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 2 15
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 0 0 0 1 1
A Theory of the Gambling Effect 0 0 0 29 1 2 9 122
A Theory of the Gambling Effect 0 0 0 0 0 0 2 2
A simple axiomatization of nonadditive expected utility 0 0 1 1 1 1 4 4
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 0 0 5 1,612
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 0 26 0 0 5 91
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 4 2 5 6 22
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 0 1 1 1 1
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 0 0 0 0 0
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 2 0 0 2 16
Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory 0 0 1 4 0 0 3 21
Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple 0 0 0 0 0 0 1 350
Independence of irrelevant alternatives and revealed group preferences 0 0 0 0 0 0 2 2
On the Intuition of Rank-Dependent Utility 0 0 0 0 0 0 2 2
On the Intuition of Rank-Dependent Utility 0 0 0 9 0 0 3 32
Probabilistic insurance 1 1 4 21 2 5 38 149
Probabilistic insurance 0 0 0 0 0 0 6 6
Revealed likelihood and knightian uncertainty 0 0 0 0 1 1 1 1
Revealed likelihood and knightian uncertainty 0 0 0 0 1 1 3 17
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 3 0 0 0 13
Risk, Uncertainty and Discrete Choice Models 1 2 9 575 1 3 27 1,057
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 2 0 1 5 394
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 1 0 0 1 18
The Rich Domain of Ambiguity Explored 0 0 1 84 0 2 11 63
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 3 5 13 27
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 2 5 10 46
The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions 0 0 0 33 0 1 11 136
The midweight method to measure attitudes towards risk and ambiguity 0 1 1 12 1 4 8 58
Trust as a decision under ambiguity 0 0 0 0 0 0 7 7
Utility in Case-Based Decision Theory 0 0 0 0 0 0 7 25
Total Working Papers 2 4 17 809 16 37 196 4,310


