3067\u3042\u308b[3]\u3002\u7279\u306b\u3053\u308c\u3089\u306e\u6570\u5024\u4f8b\u3092\u6307\u3057\u3066\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306e\u30d1\u30e9\u30c9\u30c3\u30af\u30b9\uff08\u82f1: The Ellsberg paradox\uff09\u3068\u547c\u3076\u3002\u3053\u3053\u3067\u306f\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306e\u8ad6\u6587\u306b\u8a18\u8f09\u3055\u308c\u3066\u3044\u308b3\u8272\u306e\u7389\u306b\u3064\u3044\u3066\u306e\u6570\u5024\u4f8b\u306b\u3064\u3044\u3066\u8a18\u8ff0\u3059\u308b\u3002\u3042\u308b\u58fa\u304c\u3042\u308a\u3001\u305d\u306e\u58fa\u306e\u4e2d\u306b\u306f\u8d64\u7389\u3001\u9ed2\u7389\u3001\u9ec4\u7389\u304c\u5408\u8a0890\u500b\u5165\u3063\u3066\u3044\u308b\u3002\u3053\u306e\u3046\u3061\u8d64\u7389\u306e\u500b\u6570\u306f30\u500b\u3068\u5206\u304b\u3063\u3066\u3044\u308b\u306e\u306b\u5bfe\u3057\u3066\u3001\u8d64\u7389\u4ee5\u5916\u306e60\u500b\u306b\u3064\u3044\u3066\u306f\u3001\u9ed2\u7389\u3068\u9ec4\u7389\u306e\u5185\u8a33\u306f\u5206\u304b\u3089\u306a\u3044\u3068\u3059\u308b\u3002\u3053\u3053\u3067\u6b21\u306e4\u3064\u306e\u30ae\u30e3\u30f3\u30d6\u30eb\u3092\u8003\u3048\u308b\u3002 I. \u58fa\u304b\u3089\u7389\u3092\u4e00\u3064\u30e9\u30f3\u30c0\u30e0\u306b\u53d6\u308a\u51fa\u3057\u3001\u8d64\u7389\u306a\u3089\u3070100\u30c9\u30eb\u304c\u5f97\u3089\u308c\u3001\u305d\u308c\u4ee5\u5916\u306e\u7389\u306a\u3089\u3070\u4f55\u3082\u3082\u3089\u3048\u306a\u3044\u3002II. \u58fa\u304b\u3089\u7389\u3092\u4e00\u3064\u30e9\u30f3\u30c0\u30e0\u306b\u53d6\u308a\u51fa\u3057\u3001\u9ed2\u7389\u306a\u3089\u3070100\u30c9\u30eb\u304c\u5f97\u3089\u308c\u3001\u305d\u308c\u4ee5\u5916\u306e\u7389\u306a\u3089\u3070\u4f55\u3082\u3082\u3089\u3048\u306a\u3044\u3002III. \u58fa\u304b\u3089\u7389\u3092\u4e00\u3064\u30e9\u30f3\u30c0\u30e0\u306b\u53d6\u308a\u51fa\u3057\u3001\u8d64\u7389\u3001\u3082\u3057\u304f\u306f\u9ec4\u7389\u306a\u3089\u3070100\u30c9\u30eb\u304c\u5f97\u3089\u308c\u3001\u9ed2\u7389\u306a\u3089\u3070\u4f55\u3082\u3082\u3089\u3048\u306a\u3044\u3002IV. \u58fa\u304b\u3089\u7389\u3092\u4e00\u3064\u30e9\u30f3\u30c0\u30e0\u306b\u53d6\u308a\u51fa\u3057\u3001\u9ed2\u7389\u3001\u3082\u3057\u304f\u306f\u9ec4\u7389\u306a\u3089\u3070100\u30c9\u30eb\u304c\u5f97\u3089\u308c\u3001\u8d64\u7389\u306a\u3089\u3070\u4f55\u3082\u3082\u3089\u3048\u306a\u3044\u3002\u3055\u3089\u306b\u6b21\u306e\u3088\u3046\u306a\u8cea\u554f\u3092\u8003\u3048\u308b\u3002Q1. \u30ae\u30e3\u30f3\u30d6\u30ebI\u3068II\u306e\u3069\u3061\u3089\u3092\u3042\u306a\u305f\u306f\u597d\u307e\u3057\u3044\u3068\u601d\u3046\u304b\u3002Q2. \u30ae\u30e3\u30f3\u30d6\u30ebIII\u3068IV\u306e\u3069\u3061\u3089\u3092\u3042\u306a\u305f\u306f\u597d\u307e\u3057\u3044\u3068\u601d\u3046\u304b\u3002\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306f\u5f53\u8a72\u8ad6\u6587\u4e2d\u3067\u3001Q1\u306b\u3064\u3044\u3066\u306fI\u3092II\u3088\u308a\u597d\u3080\u50be\u5411\u304c\u3042\u308a\u3001Q2\u306b\u3064\u3044\u3066\u306fIV\u3092III\u3088\u308a\u597d\u3080\u50be\u5411\u304c\u3042\u308b\u3068\u8ff0\u3079\u305f\u3002\u3060\u304cII\u3088\u308aI\u3092\u597d\u307f\u3001III\u3088\u308aIV\u3092\u597d\u3080\u9078\u597d\u306f\u671f\u5f85\u52b9\u7528\u7406\u8ad6\u306b\u304a\u3044\u3066\u306f\u6b63\u5f53\u5316\u3055\u308c\u306a\u3044\u3002\u7389\u3092\u4e00\u3064\u30e9\u30f3\u30c0\u30e0\u306b\u53d6\u308a\u51fa\u3057\u305f\u3068\u304d\u306b\u3042\u308b\u8272\u306e\u7389\u304c\u51fa\u308b(\u8cea\u554f\u306e\u56de\u7b54\u8005\u304c\u8003\u3048\u308b)\u4e3b\u89b3\u7684\u306a\u78ba\u7387\u3092 