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 6 7 25
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 0 0 6 9 10
A Theory of the Gambling Effect 0 0 0 0 1 5 7 14
A Theory of the Gambling Effect 0 0 0 30 0 3 9 138
A simple axiomatization of nonadditive expected utility 0 0 0 4 2 5 7 17
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 3 3 1,625
Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity 0 0 1 7 1 4 6 14
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 1 30 2 4 8 114
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 6 2 7 11 45
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 1 2 7 10 18
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 2 1 5 6 22
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 0 0 3 8 9
Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory 0 0 0 4 1 11 11 36
Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple 0 0 0 0 0 2 6 358
Independence of irrelevant alternatives and revealed group preferences 0 0 0 0 1 5 6 11
On the Intuition of Rank-Dependent Utility 0 0 0 10 2 6 7 48
On the Intuition of Rank-Dependent Utility 0 0 0 2 0 6 7 18
Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes 0 0 2 9 0 2 15 26
Probabilistic insurance 0 0 0 1 0 3 5 15
Probabilistic insurance 0 0 0 26 0 3 10 228
Revealed likelihood and knightian uncertainty 0 0 0 0 1 5 6 8
Revealed likelihood and knightian uncertainty 0 0 0 1 1 4 6 26
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 3 1 3 5 19
Risk, Uncertainty and Discrete Choice Models 0 1 5 600 1 7 16 1,131
Savage for Dummies and Experts 0 0 0 0 0 2 6 6
Source Theory: A Tractable and Positive Ambiguity Theory 0 0 10 10 0 8 23 23
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 1 0 4 6 25
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 2 0 3 4 400
The Rich Domain of Ambiguity Explored 0 0 0 91 1 7 13 97
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 4 7 46
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 2 10 11 71
The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions 0 0 0 35 1 10 16 162
The midweight method to measure attitudes towards risk and ambiguity 0 0 0 14 0 8 12 79
Trust as a decision under ambiguity 0 0 0 0 0 6 10 32
Utility in Case-Based Decision Theory 0 0 0 0 1 4 7 44
Total Working Papers 0 1 19 892 25 181 306 4,960


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 1 3 3
A Criticism of Healthy-years Equivalents 0 0 0 0 0 1 4 9
A Direct Method for Measuring Discounting and QALYs More Easily and Reliably 0 0 2 2 1 4 8 11
A General Result for Quantifying Beliefs 0 0 0 25 0 3 3 113
A Personal Tribute to David Schmeidler’s Influence 0 0 1 1 0 2 5 15
A Simple Axiomatization of Nonadditive Expected Utility 0 0 0 199 1 6 8 835
A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility 0 0 0 63 0 5 7 406
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 62 1 10 14 308
A Test of Rank-Dependent Utility in the Context of Ambiguity 0 0 0 0 0 7 12 130
A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes * 0 0 1 61 1 5 10 220
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 1 3 6 210
A criticism of Bernheim & Sprenger's (2020) tests of rank dependence 0 1 1 2 4 8 12 17
A powerful tool for analyzing concave/convex utility and weighting functions 0 0 0 5 0 7 11 131
A simple and general axiomatization of average utility maximization for infinite streams 0 1 1 1 0 3 7 12
A simple preference foundation of cumulative prospect theory with power utility 0 0 0 65 0 3 4 291
A unified derivation of classical subjective expected utility models through cardinal utility 0 0 0 22 2 6 11 137
Additive representations on rank-ordered sets: II. The topological approach 0 0 0 40 0 2 3 119
Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories 0 0 0 25 0 4 10 177
