Access Statistics for Peter P. Wakker

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 3 0 0 1 18
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 0 0 0 0 1
A Theory of the Gambling Effect 0 0 0 30 0 0 0 129
A Theory of the Gambling Effect 0 0 0 0 0 1 1 7
A simple axiomatization of nonadditive expected utility 0 0 0 4 0 1 1 10
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 1 4 1,622
Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity 0 0 0 6 0 0 1 8
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 0 29 1 3 4 106
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 6 0 0 1 34
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 1 0 0 0 8
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 2 0 0 0 16
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 0 0 0 0 1
Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory 0 0 0 4 0 0 2 25
Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple 0 0 0 0 0 0 0 352
Independence of irrelevant alternatives and revealed group preferences 0 0 0 0 0 0 1 5
On the Intuition of Rank-Dependent Utility 0 0 0 10 0 0 1 41
On the Intuition of Rank-Dependent Utility 0 0 1 2 0 1 2 11
Probabilistic insurance 0 0 0 1 0 0 0 10
Probabilistic insurance 0 0 3 26 0 1 8 218
Revealed likelihood and knightian uncertainty 0 0 1 1 0 0 2 20
Revealed likelihood and knightian uncertainty 0 0 0 0 0 0 0 2
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 3 0 0 0 14
Risk, Uncertainty and Discrete Choice Models 0 0 5 595 0 0 9 1,115
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 1 0 0 0 19
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 2 0 0 0 396
The Rich Domain of Ambiguity Explored 0 0 0 91 0 0 0 84
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 1 1 2 39
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 1 1 1 60
The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions 0 0 0 35 0 1 3 146
The midweight method to measure attitudes towards risk and ambiguity 0 0 0 14 0 0 2 67
Trust as a decision under ambiguity 0 0 0 0 1 2 4 22
Utility in Case-Based Decision Theory 0 0 0 0 1 1 3 37
Total Working Papers 0 0 10 866 6 14 53 4,643


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Criticism of Doyle’s survey of time preference: A correction regarding the CRDI and CADI families 0 0 0 0 0 0 0 0
A Criticism of Healthy-years Equivalents 0 0 0 0 0 0 0 5
A Direct Method for Measuring Discounting and QALYs More Easily and Reliably 0 0 0 0 0 0 0 3
A General Result for Quantifying Beliefs 0 0 1 25 0 0 1 110
A Personal Tribute to David Schmeidler’s Influence 0 0 0 0 0 0 0 10
A Simple Axiomatization of Nonadditive Expected Utility 0 0 0 199 0 0 3 827
A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility 0 0 0 63 0 0 1 399
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 62 0 0 2 294
A Test of Rank-Dependent Utility in the Context of Ambiguity 0 0 0 0 0 0 1 118
A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes * 0 0 1 60 0 1 3 210
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 0 0 204
A criticism of Bernheim & Sprenger's (2020) tests of rank dependence 0 0 0 1 0 1 3 5
A powerful tool for analyzing concave/convex utility and weighting functions 0 1 1 5 2 3 4 120
A simple and general axiomatization of average utility maximization for infinite streams 0 0 0 0 0 1 5 5
A simple preference foundation of cumulative prospect theory with power utility 0 1 1 65 0 2 4 287
A unified derivation of classical subjective expected utility models through cardinal utility 0 0 1 22 0 0 2 126
Additive representations on rank-ordered sets: II. The topological approach 0 0 1 40 0 0 2 116
Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories 0 0 0 25 0 1 2 167
Ambiguity Attitudes in a Large Representative Sample 0 1 7 74 1 5 14 232
An Axiomatization of Cumulative Prospect Theory 0 0 0 1 0 2 14 577