Pr(\u7389\u306e\u8272) \u3068\u3057\u3066\u3001\u5404\u30ae\u30e3\u30f3\u30d6\u30eb\u306e\u671f\u5f85\u5024\u3092\u8a08\u7b97\u3059\u308b\u3068I. 100Pr(\u8d64)II. 100Pr(\u9ed2)III. 100Pr(\u8d64\u307e\u305f\u306f\u9ec4)IV. 100Pr(\u9ed2\u307e\u305f\u306f\u9ec4)\u3068\u306a\u308b\u3002\u3088\u3063\u3066\u56de\u7b54\u8005\u304c\u671f\u5f85\u5024\u3067\u610f\u601d\u6c7a\u5b9a\u3092\u884c\u3046\u3068\u8003\u3048\u308b\u3068\u3001II\u3088\u308aI\u3092\u597d\u3080\u306a\u3089\u3070\u3001Pr(\u8d64) > Pr(\u9ed2) \u304c\u6210\u308a\u7acb\u3061\u3001III\u3088\u308aIV\u3092\u597d\u3080\u306a\u3089\u3070\u3001Pr(\u9ed2\u307e\u305f\u306f\u9ec4) > Pr(\u8d64\u307e\u305f\u306f\u9ec4) \u304c\u6210\u308a\u7acb\u3064\u3002\u3057\u304b\u3057\u3001\u3042\u308b\u8272\u306e\u7389\u3092\u5f15\u304f\u3068\u3044\u3046\u3053\u3068\u306f\u305d\u308c\u305e\u308c\u80cc\u53cd\u4e8b\u8c61\u306a\u306e\u3067\u78ba\u7387\u306e\u52a0\u6cd5\u6027\u304b\u3089 Pr(\u9ed2\u307e\u305f\u306f\u9ec4) > Pr(\u8d64\u307e\u305f\u306f\u9ec4) \u3068\u3044\u3046\u95a2\u4fc2\u306fPr(\u9ed2) + Pr(\u9ec4) > Pr(\u8d64) + Pr(\u9ec4)\u3068\u3044\u3046\u95a2\u4fc2\u3068\u540c\u5024\u3067\u3042\u308b\u3002\u3057\u305f\u304c\u3063\u3066III\u3088\u308aIV\u3092\u597d\u3080\u3053\u3068\u306f Pr(\u9ed2) > Pr(\u8d64) \u3068\u3044\u3046\u3053\u3068\u3092\u610f\u5473\u3059\u308b\u3002\u3057\u304b\u3057\u3001\u3053\u308c\u306f\u660e\u3089\u304b\u306bII\u3088\u308aI\u3092\u597d\u3080\u3053\u3068\u306b\u77db\u76fe\u3059\u308b\u3002\u3064\u307e\u308a\u3053\u306e\u8cea\u554f\u306e\u56de\u7b54\u8005\u306f\u671f\u5f85\u5024\u3067\u610f\u601d\u6c7a\u5b9a\u3092\u884c\u3063\u3066\u3044\u306a\u3044\u3068\u3044\u3046\u3053\u3068\u304c\u5206\u304b\u308b\u3002 \u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u304c\u8ad6\u6587\u4e2d\u3067\u8ff0\u3079\u3066\u3044\u308b\u304c\u3001II\u3088\u308aI\u3092\u597d\u307f\u3001III\u3088\u308aIV\u3092\u597d\u3080\u3068\u3044\u3046\u9078\u597d\u306f\u30ec\u30aa\u30ca\u30eb\u30c9\u30fb\u30b5\u30d9\u30fc\u30b8\uff08\u82f1\u8a9e\u7248\uff09\u306b\u3088\u3063\u3066\u5b9a\u5f0f\u5316\u3055\u308c\u305f sure thing principle \u3092\u6e80\u305f\u3055\u306a\u3044[4]\u3002sure thing principle \u306f\u4e3b\u89b3\u7684\u671f\u5f85\u52b9\u7528\u95a2\u6570\u306b\u3088\u308b\u8868\u73fe\u3092\u53ef\u80fd\u306b\u3059\u308b\u70ba\u306b\u5fc5\u8981\u306a\u3001\u9078\u597d\u304c\u6e80\u305f\u3059\u3079\u304d\u516c\u7406\u306e\u4e00\u3064\u3067\u3042\u308b\u306e\u3067\u3001\u4e0a\u8a18\u306e\u3088\u3046\u306a\u9078\u597d\u3092\u8868\u73fe\u3067\u304d\u308b\u671f\u5f85\u52b9\u7528\u95a2\u6570\u306f\u5b58\u5728\u3057\u306a\u3044\u306e\u3067\u3042\u308b\u3002\u3053\u306e\u4f8b\u304c\u3069\u306e\u3088\u3046\u306a\u9078\u597d\u3092\u8868\u3057\u3066\u3044\u308b\u304b\u306e\u4e00\u3064\u306e\u8aac\u660e\u3068\u3057\u3066\u56de\u7b54\u8005\u306f\u78ba\u7387\u304c\u4e8b\u524d\u306b\u306f\u5206\u304b\u3089\u306a\u3044\u3068\u3044\u3046\u66d6\u6627\u3055\u3092\u56de\u907f\u3057\u3088\u3046\u3068\u3057\u3066\u3044\u308b\u3068\u3044\u3046\u8003\u3048\u65b9\u3092\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306f\u884c\u3063\u3066\u3044\u308b\u3002\u8cea\u554fQ1\u3068Q2\u3067\u305d\u308c\u305e\u308c\u597d\u307e\u3057\u3044\u3068\u3055\u308c\u308b\u50be\u5411\u306e\u3042\u308b\u30ae\u30e3\u30f3\u30d6\u30ebI\u3068IV\u306f100\u30c9\u30eb\u3092\u624b\u306b\u5165\u308c\u308b\u3