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 4 6 7 25
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 0 6 7 9 10
A Theory of the Gambling Effect 0 0 0 0 3 4 6 13
A Theory of the Gambling Effect 0 0 0 30 2 3 9 138
A simple axiomatization of nonadditive expected utility 0 0 0 4 1 3 5 15
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 2 3 1,624
Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity 0 0 1 7 3 3 5 13
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 1 30 1 4 7 112
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 6 4 6 9 43
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 1 5 6 8 16
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 0 1 5 8 9
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 2 3 5 5 21
Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory 0 0 0 4 3 10 10 35
Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple 0 0 0 0 2 2 6 358
Independence of irrelevant alternatives and revealed group preferences 0 0 0 0 3 5 5 10
On the Intuition of Rank-Dependent Utility 0 0 0 10 3 4 5 46
On the Intuition of Rank-Dependent Utility 0 0 0 2 4 7 7 18
Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes 0 0 2 9 2 3 17 26
Probabilistic insurance 0 0 0 26 3 3 10 228
Probabilistic insurance 0 0 0 1 3 5 5 15
Revealed likelihood and knightian uncertainty 0 0 0 1 3 3 5 25
Revealed likelihood and knightian uncertainty 0 0 0 0 3 5 5 7
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 3 1 2 4 18
Risk, Uncertainty and Discrete Choice Models 1 2 5 600 4 9 15 1,130
Savage for Dummies and Experts 0 0 0 0 0 3 6 6
Source Theory: A Tractable and Positive Ambiguity Theory 0 1 10 10 4 11 23 23
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 2 2 3 4 400
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 1 4 4 6 25
The Rich Domain of Ambiguity Explored 0 0 0 91 6 10 12 96
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 5 9 10 69
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 4 8 46
The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions 0 0 0 35 7 11 15 161
The midweight method to measure attitudes towards risk and ambiguity 0 0 0 14 6 9 12 79
Trust as a decision under ambiguity 0 0 0 0 5 10 11 32
Utility in Case-Based Decision Theory 0 0 0 0 2 3 7 43
Total Working Papers 1 3 19 892 109 189 289 4,935


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 3 3 3
A Criticism of Healthy-years Equivalents 0 0 0 0 1 2 4 9
A Direct Method for Measuring Discounting and QALYs More Easily and Reliably 0 0 2 2 1 4 7 10
A General Result for Quantifying Beliefs 0 0 0 25 2 3 3 113
A Personal Tribute to David Schmeidler’s Influence 0 0 1 1 2 3 5 15
A Simple Axiomatization of Nonadditive Expected Utility 0 0 0 199 2 6 7 834
A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility 0 0 0 63 3 6 7 406
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 62 6 10 13 307
A Test of Rank-Dependent Utility in the Context of Ambiguity 0 0 0 0 5 11 12 130
A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes * 0 0 1 61 2 4 9 219
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 2 3 5 209
A criticism of Bernheim & Sprenger's (2020) tests of rank dependence 0 1 1 2 3 5 8 13
A powerful tool for analyzing concave/convex utility and weighting functions 0 0 0 5 6 7 13 131
A simple and general axiomatization of average utility maximization for infinite streams 0 1 1 1 1 4 7 12
A simple preference foundation of cumulative prospect theory with power utility 0 0 0 65 1 4 4 291
A unified derivation of classical subjective expected utility models through cardinal utility 0 0 0 22 4 5 9 135
Additive representations on rank-ordered sets: II. The topological approach 0 0 0 40 1 2 3 119
Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories 0 0 0 25 2 6 10 177
Ambiguity Attitudes in a Large Representative Sample 0 1 1 75 9 13 21 252
