Frank P. Ramsey was a forerunner of subjective Bayesian decision theory in many respects, solving early optimization problems in growth, defending subjective probability, and giving probably the first Value of Information proof.
Due to how long ago he worked and his premature death, his papers are hard to find, so I spent some time going through Wikipedia & other sources, and obtaining copies of most of his corpus and other relevant papers:

Statistics/decision theory:

Economics:
 1927, “A Contribution to the Theory of Taxation”
 1928, “A Mathematical Theory of Saving”
 1930, “F. P. Ramsey [obituary]”
 1970, “What Makes for a Beautiful Problem in Science?”
 1980, “Book review: Foundations: Essays in Philosophy, Logic, Mathematics and Economics. F. P. Ramsey , D. H. Mellor”
 2003, “Ramsey’s theory of National Saving: A Mathematician in Cambridge”
 2009, “Frank Ramsey’s Notes on Saving and Taxation”

Math:

Philosophy:
 1923, “Review of Tractatus LogicoPhilosophicus by Ludwig Wittgenstein”
 1925, “Universals”
 1927, “Symposium: Facts and Propositions”
 1995, “Cambridge Philosophers I: F. P. Ramsey”
 2016, “Book review: ‘One of the Great Intellects of His Time’: review of Frank Ramsey (1903–1930): A Sister’s Memoir by Margaret Paul”

Psychology:
 2004, “Freud in Cambridge”

F. P. Ramsey: Philosophical Papers, ed. 1990