Theory Dec. (2010) 69:417–438 DOI 10.1007/s11238-009-9164-0 Ambiguity, pessimism, and rational religious choice Tigran Melkonyan · Mark Pingle Published online: 8 July 2009 © Springer Science+Business Media, LLC. 2009 Abstract Using a subclass of the α-maximin expected-utility preference model, in which the decision maker’s degree of ambiguity and degree of pessimism are each parameterized, we present a theory of religious choice in the Pascalian decision theory tradition, one that can resolve dilemmas, address the “many Gods objection,” and address the ambiguity inherent in religious choice. Parameterizing both the degree of ambiguity and the degree of pessimism allows one to examine how the two interact to impact choice, which is useful regardless of the application. Applying this model to religious choice is a move beyond subjective expected-utility theory, allowing us to show that a change in either the degree of ambiguity or the degree of pessimism can lead a decision maker to “convert” from one religion to another. Keywords Choice of religion · α-maximin expected utility …I know…I must soon die, but what I know least is the very death I cannot escape.—Pascal (1670[1958], fragment 194) 1 Introduction Suffering from ill health most of his adult life, noted scientist and mathematician Blaise Pascal experienced what he said knew least on August 16, 1662 at age 39. He died before completing the comprehensive apology for the Christian faith he was work- ing on, having shifted his efforts away from math and science because of a “second T. Melkonyan (B ) · M. Pingle University of Nevada, Reno, NV 89557, USA e-mail: tmelkonyan@cabnr.unr.edu 123