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 7 0 0 1 66
A General Result for Quantifying Beliefs 0 0 0 22 0 0 5 105
A Personal Tribute to David Schmeidler’s Influence 0 0 0 0 1 1 3 9
A Simple Axiomatization of Nonadditive Expected Utility 0 1 2 197 1 2 10 816
A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility 0 0 0 63 0 0 1 396
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 1 61 0 2 9 285
A Test of Rank-Dependent Utility in the Context of Ambiguity 0 0 0 0 0 1 1 115
A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes * 0 0 1 49 2 3 11 183
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 1 3 71 0 1 5 201
A powerful tool for analyzing concave/convex utility and weighting functions 1 1 1 3 4 4 16 51
A simple preference foundation of cumulative prospect theory with power utility 0 0 0 60 2 3 22 250
A unified derivation of classical subjective expected utility models through cardinal utility 0 0 0 21 0 1 6 115
Additive representations on rank-ordered sets: II. The topological approach 0 0 0 37 0 0 1 109
Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories 0 0 1 25 0 0 2 159
Ambiguity Attitudes in a Large Representative Sample 1 4 14 36 6 13 45 139
An Axiomatization of Cumulative Prospect Theory 0 0 0 1 0 1 9 552
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 1 147 0 0 5 344
An experimental test of prospect theory for predicting choice under ambiguity 1 2 6 38 3 7 24 136
An index of loss aversion 2 6 10 249 3 18 39 929
Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility 0 0 1 3 2 2 4 15
Average Utility Maximization: A Preference Foundation 0 0 0 2 0 0 5 17
Back to Bentham? Explorations of Experienced Utility 0 7 15 81 3 16 52 309
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 1 1 7 50 2 2 16 120
Causes of ambiguity aversion: Known versus unknown preferences 0 1 4 121 2 7 26 1,213
Characterizing QALYs by Risk Neutrality 0 0 0 37 0 1 5 228
Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory 0 0 0 0 0 0 0 282
Characterizing optimism and pessimism directly through comonotonicity 0 0 1 46 0 0 2 148
Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954 0 0 0 76 0 1 2 241
Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories 0 0 0 0 1 2 5 224
Confidence intervals for cost/effectiveness ratios 0 0 0 0 0 1 4 28
Continuity of Preference Relations for Separable Topologies 0 0 0 48 0 0 1 282
Continuous subjective expected utility with non-additive probabilities 0 0 0 25 1 1 4 85
Convex functions on non-convex domains 0 0 0 20 0 0 3 77
Counterexamples to Segal's Measure Representation Theorem 0 0 0 0 0 0 3 82
Cumulative dominance and probabilistic sophistication 0 0 0 21 0 0 1 109
Cycle-preserving extension of demand functions to new commodities 0 0 0 9 0 0 7 215
Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle 0 0 0 0 0 0 1 180
Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces 0 0 0 13 0 0 1 63
Derived strengths of preference relations on coordinates 0 0 0 2 0 0 1 33
Discounted Utility and Present Value—A Close Relation 0 0 0 2 1 2 9 27
Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension 0 0 0 18 0 0 3 102
Dynamic Choice and NonExpected Utility 0 0 2 111 2 4 12 257
Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory 0 1 4 41 0 2 6 142
Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown 0 5 14 60 3 15 50 209
Expected utility without continuity: A comment on Delbaen et al. (2011) 0 0 0 14 0 0 3 73
Explaining the characteristics of the power (CRRA) utility family 1 5 21 445 5 12 68 1,936
Folding Back in Decision Tree Analysis 0 0 1 9 2 5 15 78
From local to global additive representation 0 1 1 29 0 2 2 79
Group decision rules and group rationality under risk 0 0 1 12 0 0 4 69
If nudge cannot be applied: a litmus test of the readers’ stance on paternalism 0 1 1 11 0 2 6 55
Improving one’s choices by putting oneself in others’ shoes – An experimental analysis 0 0 1 5 0 0 3 32
Independence of Irrelevant Alternatives and Revealed Group Preferences 0 0 0 159 0 0 7 672
Jaffray’s ideas on ambiguity 0 0 0 15 0 0 1 66
Learning in the Allais paradox 0 0 1 115 0 2 12 440
MF Calculator: A Web-Based Application for Analyzing Similarity 0 0 0 1 1 1 1 10
Making Case-Based Decision Theory Directly Observable 0 0 0 10 0 0 3 50
Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility 0 1 2 20 6 20 33 132
Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications 0 0 1 5 2 3 11 42
Measuring Ambiguity Attitudes for All (Natural) Events 0 2 4 12 3 6 23 66
Measuring Discounting without Measuring Utility 2 3 8 49 4 13 40 297
Multiattribute Utility Theory Without Expected Utility Foundations 0 0 0 4 0 0 1 8
Nash was a first to axiomatize expected utility 0 1 1 3 0 1 3 23
Non-hyperbolic time inconsistency 0 0 3 35 0 2 9 156
Nonmonotonic Choquet integrals 0 0 0 30 0 1 3 125
On solving intansitivities in repeated pairwise choices 0 0 0 3 0 1 3 45
On solving intransitivities in repeated pairwise choices 0 0 0 6 0 0 2 80
On the Intuition of Rank-Dependent Utility 0 0 0 152 1 3 6 400
Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique 0 0 0 1 1 2 8 18
Preference Reversals for Ambiguity Aversion 0 0 0 33 1 3 9 120
Probabilistic Insurance 0 0 3 306 2 8 37 1,359
Process fairness and dynamic consistency 0 0 0 16 0 0 1 111
Prospect theory for continuous distributions: A preference foundation 0 0 0 22 0 0 1 144
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 26 1 1 5 254
Random incentive systems in a dynamic choice experiment 0 0 1 17 1 5 11 147
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 1 2 112 1 3 14 341
Regret Theory: A Bold Alternative to the Alternatives 0 0 1 16 0 0 7 83
Relative concave utility for risk and ambiguity 0 0 0 23 1 2 6 104
Resolving Rabin’s paradox 0 1 3 4 1 2 19 29
Revealed Likelihood and Knightian Uncertainty 0 0 0 35 1 1 3 179
Risk Attitudes and Decision Weights 1 5 18 416 1 15 55 1,342
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 4 0 0 3 43
Risk, uncertainty and discrete choice models 1 2 6 163 1 4 22 402
Savage for dummies and experts 0 1 2 2 0 4 28 31
Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance 0 0 0 125 0 1 7 601
Social and strategic ambiguity versus betrayal aversion 0 0 2 2 2 13 27 27
State Dependent Expected Utility for Savage's State Space 0 0 0 1 0 0 1 6
Subjective probabilities for state dependent continuous utility 0 0 1 18 1 1 4 63
Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle 0 0 0 0 0 1 5 290
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 1 89 0 3 6 195
The Comonotonic Sure-Thing Principle 0 0 0 0 0 2 4 268
The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory 1 1 3 17 1 3 6 84
The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions 0 0 0 8 0 3 7 69
The Invention of the Independence Condition for Preferences 0 1 1 7 1 3 7 53
The Likelihood Method for Decision under Uncertainty 0 0 0 86 0 1 5 315
The Midweight Method to Measure Attitudes Toward Risk and Ambiguity 0 1 3 24 1 2 9 101
The Rich Domain of Ambiguity Explored 0 0 0 0 0 3 8 8
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 1 6 95 1 4 24 408
The Utility of Gambling Reconsidered 0 0 0 184 0 2 5 375
The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility 0 0 0 23 0 1 2 95
The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis 0 0 0 84 1 1 5 279
Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency 0 0 1 21 1 4 11 114
Trust as a decision under ambiguity 0 0 3 6 2 5 31 53
Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models 0 0 0 1 0 0 2 10
Uncertainty aversion: a discussion of critical issues in health economics 0 0 0 1 0 0 1 82
Utility in Case-Based Decision Theory 0 0 1 80 0 0 8 254
WARP Does Not Imply SARP for More Than Two Commodities 0 0 1 131 0 0 4 586
Total Journal Articles 12 58 193 5,216 86 290 1,115 23,625


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 2 11 40 200
Prospect Theory 0 0 0 0 1 7 16 189
Total Books 0 0 0 0 3 18 56 389


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 0 0 1 2 2
Total Chapters 0 0 0 0 0 1 2 2


Statistics updated 2021-07-05