A definition of uncertainty aversion

A definition of uncertainty or ambiguity aversion is proposed. It is argued that the definition is well-suited to modelling within the Savage (as oppo sed to Anscombe and Aumann) domain of acts. The defined property of uncerta inty aversion has intuitive empirical content, behaves well in specific mod els of preference (multiple-priors and Choquet expected utility) and is tra ctable. Tractability is established through use of a novel notion of differ entiability for utility functions, called eventwise differentiability.