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(an overview of the philosophical foundations of key mathematical axioms in subjective expected utility theory – mainly normative)

de Finetti, Bruno.  "Foresight: its Logical Laws, Its Subjective Sources," (translation of the 1937 article in French) in H. E. Kyburg and H. E. Smokler (eds), Studies in Subjective Probability, New York: Wiley, 1964.

de Finetti, Bruno. Theory of Probability, (translation by AFM Smith of 1970 book) 2 volumes, New York: Wiley, 1974-5.

De Groot, Morris, Optimal Statistical Decisions. Wiley Classics Library. 2004. (Originally published 1970.) .

(covers both normative and descriptive theory)

Khemani, Karan, Ignorance is Bliss: A study on how and why humans depend on recognition heuristics in social relationships, the equity markets and the brand market-place, thereby making successful decisions, 2005.

Klebanov, Lev. B., Svetlozat T. Rachev and Frank J. Fabozzi, eds. (2009). Non-Robust Models in Statistics, New York: Nova Scientific Publishers, Inc.

A rational presentation of probabilistic analysis.

Reprinted in Shafer & Pearl. (also about normative decision theory)