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 1 1 10 11
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 3 1 2 9 27
A Theory of the Gambling Effect 0 0 0 30 3 3 12 141
A Theory of the Gambling Effect 0 0 0 0 9 11 16 24
A simple axiomatization of nonadditive expected utility 0 0 0 4 1 3 7 18
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 3 4 6 1,628
Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity 0 0 1 7 2 4 9 17
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 1 30 0 2 8 114
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 6 2 6 15 49
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 1 1 3 11 19
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 0 2 3 11 12
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 2 2 3 8 24
Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory 0 0 0 4 5 6 16 41
Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple 0 0 0 0 2 3 8 361
Independence of irrelevant alternatives and revealed group preferences 0 0 0 0 1 2 7 12
On the Intuition of Rank-Dependent Utility 0 0 0 10 4 6 11 52
On the Intuition of Rank-Dependent Utility 0 0 0 2 3 3 10 21
Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes 0 0 2 9 4 4 17 30
Probabilistic insurance 0 0 0 1 2 2 7 17
Probabilistic insurance 0 0 0 26 5 7 14 235
Revealed likelihood and knightian uncertainty 0 0 0 0 0 1 6 8
Revealed likelihood and knightian uncertainty 0 0 0 1 4 5 10 30
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 3 3 4 8 22
Risk, Uncertainty and Discrete Choice Models 0 0 5 600 2 4 19 1,134
Savage for Dummies and Experts 0 0 0 0 2 3 9 9
Source Theory: A Tractable and Positive Ambiguity Theory 0 0 4 10 4 4 25 27
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 1 6 6 12 31
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 2 0 0 4 400
The Rich Domain of Ambiguity Explored 0 0 0 91 2 3 15 99
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 1 3 12 72
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 1 2 9 48
The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions 0 0 0 35 1 3 18 164
The midweight method to measure attitudes towards risk and ambiguity 0 0 0 14 6 7 18 86
Trust as a decision under ambiguity 0 0 0 0 2 3 13 35
Utility in Case-Based Decision Theory 0 0 0 0 3 4 10 47
Total Working Papers 0 0 13 892 90 130 400 5,065


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 2 5 5
A Criticism of Healthy-years Equivalents 0 0 0 0 0 0 4 9
A Direct Method for Measuring Discounting and QALYs More Easily and Reliably 0 0 0 2 2 4 8 14
A General Result for Quantifying Beliefs 0 0 0 25 1 1 4 114
A Personal Tribute to David Schmeidler’s Influence 0 0 1 1 2 3 8 18
A Simple Axiomatization of Nonadditive Expected Utility 0 0 0 199 0 1 8 835
A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility 0 0 0 63 0 0 7 406
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 62 1 3 16 310
A Test of Rank-Dependent Utility in the Context of Ambiguity 0 0 0 0 2 2 14 132
A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes * 0 0 0 61 1 2 9 221
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 1 6 210
A criticism of Bernheim & Sprenger's (2020) tests of rank dependence 0 0 1 2 1 6 14 19
A powerful tool for analyzing concave/convex utility and weighting functions 0 0 0 5 2 5 16 136
A simple and general axiomatization of average utility maximization for infinite streams 0 0 1 1 3 3 10 15
A simple preference foundation of cumulative prospect theory with power utility 0 0 0 65 1 1 5 292
A unified derivation of classical subjective expected utility models through cardinal utility 0 0 0 22 1 6 15 141
Additive representations on rank-ordered sets: II. The topological approach 0 0 0 40 1 2 5 121
Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories 0 0 0 25 5 5 15 182
Ambiguity Attitudes in a Large Representative Sample 0 0 1 75 4 6 25 258