053\u3068\u304c\u51fa\u6765\u308b\u78ba\u7387\u304c\u56de\u7b54\u8005\u306b\u306f\u4e8b\u524d\u306b\u5206\u304b\u3063\u3066\u3044\u308b(I\u306f1\/3\u3001IV\u306f2\/3)\u3002\u4e00\u65b9\u3001\u30ae\u30e3\u30f3\u30d6\u30ebII\u3068III\u306b\u3064\u3044\u3066\u306f100\u30c9\u30eb\u3092\u624b\u306b\u5165\u308c\u308b\u3053\u3068\u304c\u51fa\u6765\u308b\u78ba\u7387\u306f\u56de\u7b54\u8005\u306b\u306f\u4e8b\u524d\u306b\u306f\u5206\u304b\u3089\u306a\u3044\u3002\u3088\u3063\u3066\u56de\u7b54\u8005\u306f\u4e8b\u524d\u306b\u78ba\u7387\u304c\u5206\u304b\u3089\u306a\u3044\u3068\u3044\u3046\u66d6\u6627\u3055\u3092\u56de\u907f\u3057\u3088\u3046\u3068\u3057\u3066\u3044\u308b\u306e\u3067\u3042\u308b\u3068\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306f\u7d50\u8ad6\u3065\u3051\u3066\u3044\u308b\u3002\u66d6\u6627\u3055\u56de\u907f\u7684\u306a\u52b9\u7528\u95a2\u6570[\u7de8\u96c6]\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u3092\u8868\u73fe\u3067\u304d\u308b\u52b9\u7528\u95a2\u6570\u306f\u3044\u304f\u3064\u304b\u63d0\u6848\u3055\u308c\u3066\u3044\u308b\u3002\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570[\u7de8\u96c6]\u30a4\u30c4\u30a1\u30fc\u30af\u30fb\u30ae\u30eb\u30dc\u30a2\u3068\u30c7\u30d3\u30c3\u30c8\u30fb\u30b7\u30e5\u30de\u30a4\u30c9\u30e9\u30fc\uff08\u82f1\u8a9e\u7248\uff09\u306b\u3088\u3063\u3066\u63d0\u6848\u3055\u308c\u305f\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570(\u82f1: maxmin expected utility)\u306f\u6b21\u306e\u3088\u3046\u306b\u8868\u3055\u308c\u308b[5]\u3002J(f)=minm\u2208C\u222bu(f)dm{displaystyle J(f)=min _{min C}int u(f)dm}\u3053\u3053\u3067 f{displaystyle f} \u306f\u610f\u601d\u6c7a\u5b9a\u8005\u306e\u9078\u629e\u80a2\u3092\u8868\u3057\u3001m{displaystyle m} \u306f\u78ba\u7387\u6e2c\u5ea6\u3001C{displaystyle C} \u306f\u78ba\u7387\u6e2c\u5ea6\u304b\u3089\u306a\u308b\u96c6\u5408\u3067\u3042\u308b\u3002\u3088\u3063\u3066\u610f\u601d\u6c7a\u5b9a\u8005\u306e\u52b9\u7528\u6700\u5927\u5316\u554f\u984c\u306fmaxfJ(f)=maxfminm\u2208C\u222bu(f)dm{displaystyle max _{f}J(f)=max _{f}min _{min C}int u(f)dm}\u3068\u8868\u3055\u308c\u308b\u3002\u222bu(f)dm{displaystyle int u(f)dm} \u306f\u78ba\u7387\u6e2c\u5ea6 m{displaystyle m} \u306e\u4e0b\u3067\u306e\u671f\u5f85\u52b9\u7528\u3092\u8868\u3059\u306e\u3067\u3001\u76f4\u611f\u7684\u306b\u306f\u3001\u3053\u306e\u52b9\u7528\u6700\u5927\u5316\u554f\u984c\u306f\u6700\u3082\u60aa\u3044\u5834\u5408\u306e\u78ba\u7387\u3067\u306e\u671f\u5f85\u52b9\u7528\u5024\u3092\u6700\u3082\u826f\u304f\u3059\u308b\u9078\u629e\u80a2\u3092\u9078\u3076\u554f\u984c\u3068\u306a\u3063\u3066\u3044\u308b\u3068\u8a00\u3048\u308b\u3002\u30ae\u30eb\u30dc\u30a2\u3068\u30b7\u30e5\u30de\u30a4\u30c9\u30e9\u30fc\u306f\u3042\u308b\u7a2e\u306e\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u304c\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570\u3068\u3057\u3066\u8868\u73fe\u53ef\u80fd\u3067\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u305f\u3002\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570\u306fLarry Epstein \u3068 Tan Wang \u306e\u7814\u7a76[6]\u3001Epstein \u3068 Martin Schneider \u306e\u7814\u7a76[7]\u3001Zengjing Chen \u3068 Epstein \u306e\u7814\u7a76[8]\u306a\u3069\u306b\u3088\u308a\u52d5\u5b66\u7684\u62e1\u5f35\u304c\u306a\u3055\u308c\u3066\u3044\u308b\u3002\u975e\u52a0\u6cd5\u7684\u6e2c\u5ea6\u3092\u7528\u3044\u305f\u52b9\u7528\u95a2\u6570[\u7de8\u96c6]\u305d\u3082\u305d\u3082\u30a8\u30eb\u30ba\u30d0\u30fc\u30b0\u306e\u30d1\u30e9\u30c9\u30c3\u30af\u30b9\u3067\u77db\u76fe\u3092\u8d77\u3053\u3059\u539f\u56e0\u3068\u306a\u3063\u305f\u306e\u306f\u3001\u6392\u53cd\u4e8b\u8c61\u540c\u58eb\u306e\u548c\u96c6\u5408\u3067\u8868\u3055\u308c\u308b\u4e8b\u8c61\u304c\u8d77\u3053\u308b\u78ba\u7387\u306f\u305d\u308c\u305e\u308c\u306e\u80cc\u53cd\u4e8b\u8c61\u304c\u8d77\u3053\u308b\u78ba\u7387\u306e\u548c\u306b\u7b49\u3057\u3044\u3068\u3044\u3046\u78ba\u7387\u306e\u52a0\u6cd5\u6027\u3067\u3042\u308b\u3002\u3088\u3063\u3066\u3053\u306e\u78ba\u7387\u306e\u52a0\u6cd5\u6027\u3068\u3044\u3046\u6027\u8cea\u3092\u5fc5\u305a\u3057\u3082\u6e80\u305f\u3055\u306a\u3044\u52b9\u7528\u95a2\u6570\u3068\u3057\u3066\u975e\u52a0\u6cd5\u7684\u6e2c\u5ea6\u3092\u7528\u3044\u305f\u52b9\u7528\u95a2\u6570\u304c\u63d0\u6848\u3055\u308c\u305f\u3002\u30c7\u30d3\u30c3\u30c8\u30fb\u30b7\u30e5\u30de\u30a4\u30c9\u30e9\u30fc\u306b\u3088\u3063\u3066\u63d0\u6848\u3055\u308c\u305f\u975e\u52a0\u6cd5\u7684\u6e2c\u5ea6\u3092\u7528\u3044\u305f\u52b9\u7528\u95a2\u6570\u306f\u6b21\u306e\u3088\u3046\u306b\u8868\u3055\u308c\u308b[9]\u3002J(f)=\u222bu(f)dv{displaystyle J(f)=int u(f)dv}\u3053\u3053\u3067 f{displaystyle f} \u306f\u610f\u601d\u6c7a\u5b9a\u8005\u306e\u9078\u629e\u80a2\u3092\u8868\u3057\u3001v{displaystyle v} \u306f\u975e\u52a0\u6cd5\u7684\u6e2c\u5ea6\u3092\u8868\u3059\u3002v{displaystyle v} \u306f\u52a0\u6cd5\u6027\u3092\u6e80\u305f\u3055\u306a\u3044\u306e\u3067\u6e2c\u5ea6\u8ad6\u3067\u8a00\u3046\u3068\u3053\u308d\u306e\u6e2c\u5ea6\u3067\u306f\u306a\u3044\u3002\u3088\u3063\u3066\u53f3\u8fba\u306f\u8868\u8a18\u81ea\u4f53\u306f\u671f\u5f85\u52b9\u7528\u95a2\u6570\u3068\u540c\u3058\u5f62\u3092\u3057\u3066\u3044\u308b\u304c\u3001\u610f\u5473\u5408\u3044\u3068\u3057\u3066\u306f\u671f\u5f85\u52b9\u7528\u95a2\u6570\u3068\u306f\u7570\u306a\u308b\u3002\u30b7\u30e5\u30de\u30a4\u30c9\u30e9\u30fc\u306f\u3042\u308b\u7a2e\u306e\u66d6\u6627\u3055\u56de\u907f\u3092\u6301\u3064\u9078\u597d\u304c\u975e\u52a0\u6cd5\u7684\u6e2c\u5ea6\u3092\u7528\u3044\u305f\u52b9\u7528\u95a2\u6570\u3068\u3057\u3066\u8868\u73fe\u53ef\u80fd\u3067\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u305f\u3002\u975e\u52a0\u6cd5\u7684\u6e2c\u5ea6\u3092\u7528\u3044\u305f\u52b9\u7528\u95a2\u6570\u306e\u4f8b\u3068\u3057\u3066\u30a8\u30a4\u30e2\u30b9\u30fb\u30c8\u30d9\u30eb\u30b9\u30ad\u30fc\u3068\u30c0\u30cb\u30a8\u30eb\u30fb\u30ab\u30fc\u30cd\u30de\u30f3\u306b\u3088\u3063\u3066\u63d0\u6848\u3055\u308c\u305f\u7d2f\u7a4d\u30d7\u30ed\u30b9\u30da\u30af\u30c8\u7406\u8ad6\u306b\u57fa\u3065\u304f\u52b9\u7528\u95a2\u6570\u304c\u3042\u308b[10]\u3002\u7d2f\u7a4d\u30d7\u30ed\u30b9\u30da\u30af\u30c8\u7406\u8ad6\u306b\u3088\u308b\u52b9\u7528\u95a2\u6570\u3067\u306f\u975e\u52a0\u6cd5\u7684\u6e2c\u5ea6\u3068\u3057\u3066\u30b7\u30e7\u30b1\u7a4d\u5206\uff08\u82f1\u8a9e\u7248\uff09\u304c\u7528\u3044\u3089\u308c\u3066\u3044\u308b\u3002Smooth ambiguity model[\u7de8\u96c6]Peter Klibanoff, Massimo Marinacci, Sujoy Mukerji\u306b\u3088\u3063\u3066\u63d0\u6848\u3055\u308c\u305fsmooth ambiguity model\u3067\u306f\u6b21\u306e\u76ee\u7684\u95a2\u6570\u3092\u6700\u5927\u5316\u3059\u308b\u3088\u3046\u306b\u610f\u601d\u6c7a\u5b9a\u8005\u306f\u884c\u52d5\u3059\u308b[11]\u3002J(f)=E\u03bc[\u03d5(E\u03c0[u(f)])]{displaystyle J(f)=mathbb {E} _{mu }{Big [}phi {Big (}mathbb {E} _{pi }[u(f)]{Big )}{Big ]}}\u3053\u3053\u3067 u{displaystyle u} \u306f\u52b9\u7528\u95a2\u6570\u3001f{displaystyle