  This paper formulates an utility indifference pricing model for investors
trading in a discrete time financial market under non-dominated model
uncertainty. The investors preferences are described by strictly increasing
concave random functions defined on the positive axis. We prove that under
suitable conditions the multiple-priors utility indifference prices of a
contingent claim converge to its multiple-priors superreplication price.
  We also revisit the notion of certainty equivalent for random utility
functions and establish its relation with the absolute risk aversion.
