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 0 0 3 3 4
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 3 2 3 3 21
A Theory of the Gambling Effect 0 0 0 0 1 1 4 10
A Theory of the Gambling Effect 0 0 0 30 1 4 7 136
A simple axiomatization of nonadditive expected utility 0 0 0 4 2 2 5 14
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 1 2 1,623
Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity 0 0 1 7 0 0 2 10
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 1 30 1 3 8 111
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 6 1 3 5 39
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 1 0 2 3 11
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 0 2 7 7 8
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 2 1 2 2 18
Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory 0 0 0 4 7 7 7 32
Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple 0 0 0 0 0 0 4 356
Independence of irrelevant alternatives and revealed group preferences 0 0 0 0 1 2 2 7
On the Intuition of Rank-Dependent Utility 0 0 0 10 1 1 2 43
On the Intuition of Rank-Dependent Utility 0 0 0 2 2 3 3 14
Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes 0 0 2 9 0 3 15 24
Probabilistic insurance 0 0 0 1 0 2 2 12
Probabilistic insurance 0 0 0 26 0 2 8 225
Revealed likelihood and knightian uncertainty 0 0 0 0 1 2 2 4
Revealed likelihood and knightian uncertainty 0 0 0 1 0 1 2 22
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 3 1 2 3 17
Risk, Uncertainty and Discrete Choice Models 0 1 4 599 2 6 11 1,126
Savage for Dummies and Experts 0 0 0 0 2 5 6 6
Source Theory: A Tractable and Positive Ambiguity Theory 0 1 10 10 4 8 19 19
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 1 0 1 2 21
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 2 1 1 2 398
The Rich Domain of Ambiguity Explored 0 0 0 91 0 4 6 90
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 4 5 8 46
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 3 4 5 64
The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions 0 0 0 35 2 5 9 154
The midweight method to measure attitudes towards risk and ambiguity 0 0 0 14 2 3 6 73
Trust as a decision under ambiguity 0 0 0 0 1 5 6 27
Utility in Case-Based Decision Theory 0 0 0 0 1 2 5 41
Total Working Papers 0 2 18 891 47 105 186 4,826


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 1 3 3 3
A Criticism of Healthy-years Equivalents 0 0 0 0 0 3 3 8
A Direct Method for Measuring Discounting and QALYs More Easily and Reliably 0 0 2 2 2 3 6 9
A General Result for Quantifying Beliefs 0 0 0 25 1 1 1 111
A Personal Tribute to David Schmeidler’s Influence 0 0 1 1 0 2 3 13
A Simple Axiomatization of Nonadditive Expected Utility 0 0 0 199 3 4 5 832
A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility 0 0 0 63 2 3 4 403
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 62 3 4 7 301
A Test of Rank-Dependent Utility in the Context of Ambiguity 0 0 0 0 2 6 7 125
A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes * 0 0 1 61 2 3 8 217
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 1 3 207
A criticism of Bernheim & Sprenger's (2020) tests of rank dependence 1 1 1 2 1 3 5 10
A powerful tool for analyzing concave/convex utility and weighting functions 0 0 1 5 1 1 8 125
A simple and general axiomatization of average utility maximization for infinite streams 1 1 1 1 2 4 7 11
A simple preference foundation of cumulative prospect theory with power utility 0 0 0 65 2 3 3 290
A unified derivation of classical subjective expected utility models through cardinal utility 0 0 0 22 0 2 5 131
Additive representations on rank-ordered sets: II. The topological approach 0 0 0 40 1 2 2 118
Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories 0 0 0 25 2 5 9 175
