Risk-sensitive decision theory

What happens when we use a decision theory to judge itself? Theories that diverge from Expected Utility Theory often recommend using EUT, thus undermining themselves.

We argue that accuracy-theoretic considerations still tell the risk-sensitive to update by conditionalization, despite telling them to plan to update by a novel update procedure.

This argues that evidence gathering is epistemically irrational for the (Buchak-style) risk-avoidant agent. To do this we consider how accuracy should be measured once risk-awareness is rationally permissible.

What do measures of accuracy which are risk-weightedly strictly-proper look like? Some results.