An Axiomatization of Cumulative Prospect Theory 0 0 0 1 2 4 20 599
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 3 3 7 357
An experimental test of prospect theory for predicting choice under ambiguity 0 0 0 49 2 4 16 178
An index of loss aversion 1 1 5 294 2 4 23 1,054
Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility 0 0 0 3 1 2 7 37
Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity 0 0 1 1 2 2 18 18
Average Utility Maximization: A Preference Foundation 0 0 0 3 4 4 12 35
Back to Bentham? Explorations of Experienced Utility 0 2 6 142 3 23 58 557
Belief hedges: Measuring ambiguity for all events and all models 0 0 0 8 5 9 19 43
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 0 4 69 2 4 18 166
Causes of ambiguity aversion: Known versus unknown preferences 0 0 0 125 3 5 10 1,240
Characterizing QALYs by Risk Neutrality 0 0 1 38 1 2 11 244
Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory 0 0 0 0 1 3 6 289
Characterizing optimism and pessimism directly through comonotonicity 0 0 0 47 0 0 5 158
Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954 0 0 1 78 1 2 6 252
Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories 0 0 0 0 0 2 9 242
Concave/convex weighting and utility functions for risk: A new light on classical theorems 0 0 1 10 3 6 15 45
Confidence intervals for cost/effectiveness ratios 0 0 0 0 2 2 4 33
Continuity of Preference Relations for Separable Topologies 0 0 0 48 2 2 6 292
Continuous subjective expected utility with non-additive probabilities 0 0 0 26 0 3 12 104
Convex functions on non-convex domains 0 0 0 22 1 1 5 88
Correcting Biases in Standard Gamble and Time Tradeoff Utilities 0 0 0 0 0 3 11 15
Counterexamples to Segal's Measure Representation Theorem 0 0 0 0 0 1 6 91
Cumulative dominance and probabilistic sophistication 0 0 0 23 1 2 5 122
Cycle-preserving extension of demand functions to new commodities 0 0 0 9 0 0 5 223
Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle 0 0 0 0 2 2 5 188
Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces 0 0 0 13 0 1 13 78
Derived strengths of preference relations on coordinates 0 0 0 2 1 1 6 42
Discounted Utility and Present Value—A Close Relation 0 0 0 3 3 3 10 39
Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension 0 0 0 21 1 3 6 118
Dynamic Choice and NonExpected Utility 0 0 0 115 0 1 6 280
Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory 0 0 1 43 4 16 27 179
Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown 0 0 1 88 2 8 28 315
Expected utility without continuity: A comment on Delbaen et al. (2011) 0 1 1 16 1 4 7 87
Explaining Distortions in Utility Elicitation through the Rank-dependent Model for Risky Choices 0 0 0 0 3 5 11 15
Explaining the characteristics of the power (CRRA) utility family 0 0 1 454 4 6 18 1,971
Folding Back in Decision Tree Analysis 0 0 0 10 1 3 17 118
From local to global additive representation 0 0 1 34 2 4 12 104
Group decision rules and group rationality under risk 0 0 0 14 2 5 16 99
HYEs: Rejoinder 0 0 0 0 3 5 8 11
If nudge cannot be applied: a litmus test of the readers’ stance on paternalism 0 0 0 11 1 2 10 68
Improving one’s choices by putting oneself in others’ shoes – An experimental analysis 0 0 0 5 2 6 12 54
Independence of Irrelevant Alternatives and Revealed Group Preferences 0 0 0 160 1 3 13 691
Jaffray’s ideas on ambiguity 0 0 0 16 2 2 7 78
Learning in the Allais paradox 0 0 0 118 2 2 6 461
Lessons Learned by (from?) an Economist Working in Medical Decision Making 0 0 0 1 0 0 3 7
MF Calculator: A Web-Based Application for Analyzing Similarity 0 0 0 1 3 3 5 16
Making Case-Based Decision Theory Directly Observable 0 0 1 11 2 6 18 73
Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility 0 0 0 30 6 9 15 189
Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications 0 1 1 9 0 1 12 68
