In this work we ask is there a best model for uncertainty decisions? . ¿Which is the status of Simon bounded rationality: an alternative or complentary to traditional VNM theory?. ¿What has been the place of Prospect Theory?. We analize some paradoxes in order to explain some extentions and alternatives to VNM Theory. We sustain that Simons bounded rationality complements VNM theory, it is not an antagonic theory. The Prospect Theory of Kanheman y Tversky has been generated modern behavioral economics. We present experimental results of Allais type. We introduce the bases for a new manner to explain uncertainty decisions in a cualitative framework, with few base of numerical calculus.