Ambiguity Attitudes in a Large Representative Sample 0 1 1 75 1 12 21 253
An Axiomatization of Cumulative Prospect Theory 0 0 0 1 2 9 20 597
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 0 2 4 354
An experimental test of prospect theory for predicting choice under ambiguity 0 0 0 49 0 7 12 174
An index of loss aversion 0 2 5 293 0 13 21 1,050
Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility 0 0 0 3 1 5 6 36
Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity 0 0 1 1 0 9 16 16
Average Utility Maximization: A Preference Foundation 0 0 0 3 0 8 8 31
Back to Bentham? Explorations of Experienced Utility 1 2 5 141 6 16 42 540
Belief hedges: Measuring ambiguity for all events and all models 0 0 0 8 1 5 11 35
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 0 4 69 1 8 16 163
Causes of ambiguity aversion: Known versus unknown preferences 0 0 0 125 0 4 5 1,235
Characterizing QALYs by Risk Neutrality 0 0 1 38 1 6 10 243
Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory 0 0 0 0 2 4 5 288
Characterizing optimism and pessimism directly through comonotonicity 0 0 0 47 0 3 5 158
Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954 0 0 1 78 0 1 4 250
Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories 0 0 0 0 1 7 8 241
Concave/convex weighting and utility functions for risk: A new light on classical theorems 0 1 2 10 2 7 12 41
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 0 4 4 290
Continuous subjective expected utility with non-additive probabilities 0 0 0 26 1 6 10 102
Convex functions on non-convex domains 0 0 0 22 0 2 5 87
Correcting Biases in Standard Gamble and Time Tradeoff Utilities 0 0 0 0 2 7 10 14
Counterexamples to Segal's Measure Representation Theorem 0 0 0 0 1 5 6 91
Cumulative dominance and probabilistic sophistication 0 0 0 23 0 1 3 120
Cycle-preserving extension of demand functions to new commodities 0 0 0 9 0 1 6 223
Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle 0 0 0 0 0 2 4 186
Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces 0 0 0 13 0 9 13 77
Derived strengths of preference relations on coordinates 0 0 0 2 0 4 5 41
Discounted Utility and Present Value—A Close Relation 0 0 0 3 0 3 7 36
Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension 0 0 0 21 0 3 3 115
Dynamic Choice and NonExpected Utility 0 0 0 115 1 5 6 280
Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory 0 0 1 43 9 17 20 172
Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown 0 0 2 88 3 17 24 310
Expected utility without continuity: A comment on Delbaen et al. (2011) 1 1 1 16 2 3 5 85
Explaining Distortions in Utility Elicitation through the Rank-dependent Model for Risky Choices 0 0 0 0 1 5 7 11
Explaining the characteristics of the power (CRRA) utility family 0 1 1 454 1 10 13 1,966
Folding Back in Decision Tree Analysis 0 0 0 10 1 11 15 116
From local to global additive representation 0 0 1 34 1 8 9 101
Group decision rules and group rationality under risk 0 0 0 14 2 7 13 96
HYEs: Rejoinder 0 0 0 0 2 4 5 8
If nudge cannot be applied: a litmus test of the readers’ stance on paternalism 0 0 0 11 1 5 9 67
Improving one’s choices by putting oneself in others’ shoes – An experimental analysis 0 0 0 5 2 6 9 50
Independence of Irrelevant Alternatives and Revealed Group Preferences 0 0 0 160 1 7 11 689
Jaffray’s ideas on ambiguity 0 0 0 16 0 4 5 76
Learning in the Allais paradox 0 0 0 118 0 2 4 459
Lessons Learned by (from?) an Economist Working in Medical Decision Making 0 0 0 1 0 3 3 7
MF Calculator: A Web-Based Application for Analyzing Similarity 0 0 0 1 0 2 2 13
Making Case-Based Decision Theory Directly Observable 0 0 1 11 2 6 14 69
Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility 0 0 1 30 0 5 7 180
Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications 1 1 1 9 1 7 12 68