An Axiomatization of Cumulative Prospect Theory 0 0 0 1 4 10 18 595
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 2 3 4 354
An experimental test of prospect theory for predicting choice under ambiguity 0 0 0 49 6 9 12 174
An index of loss aversion 1 2 6 293 8 16 22 1,050
Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility 0 0 0 3 3 4 6 35
Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity 0 0 1 1 9 11 16 16
Average Utility Maximization: A Preference Foundation 0 0 0 3 3 8 8 31
Back to Bentham? Explorations of Experienced Utility 0 1 4 140 2 18 37 534
Belief hedges: Measuring ambiguity for all events and all models 0 0 0 8 2 4 10 34
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 1 4 69 6 9 15 162
Causes of ambiguity aversion: Known versus unknown preferences 0 0 0 125 4 5 5 1,235
Characterizing QALYs by Risk Neutrality 0 1 1 38 2 7 10 242
Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory 0 0 0 0 2 2 3 286
Characterizing optimism and pessimism directly through comonotonicity 0 0 0 47 3 3 5 158
Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954 0 0 1 78 1 2 4 250
Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories 0 0 0 0 6 6 7 240
Concave/convex weighting and utility functions for risk: A new light on classical theorems 1 1 2 10 4 8 10 39
Confidence intervals for cost/effectiveness ratios 0 0 0 0 0 0 2 31
Continuity of Preference Relations for Separable Topologies 0 0 0 48 2 4 4 290
Continuous subjective expected utility with non-additive probabilities 0 0 0 26 1 7 10 101
Convex functions on non-convex domains 0 0 0 22 2 3 5 87
Correcting Biases in Standard Gamble and Time Tradeoff Utilities 0 0 0 0 3 7 8 12
Counterexamples to Segal's Measure Representation Theorem 0 0 0 0 2 4 5 90
Cumulative dominance and probabilistic sophistication 0 0 0 23 1 1 3 120
Cycle-preserving extension of demand functions to new commodities 0 0 0 9 0 2 6 223
Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle 0 0 0 0 1 2 4 186
Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces 0 0 0 13 8 10 13 77
Derived strengths of preference relations on coordinates 0 0 0 2 2 4 6 41
Discounted Utility and Present Value—A Close Relation 0 0 0 3 2 3 8 36
Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension 0 0 0 21 3 3 3 115
Dynamic Choice and NonExpected Utility 0 0 0 115 2 4 5 279
Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory 0 0 1 43 7 8 12 163
Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown 0 0 2 88 8 17 23 307
Expected utility without continuity: A comment on Delbaen et al. (2011) 0 0 0 15 0 1 3 83
Explaining Distortions in Utility Elicitation through the Rank-dependent Model for Risky Choices 0 0 0 0 3 5 6 10
Explaining the characteristics of the power (CRRA) utility family 0 1 1 454 6 9 12 1,965
Folding Back in Decision Tree Analysis 0 0 0 10 4 12 14 115
From local to global additive representation 0 0 1 34 5 7 9 100
Group decision rules and group rationality under risk 0 0 0 14 5 8 12 94
HYEs: Rejoinder 0 0 0 0 2 3 3 6
If nudge cannot be applied: a litmus test of the readers’ stance on paternalism 0 0 0 11 3 5 8 66
Improving one’s choices by putting oneself in others’ shoes – An experimental analysis 0 0 0 5 1 4 7 48
Independence of Irrelevant Alternatives and Revealed Group Preferences 0 0 0 160 5 8 10 688
Jaffray’s ideas on ambiguity 0 0 0 16 2 4 5 76
Learning in the Allais paradox 0 0 0 118 1 2 4 459
Lessons Learned by (from?) an Economist Working in Medical Decision Making 0 0 0 1 1 3 3 7
MF Calculator: A Web-Based Application for Analyzing Similarity 0 0 0 1 2 2 2 13
Making Case-Based Decision Theory Directly Observable 0 0 1 11 4 7 13 67
Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility 0 0 1 30 3 6 9 180
Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications 0 0 0 8 5 8 11 67