f} \u306f\u610f\u601d\u6c7a\u5b9a\u8005\u306e\u9078\u629e\u80a2\u3001\u03c0{displaystyle pi } \u306f\u610f\u601d\u6c7a\u5b9a\u8005\u304c\u8003\u3048\u3066\u3044\u308b\u610f\u601d\u6c7a\u5b9a\u8005\u306e\u6240\u4e0e\u306e\u4e3b\u89b3\u7684\u306a\u60c5\u5831\u3068\u95a2\u9023\u3057\u305f\u78ba\u7387\u6e2c\u5ea6\u3001\u03bc{displaystyle mu } \u306f\u78ba\u7387\u6e2c\u5ea6 \u03c0{displaystyle pi } \u306e\u96c6\u5408 \u03a0{displaystyle Pi } \u306b\u304a\u3051\u308b\u78ba\u7387\u6e2c\u5ea6\u3067\u3042\u308a\u3001\u03d5{displaystyle phi } \u306f\u5358\u8abf\u5897\u52a0\u306a\u5909\u63db\u3092\u8868\u3059\u3002E\u03bc,E\u03c0{displaystyle mathbb {E} _{mu },;mathbb {E} _{pi }} \u306f\u305d\u308c\u305e\u308c \u03bc,\u03c0{displaystyle mu ,;pi } \u306e\u4e0b\u3067\u306e\u671f\u5f85\u5024\u30aa\u30da\u30ec\u30fc\u30bf\u30fc\u3067\u3042\u308b\u3002smooth ambiguity model \u3067\u306f\u901a\u5e38\u306e\u30ea\u30b9\u30af\u56de\u907f\u306e\u610f\u5473\u3067\u306e\u30ea\u30b9\u30af\u306b\u5bfe\u3059\u308b\u614b\u5ea6\u304c\u95a2\u6570 u{displaystyle u} \u306e\u5f62\u72b6\u3067\u6c7a\u5b9a\u3057\u3001\u66d6\u6627\u3055\u306b\u5bfe\u3059\u308b\u614b\u5ea6\u304c\u95a2\u6570 \u03d5{displaystyle phi } \u306e\u5f62\u72b6\u3067\u6c7a\u5b9a\u3059\u308b\u3002\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570\u306fsmooth ambiguity model\u306b\u304a\u3044\u3066\u66d6\u6627\u3055\u56de\u907f\u306e\u7a0b\u5ea6\u304c\u6975\u9650\u307e\u3067\u767a\u6563\u3057\u305f\u5834\u5408\u306e\u7279\u6b8a\u4f8b\u3067\u3042\u308b\u3053\u3068\u304c\u77e5\u3089\u308c\u3066\u3044\u308b[11]\u3002smooth ambiguity model\u306f\u7279\u5b9a\u306e\u6761\u4ef6\u306e\u4e0b\u3067\u305d\u306e\u78ba\u5b9f\u6027\u7b49\u4fa1\u304c\u4ee5\u4e0b\u306e\u3088\u3046\u306a\u5e73\u5747\u5206\u6563\u578b\u52b9\u7528\u95a2\u6570\u3068\u4f3c\u305f\u5f62\u5f0f\u3068\u3057\u3066\u8fd1\u4f3c\u53ef\u80fd\u306a\u3053\u3068\u304c\u77e5\u3089\u308c\u3066\u3044\u308b[12]\u3002E(f)\u2212\u03bb2Var\u2061(f)\u2212\u03b82Var\u03bc\u2061(E\u03c0(f)){displaystyle mathbb {E} (f)-{frac {lambda }{2}}operatorname {Var} (f)-{frac {theta }{2}}operatorname {Var} _{mu }(mathbb {E} _{pi }(f))}\u3053\u3053\u3067\u6dfb\u3048\u5b57\u304c\u3064\u3044\u3066\u3044\u306a\u3044 E,Var{displaystyle mathbb {E} ,;operatorname {Var} } \u306f\u305d\u308c\u305e\u308c\u7121\u6761\u4ef6\u306e\u671f\u5f85\u5024\u3001\u5206\u6563\u306e\u30aa\u30da\u30ec\u30fc\u30bf\u30fc\u3067\u3042\u308a\u3001Var\u03bc{displaystyle operatorname {Var} _{mu }} \u306f\u78ba\u7387\u6e2c\u5ea6 \u03bc{displaystyle mu } \u306e\u4e0b\u3067\u306e\u5206\u6563\u30aa\u30da\u30ec\u30fc\u30bf\u30fc\u3001E\u03c0{displaystyle mathbb {E} _{pi }} \u306f\u78ba\u7387\u6e2c\u5ea6 \u03c0{displaystyle pi } \u306e\u4e0b\u3067\u306e\u671f\u5f85\u5024\u30aa\u30da\u30ec\u30fc\u30bf\u30fc\u3067\u3042\u308b\u3002\u03bb{displaystyle lambda } \u306f\u30ea\u30b9\u30af\u56de\u907f\u5ea6\u3068\u540c\u3058\u304f\u610f\u601d\u6c7a\u5b9a\u8005\u304c\u30ea\u30b9\u30af\u3092\u5acc\u3046\u7a0b\u5ea6\u3092\u8868\u3057\u3001\u5927\u304d\u3044\u307b\u3069\u30ea\u30b9\u30af\u3092\u5acc\u3046\u3002\u03b8{displaystyle theta } \u306f\u66d6\u6627\u3055\u3092\u5acc\u3046\u7a0b\u5ea6\u3092\u8868\u3057\u3001\u5927\u304d\u3044\u307b\u3069\u66d6\u6627\u3055\u3092\u5acc\u3046\u3002\u66d6\u6627\u3055\u56de\u907f\u306e\u5b9f\u8a3c\u7814\u7a76[\u7de8\u96c6]\u66d6\u6627\u3055\u56de\u907f\u304c\u5b9f\u969b\u306e\u4eba\u9593\u306e\u610f\u601d\u6c7a\u5b9a\u3084\u73fe\u5b9f\u793e\u4f1a\u306b\u3069\u306e\u3088\u3046\u306b\u73fe\u308c\u3001\u307e\u305f\u3069\u306e\u3088\u3046\u306b\u5f71\u97ff\u3059\u308b\u304b\u306e\u7814\u7a76\u3082\u9032\u5c55\u3057\u3066\u3044\u308b\u3002\u591a\u304f\u306e\u7814\u7a76\u306b\u304a\u3044\u3066\u66d6\u6627\u3055\u56de\u907f\u306f\u4eba\u9593\u306e\u610f\u601d\u6c7a\u5b9a\u3084\u73fe\u5b9f\u793e\u4f1a\u306b\u5bfe\u3057\u3066\u7121\u8996\u3067\u304d\u306a\u3044\u5f71\u97ff\u3092\u6301\u3063\u3066\u3044\u308b\u3053\u3068\u304c\u78ba\u8a8d\u3055\u308c\u3066\u3044\u308b\u3002\u5b9f\u9a13\u7d4c\u6e08\u5b66\u306b\u304a\u3044\u3066\u306f\u5b9f\u969b\u306e\u4eba\u9593\u306e\u610f\u601d\u6c7a\u5b9a\u306b\u66d6\u6627\u3055\u56de\u907f\u7684\u306a\u9078\u597d\u304c\u73fe\u308c\u308b\u3053\u3068\u304c\u5e45\u5e83\u304f\u78ba\u8a8d\u3055\u308c\u3066\u3044\u308b[13][14]\u3002\u307e\u305f\u3001\u795e\u7d4c\u7d4c\u6e08\u5b66\uff08\u82f1\u8a9e\u7248\uff09\u306b\u304a\u3044\u3066\u3001\u795e\u7d4c\u79d1\u5b66\u306e\u8996\u70b9\u304b\u3089\u66d6\u6627\u3055\u56de\u907f\u3092\u8aac\u660e\u3057\u3088\u3046\u3068\u3059\u308b\u8a66\u307f\u3082\u306a\u3055\u308c\u3066\u3044\u308b[15]\u3002\u3055\u3089\u306b\u66d6\u6627\u3055\u56de\u907f\u7684\u306a\u9078\u597d\u304c\u91d1\u878d\u7d4c\u6e08\u5b66\u306b\u304a\u3051\u308b\u30a8\u30af\u30a4\u30c6\u30a3\u30d7\u30ec\u30df\u30a2\u30e0\u30d1\u30ba\u30eb\u306e\u4e00\u3064\u306e\u8aac\u660e\u3068\u306a\u308a\u5f97\u308b\u306e\u3067\u306f\u306a\u3044\u304b\u3068\u3044\u3046\u5b9f\u8a3c\u7814\u7a76\u3082\u5b58\u5728\u3057\u3066\u3044\u308b[16]\u3002\u30ed\u30d0\u30b9\u30c8\u5236\u5fa1\u7406\u8ad6\u3068\u66d6\u6627\u3055\u56de\u907f[\u7de8\u96c6]\u30e9\u30fc\u30b9\u30fb\u30cf\u30f3\u30bb\u30f3\u3068\u30c8\u30fc\u30de\u30b9\u30fb\u30b5\u30fc\u30b8\u30a7\u30f3\u30c8\u304c\u4e3b\u5c0e\u3057\u3066\u7814\u7a76\u6210\u679c\u3092\u6319\u3052\u3066\u3044\u308b\u30ed\u30d0\u30b9\u30c8\u5236\u5fa1\u7406\u8ad6\uff08\u82f1: robust control theory\uff09\u306e\u7d4c\u6e08\u5b66\u3078\u306e\u5fdc\u7528\u306f\u66d6\u6627\u3055\u56de\u907f\u3068\u5bc6\u63a5\u306a\u95a2\u4fc2\u306b\u3042\u308b[17]\u3002\u30ed\u30d0\u30b9\u30c8\u5236\u5fa1\u7406\u8ad6\u3067\u306f\uff08\u610f\u601d\u6c7a\u5b9a\u8005\u306e\uff09\u30e2\u30c7\u30eb\u306e\u7279\u5b9a\u5316\u306e\u8aa4\u308a\u3092\u660e\u793a\u7684\u306b\u52b9\u7528\u6700\u5927\u5316\u554f\u984c\u306b\u5c0e\u5165\u3057\u3001\u4fa1\u5024\u95a2\u6570\u304c\u6e80\u305f\u3059\u3079\u304d\u30cf\u30df\u30eb\u30c8\u30f3-\u30e4\u30b3\u30d3-\u30d9\u30eb\u30de\u30f3\u65b9\u7a0b\u5f0f\u306b\u5909\u66f4\u3092\u52a0\u3048\u308b\u3053\u3068\u3067\u3001\u30e2\u30c7\u30eb\u306e\u7279\u5b9a\u5316\u306e\u8aa4\u308a\u306b\u5bfe\u3057\u3066\u9811\u5065\u306a\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3057\u3066\u3044\u308b\u3002\u30cf\u30f3\u30bb\u30f3\u3068\u30b5\u30fc\u30b8\u30a7\u30f3\u30c8\u306f\u7279\u5b9a\u306e\u30e2\u30c7\u30eb\u3067\u306f\u30ed\u30d0\u30b9\u30c8\u5236\u5fa1\u7406\u8ad6\u306f\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u6700\u5927\u5316\u554f\u984c\u3068\u540c\u4e00\u8996\u3067\u304d\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u308b[17]\u3002\u30ea\u30b9\u30af\u5c3a\u5ea6\u3068\u66d6\u6627\u3055\u56de\u907f[\u7de8\u96c6]\u6570\u7406\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u306b\u304a\u3051\u308b\u30ea\u30b9\u30af\u5c3a\u5ea6\uff08\u82f1\u8a9e\u7248\uff09\uff08\u82f1: risk