Measuring Ambiguity Attitudes for All (Natural) Events 0 0 2 26 3 6 12 127
Measuring Discounting without Measuring Utility 0 0 1 64 0 6 16 358
Multiattribute Utility Theory Without Expected Utility Foundations 0 0 1 9 1 4 8 29
Nash was a first to axiomatize expected utility 0 0 1 4 1 6 8 36
Non-hyperbolic time inconsistency 0 0 0 39 2 16 22 196
Nonmonotonic Choquet integrals 0 0 0 32 1 8 10 142
On solving intansitivities in repeated pairwise choices 0 0 0 3 1 3 6 54
On solving intransitivities in repeated pairwise choices 0 0 0 6 3 8 10 93
On the Intuition of Rank-Dependent Utility 0 0 0 160 1 6 9 431
Patients' Utilities for Cancer Treatments 0 0 0 0 1 7 7 13
Preference Reversals for Ambiguity Aversion 0 0 1 38 1 6 12 141
Prince: An improved method for measuring incentivized preferences 0 0 0 0 5 9 14 28
Probabilistic Insurance 0 0 1 315 1 9 13 1,415
Process fairness and dynamic consistency 0 0 0 16 1 4 10 125
Prospect theory for continuous distributions: A preference foundation 0 0 1 24 2 4 9 160
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 0 7 7 270
Random incentive systems in a dynamic choice experiment 0 0 0 22 1 8 13 188
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 5 18 22 397
Regret Theory: A Bold Alternative to the Alternatives 0 0 0 23 2 9 10 120
Relative concave utility for risk and ambiguity 0 0 0 24 0 6 8 120
Resolving Rabin’s paradox 0 0 0 11 2 12 24 110
Revealed Likelihood and Knightian Uncertainty 0 0 0 36 2 4 6 192
Risk Attitudes and Decision Weights 0 0 0 425 4 7 10 1,394
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 4 1 3 4 47
Risk, uncertainty and discrete choice models 0 0 4 182 3 12 19 463
Savage for dummies and experts 0 0 1 20 0 8 21 119
Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance 0 0 0 126 1 6 13 630
Social and strategic ambiguity versus betrayal aversion 0 0 0 9 1 6 14 70
Source Theory: A Tractable and Positive Ambiguity Theory 0 0 1 1 1 8 11 11
Subjective probabilities for state dependent continuous utility 0 0 0 18 0 6 9 77
Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle 0 0 0 0 1 6 7 302
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 90 0 5 8 206
The Comonotonic Sure-Thing Principle 0 0 0 0 0 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 0 5 7 101
The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions 0 0 0 8 0 4 7 83
The Invention of the Independence Condition for Preferences 0 0 0 9 1 5 7 72
The Likelihood Method for Decision under Uncertainty 0 0 0 86 1 5 7 328
The Midweight Method to Measure Attitudes Toward Risk and Ambiguity 0 0 0 24 0 8 12 118
The Rich Domain of Ambiguity Explored 0 0 0 2 0 4 6 25
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 1 1 2 105 10 31 49 507
The Utility of Gambling Reconsidered 0 0 0 188 2 5 10 394
The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility 0 0 2 27 1 10 13 113
The correct formula of 1979 prospect theory for multiple outcomes 0 0 0 2 0 4 6 16
The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis 0 0 0 86 1 5 7 293
Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency 0 0 0 22 0 7 10 138
Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019) 0 0 0 4 3 6 7 21
Trust as a decision under ambiguity 0 0 0 7 0 2 10 103
Uncertainty aversion: a discussion of critical issues in health economics 0 0 0 1 1 10 13 99
Unstable Preferences 0 0 0 0 0 6 6 11
Utility in Case-Based Decision Theory 0 0 0 82 1 5 6 270
WARP Does Not Imply SARP for More Than Two Commodities 0 0 0 134 0 2 5 600
Total Journal Articles 4 12 53 5,724 132 747 1,199 26,715
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 3 9 16 315
Prospect Theory 0 0 0 0 0 10 15 243
Total Books 0 0 0 0 3 19 31 558


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 0 1 4 20
Total Chapters 0 0 0 3 0 1 4 20


Statistics updated 2026-03-04