Ambiguity Attitudes in a Large Representative Sample 1 1 1 75 2 5 15 243
An Axiomatization of Cumulative Prospect Theory 0 0 0 1 3 9 15 591
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 0 1 3 352
An experimental test of prospect theory for predicting choice under ambiguity 0 0 0 49 1 3 6 168
An index of loss aversion 1 1 5 292 5 8 14 1,042
Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility 0 0 0 3 1 1 4 32
Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity 0 0 1 1 0 3 7 7
Average Utility Maximization: A Preference Foundation 0 0 0 3 5 5 5 28
Back to Bentham? Explorations of Experienced Utility 1 2 5 140 8 19 37 532
Belief hedges: Measuring ambiguity for all events and all models 0 0 0 8 2 3 8 32
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 1 4 69 1 3 10 156
Causes of ambiguity aversion: Known versus unknown preferences 0 0 0 125 0 1 1 1,231
Characterizing QALYs by Risk Neutrality 0 1 1 38 3 7 8 240
Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory 0 0 0 0 0 1 1 284
Characterizing optimism and pessimism directly through comonotonicity 0 0 0 47 0 1 2 155
Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954 0 0 1 78 0 1 3 249
Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories 0 0 0 0 0 1 1 234
Concave/convex weighting and utility functions for risk: A new light on classical theorems 0 0 2 9 1 4 7 35
Confidence intervals for cost/effectiveness ratios 0 0 0 0 0 1 2 31
Continuity of Preference Relations for Separable Topologies 0 0 0 48 2 2 2 288
Continuous subjective expected utility with non-additive probabilities 0 0 0 26 4 8 9 100
Convex functions on non-convex domains 0 0 0 22 0 1 3 85
Correcting Biases in Standard Gamble and Time Tradeoff Utilities 0 0 0 0 2 5 5 9
Counterexamples to Segal's Measure Representation Theorem 0 0 0 0 2 2 3 88
Cumulative dominance and probabilistic sophistication 0 0 0 23 0 2 4 119
Cycle-preserving extension of demand functions to new commodities 0 0 0 9 1 4 6 223
Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle 0 0 0 0 1 1 3 185
Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces 0 0 0 13 1 3 5 69
Derived strengths of preference relations on coordinates 0 0 0 2 2 2 4 39
Discounted Utility and Present Value—A Close Relation 0 0 0 3 1 4 6 34
Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension 0 0 0 21 0 0 0 112
Dynamic Choice and NonExpected Utility 0 0 0 115 2 3 3 277
Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory 0 0 1 43 1 1 6 156
Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown 0 0 2 88 6 10 17 299
Expected utility without continuity: A comment on Delbaen et al. (2011) 0 0 0 15 1 2 3 83
Explaining Distortions in Utility Elicitation through the Rank-dependent Model for Risky Choices 0 0 0 0 1 2 3 7
Explaining the characteristics of the power (CRRA) utility family 1 1 1 454 3 4 6 1,959
Folding Back in Decision Tree Analysis 0 0 0 10 6 8 10 111
From local to global additive representation 0 0 1 34 2 2 4 95
Group decision rules and group rationality under risk 0 0 0 14 0 3 7 89
HYEs: Rejoinder 0 0 0 0 0 1 1 4
If nudge cannot be applied: a litmus test of the readers’ stance on paternalism 0 0 0 11 1 4 5 63
Improving one’s choices by putting oneself in others’ shoes – An experimental analysis 0 0 0 5 3 5 6 47
Independence of Irrelevant Alternatives and Revealed Group Preferences 0 0 0 160 1 3 5 683
Jaffray’s ideas on ambiguity 0 0 1 16 2 3 4 74
Learning in the Allais paradox 0 0 0 118 1 1 3 458
Lessons Learned by (from?) an Economist Working in Medical Decision Making 0 0 0 1 2 2 2 6
MF Calculator: A Web-Based Application for Analyzing Similarity 0 0 0 1 0 0 0 11
Making Case-Based Decision Theory Directly Observable 0 1 1 11 0 6 9 63
Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility 0 0 1 30 2 3 6 177
Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications 0 0 0 8 1 4 7 62
Measuring Ambiguity Attitudes for All (Natural) Events 0 0 2 26 1 2 8 122
Measuring Discounting without Measuring Utility 0 0 1 64 3 8 15 355
Multiattribute Utility Theory Without Expected Utility Foundations 0 1 1 9 1 2 5 26
Nash was a first to axiomatize expected utility 0 0 1 4 0 0 2 30
Non-hyperbolic time inconsistency 0 0 0 39 6 9 12 186
Nonmonotonic Choquet integrals 0 0 0 32 0 2 3 134
On solving intansitivities in repeated pairwise choices 0 0 0 3 0 1 3 51
On solving intransitivities in repeated pairwise choices 0 0 0 6 1 1 3 86
On the Intuition of Rank-Dependent Utility 0 0 0 160 0 2 3 425
Patients' Utilities for Cancer Treatments 0 0 0 0 1 1 2 7
Preference Reversals for Ambiguity Aversion 0 0 1 38 0 3 6 135
Prince: An improved method for measuring incentivized preferences 0 0 0 0 2 4 7 21
Probabilistic Insurance 0 0 1 315 4 5 11 1,410
Process fairness and dynamic consistency 0 0 0 16 1 4 7 122
Prospect theory for continuous distributions: A preference foundation 0 0 1 24 1 1 6 157
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 2 2 2 265
Random incentive systems in a dynamic choice experiment 0 0 0 22 3 6 9 183
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 2 4 6 381
Regret Theory: A Bold Alternative to the Alternatives 0 0 0 23 3 3 4 114
Relative concave utility for risk and ambiguity 0 0 0 24 0 1 2 114
Resolving Rabin’s paradox 0 0 0 11 2 5 15 100
Revealed Likelihood and Knightian Uncertainty 0 0 0 36 0 2 2 188
Risk Attitudes and Decision Weights 0 0 0 425 2 4 6 1,389
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 4 0 0 1 44
Risk, uncertainty and discrete choice models 0 1 4 182 2 4 9 453
Savage for dummies and experts 0 0 1 20 3 10 18 114
Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance 0 0 0 126 1 3 10 625
Social and strategic ambiguity versus betrayal aversion 0 0 0 9 1 3 12 65
Subjective probabilities for state dependent continuous utility 0 0 0 18 1 2 4 72
Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle 0 0 0 0 3 3 4 299
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 90 1 2 4 202
The Comonotonic Sure-Thing Principle 0 0 0 0 1 1 2 272
The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory 0 0 0 18 2 3 5 98
The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions 0 0 0 8 2 5 5 81
The Invention of the Independence Condition for Preferences 0 0 0 9 3 5 5 70
The Likelihood Method for Decision under Uncertainty 0 0 0 86 2 2 4 325
The Midweight Method to Measure Attitudes Toward Risk and Ambiguity 0 0 0 24 2 4 6 112
The Rich Domain of Ambiguity Explored 0 0 0 2 0 2 3 21
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 1 1 104 8 23 28 484
The Utility of Gambling Reconsidered 0 0 0 188 0 1 5 389
The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility 0 1 2 27 1 3 4 104
The correct formula of 1979 prospect theory for multiple outcomes 0 0 0 2 1 2 3 13
The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis 0 0 0 86 0 0 2 288
Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency 0 0 0 22 0 2 3 131
Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019) 0 0 0 4 1 1 3 16
Trust as a decision under ambiguity 0 0 0 7 1 6 10 102
Uncertainty aversion: a discussion of critical issues in health economics 0 0 0 1 2 3 6 91
Unstable Preferences 0 0 0 0 2 2 2 7
Utility in Case-Based Decision Theory 0 0 0 82 2 3 3 267
WARP Does Not Imply SARP for More Than Two Commodities 0 0 0 134 0 1 3 598
Total Journal Articles 6 14 51 5,717 185 399 698 26,150
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 2 10 307
Prospect Theory 0 0 0 0 1 3 8 234
Total Books 0 0 0 0 2 5 18 541


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 19
Total Chapters 0 0 0 3 0 1 4 19


Statistics updated 2026-01-09