Measuring Ambiguity Attitudes for All (Natural) Events 0 0 2 26 2 8 17 132
Measuring Discounting without Measuring Utility 0 0 0 64 0 0 15 358
Multiattribute Utility Theory Without Expected Utility Foundations 1 1 2 10 4 5 12 33
Nash was a first to axiomatize expected utility 0 0 0 4 0 1 7 36
Non-hyperbolic time inconsistency 0 0 0 39 2 5 23 199
Nonmonotonic Choquet integrals 0 0 0 32 4 7 16 148
On solving intansitivities in repeated pairwise choices 0 0 0 3 3 4 9 57
On solving intransitivities in repeated pairwise choices 0 0 0 6 2 5 12 95
On the Intuition of Rank-Dependent Utility 0 0 0 160 0 1 9 431
Patients' Utilities for Cancer Treatments 0 0 0 0 1 2 8 14
Preference Reversals for Ambiguity Aversion 0 0 1 38 2 9 20 149
Prince: An improved method for measuring incentivized preferences 0 0 0 0 5 10 19 33
Probabilistic Insurance 0 0 0 315 2 3 13 1,417
Process fairness and dynamic consistency 0 0 0 16 3 5 14 129
Prospect theory for continuous distributions: A preference foundation 0 0 1 24 1 4 10 162
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 9 272
Random incentive systems in a dynamic choice experiment 0 0 0 22 3 5 16 192
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 1 11 28 403
Regret Theory: A Bold Alternative to the Alternatives 0 0 0 23 5 9 17 127
Relative concave utility for risk and ambiguity 0 0 0 24 1 1 8 121
Resolving Rabin’s paradox 0 0 0 11 5 7 29 115
Revealed Likelihood and Knightian Uncertainty 0 0 0 36 0 3 7 193
Risk Attitudes and Decision Weights 0 0 0 425 8 13 19 1,403
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 4 0 1 4 47
Risk, uncertainty and discrete choice models 0 0 4 182 1 6 22 466
Savage for dummies and experts 0 0 1 20 2 3 23 122
Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance 0 0 0 126 6 8 20 637
Social and strategic ambiguity versus betrayal aversion 0 0 0 9 3 4 17 73
Source Theory: A Tractable and Positive Ambiguity Theory 0 0 1 1 1 6 16 16
Subjective probabilities for state dependent continuous utility 0 0 0 18 2 2 11 79
Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle 0 0 0 0 9 10 16 311
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 90 5 5 13 211
The Comonotonic Sure-Thing Principle 0 0 0 0 2 2 6 276
The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory 0 0 0 18 2 2 9 103
The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions 0 0 0 8 3 4 11 87
The Invention of the Independence Condition for Preferences 0 0 0 9 5 7 13 78
The Likelihood Method for Decision under Uncertainty 0 0 0 86 1 3 9 330
The Midweight Method to Measure Attitudes Toward Risk and Ambiguity 0 0 0 24 4 5 16 123
The Rich Domain of Ambiguity Explored 0 0 0 2 0 1 7 26
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 1 2 105 2 16 54 513
The Utility of Gambling Reconsidered 0 0 0 188 2 4 9 396
The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility 0 0 1 27 4 6 17 118
The correct formula of 1979 prospect theory for multiple outcomes 1 1 1 3 2 2 8 18
The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis 0 0 0 86 2 4 10 296
Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency 0 0 0 22 4 5 14 143
Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019) 0 0 0 4 1 5 8 23
Trust as a decision under ambiguity 0 0 0 7 6 6 16 109
Uncertainty aversion: a discussion of critical issues in health economics 0 0 0 1 1 2 14 100
Unstable Preferences 0 0 0 0 2 3 9 14
Utility in Case-Based Decision Theory 0 0 0 82 4 5 10 274
WARP Does Not Imply SARP for More Than Two Commodities 0 0 0 134 1 1 5 601
Total Journal Articles 3 8 46 5,728 250 495 1,523 27,078
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 0 3 11 315
Prospect Theory 0 0 0 0 4 7 20 250
Total Books 0 0 0 0 4 10 31 565


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 4 21
Total Chapters 0 0 0 3 1 1 4 21


Statistics updated 2026-05-06