Proper scoring rules provide convenient and highly efficient tools for incentive-compatible elicitations of subjective beliefs. As traditionally used, however, they are valid only under expected value maximization. This paper shows how they can be generalized to modern (“non-expected utility”) theories of risk and ambiguity, yielding mutual benefits: users of scoring rules can benefit from the empirical realism of non-expected utility, and analysts of ambiguity attitudes can benefit from efficient measurements using proper scoring rules. An experiment demonstrates the feasibility of our generalization.
Offerman, T., Sonnemans, J. J., van de Kuilen, G., & Wakker, P. P. (2009). A Truth-Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes. Review of Economic Studies, 76, 1461-1489. https://doi.org/10.1111/j.1467-937X.2009.00557.x