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 0 1 3 350
An experimental test of prospect theory for predicting choice under ambiguity 0 0 3 49 0 0 6 162
An index of loss aversion 1 1 5 288 1 1 19 1,029
Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility 0 0 0 3 1 2 7 30
Average Utility Maximization: A Preference Foundation 0 0 0 3 0 0 0 23
Back to Bentham? Explorations of Experienced Utility 0 3 15 136 1 7 47 498
Belief hedges: Measuring ambiguity for all events and all models 0 0 0 8 0 0 0 24
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 0 3 65 0 1 4 147
Causes of ambiguity aversion: Known versus unknown preferences 0 0 0 125 0 1 2 1,230
Characterizing QALYs by Risk Neutrality 0 0 0 37 1 1 2 233
Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory 0 0 0 0 0 0 0 283
Characterizing optimism and pessimism directly through comonotonicity 0 0 0 47 0 0 1 153
Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954 0 0 0 77 0 0 0 246
Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories 0 0 0 0 0 0 2 233
Concave/convex weighting and utility functions for risk: A new light on classical theorems 0 1 1 8 0 1 3 29
Confidence intervals for cost/effectiveness ratios 0 0 0 0 0 1 1 29
Continuity of Preference Relations for Separable Topologies 0 0 0 48 0 0 1 286
Continuous subjective expected utility with non-additive probabilities 0 0 0 26 1 1 2 92
Convex functions on non-convex domains 0 0 0 22 0 0 0 82
Correcting Biases in Standard Gamble and Time Tradeoff Utilities 0 0 0 0 0 0 0 4
Counterexamples to Segal's Measure Representation Theorem 0 0 0 0 0 0 1 85
Cumulative dominance and probabilistic sophistication 0 0 0 23 0 2 2 117
Cycle-preserving extension of demand functions to new commodities 0 0 0 9 0 0 0 217
Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle 0 0 0 0 0 0 0 182
Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces 0 0 0 13 0 0 1 64
Derived strengths of preference relations on coordinates 0 0 0 2 1 1 1 36
Discounted Utility and Present Value—A Close Relation 0 0 0 3 1 1 1 29
Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension 0 0 0 21 0 0 2 112
Dynamic Choice and NonExpected Utility 0 0 0 115 0 2 2 274
Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory 0 0 0 42 1 3 5 152
Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown 0 0 2 86 2 4 11 286
Expected utility without continuity: A comment on Delbaen et al. (2011) 0 0 0 15 0 1 3 80
Explaining Distortions in Utility Elicitation through the Rank-dependent Model for Risky Choices 0 0 0 0 0 0 0 4
Explaining the characteristics of the power (CRRA) utility family 0 0 3 453 0 0 6 1,953
Folding Back in Decision Tree Analysis 0 1 1 10 0 2 3 101
From local to global additive representation 0 0 0 33 1 2 3 92
Group decision rules and group rationality under risk 0 0 1 14 1 2 3 83
HYEs: Rejoinder 0 0 0 0 0 0 0 3
If nudge cannot be applied: a litmus test of the readers’ stance on paternalism 0 0 0 11 0 0 1 58
Improving one’s choices by putting oneself in others’ shoes – An experimental analysis 0 0 0 5 0 0 0 41
Independence of Irrelevant Alternatives and Revealed Group Preferences 0 0 0 160 0 0 1 678
Jaffray’s ideas on ambiguity 0 1 1 16 0 1 1 71
Learning in the Allais paradox 0 0 0 118 0 1 4 455
Lessons Learned by (from?) an Economist Working in Medical Decision Making 0 0 1 1 0 0 2 4
MF Calculator: A Web-Based Application for Analyzing Similarity 0 0 0 1 0 0 1 11
Making Case-Based Decision Theory Directly Observable 0 0 0 10 1 1 2 55
Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility 0 0 0 29 2 3 6 173
Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications 0 0 0 8 0 2 5 56
Measuring Ambiguity Attitudes for All (Natural) Events 0 0 0 24 1 1 3 115
Measuring Discounting without Measuring Utility 0 0 0 63 1 2 5 342