measure\uff09\u3001\u307e\u305f\u306f\u30ea\u30b9\u30af\u6e2c\u5ea6\u306e\u6700\u5c0f\u5316\u554f\u984c\u3068\u66d6\u6627\u3055\u56de\u907f\u7684\u306a\u52b9\u7528\u95a2\u6570\u3067\u3042\u308b\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570\u306e\u6700\u5927\u5316\u554f\u984c\u306f\u3001\u30ea\u30b9\u30af\u5c3a\u5ea6\u304c\u30b3\u30d2\u30fc\u30ec\u30f3\u30c8\u30ea\u30b9\u30af\u5c3a\u5ea6\uff08\u82f1\u8a9e\u7248\uff09\uff08\u82f1: coherent risk measure\uff09\u3067\u3042\u308b\u306a\u3089\u3070\u3001\u6570\u5b66\u7684\u306a\u69cb\u9020\u304c\u7b49\u3057\u3044\u305f\u3081\u306b\u95a2\u4fc2\u3065\u3051\u308b\u3053\u3068\u304c\u51fa\u6765\u308b\u3002\u30ea\u30b9\u30af\u5c3a\u5ea6\u3068\u306f\u30d0\u30ea\u30e5\u30fc\u30fb\u30a2\u30c3\u30c8\u30fb\u30ea\u30b9\u30af\u3084\u671f\u5f85\u30b7\u30e7\u30fc\u30c8\u30d5\u30a9\u30fc\u30eb\u306a\u3069\u306e\u6295\u8cc7\u306a\u3069\u306b\u304a\u3051\u308b\u30ea\u30b9\u30af\u306e\u5c3a\u5ea6\u306e\u3053\u3068\u3067\u3042\u308b\u3002\u3042\u308b\u30ea\u30b9\u30af\u5c3a\u5ea6 \u03c0{displaystyle pi } \u304c\u30b3\u30d2\u30fc\u30ec\u30f3\u30c8\u3067\u3042\u308b\u3068\u306f\u4ee5\u4e0b\u306e\u6761\u4ef6\u3092\u6e80\u305f\u3059\u6642\u3092\u8a00\u3046[18]\u3002\u5358\u8abf\u6027\uff08\u82f1: monotonicity\uff09\uff1a\u78ba\u7387\u5909\u6570 X,Y{displaystyle X,Y} \u304c X\u2265Y{displaystyle Xgeq Y} \u3092\u6e80\u305f\u3059\u306a\u3089\u3070\u3001\u03c0(X)\u2264\u03c0(Y){displaystyle pi (X)leq pi (Y)} \u3092\u6e80\u305f\u3059\u3002\u5e73\u884c\u79fb\u52d5\u306b\u5bfe\u3059\u308b\u4e0d\u5909\u6027\uff08\u82f1: translation invariance\uff09\uff1a\u78ba\u7387\u5909\u6570 X{displaystyle X} \u3068\u5b9a\u6570 a{displaystyle a} \u306b\u3064\u3044\u3066\u3001\u03c0(X+a)=\u03c0(X)\u2212a{displaystyle pi (X+a)=pi (X)-a} \u3092\u6e80\u305f\u3059\u3002\u6b63\u540c\u6b21\u6027\uff08\u82f1: positive homogeneity\uff09\uff1a\u78ba\u7387\u5909\u6570 X{displaystyle X} \u3068\u5b9a\u6570 \u03bb\u22650{displaystyle lambda geq 0} \u306b\u3064\u3044\u3066\u3001\u03c0(\u03bbX)=\u03bb\u03c0(X){displaystyle pi (lambda X)=lambda pi (X)} \u3092\u6e80\u305f\u3059\u3002\u52a3\u52a0\u6cd5\u6027\uff08\u82f1: subadditivity\uff09\uff1a\u78ba\u7387\u5909\u6570 X,Y{displaystyle X,Y} \u306b\u3064\u3044\u3066\u3001\u03c0(X+Y)\u2264\u03c0(X)+\u03c0(Y){displaystyle pi (X+Y)leq pi (X)+pi (Y)} \u3092\u6e80\u305f\u3059\u3002\u4f8b\u3048\u3070\u30d0\u30ea\u30e5\u30fc\u30fb\u30a2\u30c3\u30c8\u30fb\u30ea\u30b9\u30af\u306f\u78ba\u7387\u5909\u6570\u306b\u5bfe\u3057\u3066\u9069\u5f53\u306a\u4eee\u5b9a\u3092\u7f6e\u304b\u306a\u3044\u9650\u308a\u306f\u30b3\u30d2\u30fc\u30ec\u30f3\u30c8\u30ea\u30b9\u30af\u5c3a\u5ea6\u3067\u306f\u306a\u3044[18]\u3002\u671f\u5f85\u30b7\u30e7\u30fc\u30c8\u30d5\u30a9\u30fc\u30eb\u306f\u5982\u4f55\u306a\u308b\u3068\u304d\u3082\u30b3\u30d2\u30fc\u30ec\u30f3\u30c8\u30ea\u30b9\u30af\u5c3a\u5ea6\u306b\u306a\u308b[19]\u3002\u30b3\u30d2\u30fc\u30ec\u30f3\u30c8\u30ea\u30b9\u30af\u5c3a\u5ea6\u306b\u3064\u3044\u3066\u6b21\u306e\u8868\u73fe\u5b9a\u7406\u304c\u6210\u308a\u7acb\u3064[18][20]\u3002\u8868\u73fe\u5b9a\u7406\u03c0{displaystyle pi } \u304c\u30b3\u30d2\u30fc\u30ec\u30f3\u30c8\u30ea\u30b9\u30af\u5c3a\u5ea6\u3067\u3042\u308a\u3001Fatou property \u3092\u6e80\u305f\u3059\u306a\u3089\u3070\u3001\u3042\u308b\u9589\u51f8\u96c6\u5408\u3067\u3042\u308b\u78ba\u7387\u6e2c\u5ea6\u306e\u96c6\u5408 P{displaystyle {mathcal {P}}} \u304c\u5b58\u5728\u3057\u3066\u03c0(X)=supP\u2208PEP\u2061[\u2212X]{displaystyle pi (X)=sup _{mathbb {P} in {mathcal {P}}}operatorname {E} ^{mathbb {P} }[-X]}\u304c\u6210\u308a\u7acb\u3064\u3002\u305f\u3060\u3057\u3001EP{displaystyle operatorname {E} ^{mathbb {P} }} \u306f\u78ba\u7387\u6e2c\u5ea6 P{displaystyle mathbb {P} } \u306e\u4e0b\u3067\u306e\u671f\u5f85\u5024\u3092\u8868\u3059\u3002Fatou property \u3068\u547c\u3070\u308c\u308b\u6027\u8cea\u306f\u4e0b\u9023\u7d9a\u6027\u3068\u3082\u547c\u3070\u308c\u3001\u30d5\u30a1\u30c8\u30a5\u306e\u88dc\u984c\u3068\u3088\u304f\u4f3c\u305f\u6027\u8cea\u3067\u3042\u308b\u3002\u8868\u73fe\u5b9a\u7406\u3092\u7528\u3044\u308b\u3053\u3068\u3067\u30b3\u30d2\u30fc\u30ec\u30f3\u30c8\u30ea\u30b9\u30af\u5c3a\u5ea6\u3092\u6700\u5c0f\u5316\u3059\u308b\u554f\u984c\u306f\u6b21\u306e\u3088\u3046\u306b\u5909\u5f62\u3067\u304d\u308b\u3002minX\u03c0(X)=\u2212maxX(\u2212\u03c0(X))=\u2212maxX(\u2212supP\u2208PEP\u2061[\u2212X])=\u2212maxXinfP\u2208PEP\u2061[X]{displaystyle min _{X}pi (X)=-max _{X}{Big (}-pi (X){Big )}=-max _{X}{Big (}-sup _{mathbb {P} in {mathcal {P}}}operatorname {E} ^{mathbb {P} }[-X]{Big )}=-max _{X}inf _{mathbb {P} in {mathcal {P}}}operatorname {E} ^{mathbb {P} }[X]}\u6700\u53f3\u8fba\u306f\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570\u6700\u5927\u5316\u554f\u984c\u306b\u30de\u30a4\u30ca\u30b9\u3092\u639b\u3051\u305f\u3082\u306e\u3068\u306a\u308b\u306e\u3067\u3001\u30b3\u30d2\u30fc\u30ec\u30f3\u30c8\u30ea\u30b9\u30af\u5c3a\u5ea6\u6700\u5c0f\u5316\u554f\u984c\u306f\u4e00\u7a2e\u306e\u66d6\u6627\u3055\u56de\u907f\u7684\u306a\u9078\u597d\u306e\u6700\u5927\u5316\u554f\u984c\u3068\u3057\u3066\u89e3\u91c8\u3059\u308b\u3053\u3068\u304c\u51fa\u6765\u308b\u3002\u30b3\u30d2\u30fc\u30ec\u30f3\u30c8\u30ea\u30b9\u30af\u5c3a\u5ea6\u306b\u3064\u3044\u3066\u306e\u7814\u7a76\u3067\u3001\u30de\u30af\u30b7\u30df\u30f3\u671f\u5f85\u52b9\u7528\u95a2\u6570\u6700\u5927\u5316\u554f\u984c\u3068\u306e\u95a2\u9023\u3092\u610f\u8b58\u3057\u305f\u7814\u7a76\u3082\u3042\u308b[21]\u3002^ Knight, Frank H. 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JSTOR\u00a02677734.\u00a0^ a b c Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David (1999), \u201cCoherent Measures of Risk\u201d, Mathematical Finance 9 (3): 203-228, doi:10.1111\/1467-9965.00068\u00a0^ Acerbi, Carlo; Tasche, Dirk (2002), \u201cOn the Coherence of Expected Shortfall\u201d, Journal of Banking and Finance 26 (7): 1487-1503, doi:10.1016\/S0378-4266(02)00283-2\u00a0^ Delbaen, Freddy (2002), \u201cCoherent Risk Measures on General Probability Spaces\u201d, in Sandmann, Klaus; Sch\u00f6nbucher, Philip J; Sondermann, Dieter, Advances in Finance and Stochastics: Essays in Honour of Dieter Sondermann, Springer Berlin Heidelberg, pp.\u00a01-337, doi:10.1007\/978-3-662-04790-3_1, ISBN\u00a09783642077920\u00a0^ Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David; Ku, Hyejin (2007), \u201cCoherent Multiperiod Risk Adjusted Values and Bellman’s Principle\u201d, Annals of Operations Research 152 (1): 5-22, doi:10.1007\/s10479-006-0132-6\u00a0\u53c2\u8003\u6587\u732e[\u7de8\u96c6]\u95a2\u9023\u9805\u76ee[\u7de8\u96c6]"},{"@context":"http:\/\/schema.org\/","@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"item":{"@id":"https:\/\/wiki.edu.vn\/jp\/wiki2\/#breadcrumbitem","name":"Enzyklop\u00e4die"}},{"@type":"ListItem","position":2,"item":{"@id":"https:\/\/wiki.edu.vn\/jp\/wiki2\/archives\/5780#breadcrumbitem","name":"\u66d6\u6627\u3055\u56de\u907f (\u7d4c\u6e08\u5b66) – Wikipedia"}}]}]