Measuring Ambiguity Attitudes for All (Natural) Events 0 0 2 26 2 4 10 124
Measuring Discounting without Measuring Utility 0 0 1 64 3 8 17 358
Multiattribute Utility Theory Without Expected Utility Foundations 0 1 1 9 2 4 7 28
Nash was a first to axiomatize expected utility 0 0 1 4 5 5 7 35
Non-hyperbolic time inconsistency 0 0 0 39 8 17 20 194
Nonmonotonic Choquet integrals 0 0 0 32 7 9 10 141
On solving intansitivities in repeated pairwise choices 0 0 0 3 2 3 5 53
On solving intransitivities in repeated pairwise choices 0 0 0 6 4 5 7 90
On the Intuition of Rank-Dependent Utility 0 0 0 160 5 5 8 430
Patients' Utilities for Cancer Treatments 0 0 0 0 5 6 7 12
Preference Reversals for Ambiguity Aversion 0 0 1 38 5 7 11 140
Prince: An improved method for measuring incentivized preferences 0 0 0 0 2 6 9 23
Probabilistic Insurance 0 0 1 315 4 9 15 1,414
Process fairness and dynamic consistency 0 0 0 16 2 3 9 124
Prospect theory for continuous distributions: A preference foundation 0 0 1 24 1 2 7 158
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 0 31 5 7 7 270
Random incentive systems in a dynamic choice experiment 0 0 0 22 4 9 12 187
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 11 13 17 392
Regret Theory: A Bold Alternative to the Alternatives 0 0 0 23 4 7 8 118
Relative concave utility for risk and ambiguity 0 0 0 24 6 7 8 120
Resolving Rabin’s paradox 0 0 0 11 8 13 23 108
Revealed Likelihood and Knightian Uncertainty 0 0 0 36 2 2 4 190
Risk Attitudes and Decision Weights 0 0 0 425 1 5 6 1,390
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 4 2 2 3 46
Risk, uncertainty and discrete choice models 0 1 4 182 7 10 16 460
Savage for dummies and experts 0 0 1 20 5 12 22 119
Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance 0 0 0 126 4 5 14 629
Social and strategic ambiguity versus betrayal aversion 0 0 0 9 4 5 15 69
Source Theory: A Tractable and Positive Ambiguity Theory 0 1 1 1 6 8 10 10
Subjective probabilities for state dependent continuous utility 0 0 0 18 5 6 9 77
Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle 0 0 0 0 2 5 6 301
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 90 4 6 8 206
The Comonotonic Sure-Thing Principle 0 0 0 0 2 3 4 274
The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory 0 0 0 18 3 6 8 101
The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions 0 0 0 8 2 5 7 83
The Invention of the Independence Condition for Preferences 0 0 0 9 1 6 6 71
The Likelihood Method for Decision under Uncertainty 0 0 0 86 2 4 6 327
The Midweight Method to Measure Attitudes Toward Risk and Ambiguity 0 0 0 24 6 8 12 118
The Rich Domain of Ambiguity Explored 0 0 0 2 4 5 7 25
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 1 1 104 13 34 40 497
The Utility of Gambling Reconsidered 0 0 0 188 3 3 8 392
The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility 0 1 2 27 8 10 12 112
The correct formula of 1979 prospect theory for multiple outcomes 0 0 0 2 3 4 6 16
The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis 0 0 0 86 4 4 6 292
Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency 0 0 0 22 7 8 10 138
Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019) 0 0 0 4 2 3 5 18
Trust as a decision under ambiguity 0 0 0 7 1 3 10 103
Uncertainty aversion: a discussion of critical issues in health economics 0 0 0 1 7 9 12 98
Unstable Preferences 0 0 0 0 4 6 6 11
Utility in Case-Based Decision Theory 0 0 0 82 2 4 5 269
WARP Does Not Imply SARP for More Than Two Commodities 0 0 0 134 2 2 5 600
Total Journal Articles 2 15 50 5,720 429 741 1,102 26,583
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 5 6 14 312
Prospect Theory 0 0 0 0 9 12 16 243
Total Books 0 0 0 0 14 18 30 555


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 5 20
Total Chapters 0 0 0 3 1 1 5 20


Statistics updated 2026-02-12