Multiattribute Utility Theory Without Expected Utility Foundations 0 0 1 8 0 0 3 21
Nash was a first to axiomatize expected utility 0 0 0 3 0 0 0 28
Non-hyperbolic time inconsistency 0 0 1 39 0 0 1 174
Nonmonotonic Choquet integrals 0 0 1 32 1 1 3 132
On solving intansitivities in repeated pairwise choices 0 0 0 3 0 0 0 48
On solving intransitivities in repeated pairwise choices 0 0 0 6 0 0 0 83
On the Intuition of Rank-Dependent Utility 0 0 2 160 0 0 4 422
Patients' Utilities for Cancer Treatments 0 0 0 0 1 1 1 6
Preference Reversals for Ambiguity Aversion 0 0 0 37 0 0 0 129
Prince: An improved method for measuring incentivized preferences 0 0 0 0 0 0 2 14
Probabilistic Insurance 0 0 1 314 3 4 11 1,402
Process fairness and dynamic consistency 0 0 0 16 0 0 1 115
Prospect theory for continuous distributions: A preference foundation 0 0 0 23 0 0 1 151
Prospect-theory’s Diminishing Sensitivity Versus Economics’ Intrinsic Utility of Money: How the Introduction of the Euro can be Used to Disentangle the Two Empirically 0 0 1 31 0 0 3 263
Random incentive systems in a dynamic choice experiment 0 1 2 22 0 2 9 175
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 4 126 0 1 6 375
Regret Theory: A Bold Alternative to the Alternatives 0 0 0 23 0 0 3 110
Relative concave utility for risk and ambiguity 0 0 0 24 0 0 2 112
Resolving Rabin’s paradox 0 0 1 11 1 2 5 86
Revealed Likelihood and Knightian Uncertainty 0 0 1 36 0 0 3 186
Risk Attitudes and Decision Weights 0 0 1 425 0 1 2 1,384
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 4 0 0 0 43
Risk, uncertainty and discrete choice models 0 0 3 178 0 0 6 444
Savage for dummies and experts 0 0 1 19 1 2 7 98
Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance 0 0 0 126 2 2 4 617
Social and strategic ambiguity versus betrayal aversion 0 0 0 9 2 3 6 56
Subjective probabilities for state dependent continuous utility 0 0 0 18 0 0 1 68
Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle 0 0 0 0 0 0 2 295
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 90 0 0 0 198
The Comonotonic Sure-Thing Principle 0 0 0 0 0 0 1 270
The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory 0 0 0 18 1 1 1 94
The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions 0 0 0 8 0 0 0 76
The Invention of the Independence Condition for Preferences 0 0 0 9 0 0 2 65
The Likelihood Method for Decision under Uncertainty 0 0 0 86 0 0 1 321
The Midweight Method to Measure Attitudes Toward Risk and Ambiguity 0 0 0 24 0 0 1 106
The Rich Domain of Ambiguity Explored 0 0 0 2 1 1 2 19
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 1 103 1 3 10 458
The Utility of Gambling Reconsidered 0 0 0 188 0 0 0 384
The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility 0 0 2 25 0 0 2 100
The correct formula of 1979 prospect theory for multiple outcomes 0 0 0 2 0 0 5 10
The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis 0 0 0 86 0 0 1 286
Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency 0 0 0 22 0 0 0 128
Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019) 0 0 1 4 1 1 2 14
Trust as a decision under ambiguity 0 0 1 7 0 3 8 93
Uncertainty aversion: a discussion of critical issues in health economics 0 0 0 1 0 1 1 86
Unstable Preferences 0 0 0 0 0 0 0 5
Utility in Case-Based Decision Theory 0 0 0 82 0 0 1 264
WARP Does Not Imply SARP for More Than Two Commodities 0 0 1 134 0 0 1 595
Total Journal Articles 1 11 75 5,671 35 93 361 25,516
4 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Prospect Theory 0 0 0 0 1 3 15 228
Prospect Theory 0 0 0 0 1 2 11 299
Total Books 0 0 0 0 2 5 26 527


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Data of Levy and Levy (2002) “Prospect Theory: Much Ado About Nothing?” Actually Support Prospect Theory 0 0 0 3 1 1 3 16
Total Chapters 0 0 0 3 1 1 3 16


Statistics updated 2025-03-03