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 1 9 27
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 0 0 1 10 11
A Theory of the Gambling Effect 0 0 0 0 1 11 18 26
A Theory of the Gambling Effect 0 0 0 30 0 3 12 141
A simple axiomatization of nonadditive expected utility 0 0 0 4 0 1 7 18
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 1 4 7 1,629
Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity 0 0 1 7 1 6 13 21
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 1 30 0 0 8 114
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 1 0 3 13 21
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 6 0 2 15 49
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 2 0 2 8 24
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 0 0 5 14 15
Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory 0 0 0 4 0 8 19 44
Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple 0 0 0 0 0 3 7 362
Independence of irrelevant alternatives and revealed group preferences 0 0 0 0 0 2 8 13
On the Intuition of Rank-Dependent Utility 0 0 0 10 0 4 10 52
On the Intuition of Rank-Dependent Utility 0 0 0 2 0 4 11 22
Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes 0 0 0 9 0 5 13 31
Probabilistic insurance 0 0 0 26 1 6 14 236
Probabilistic insurance 0 0 0 1 0 2 7 17
Revealed likelihood and knightian uncertainty 0 0 0 1 0 4 9 30
Revealed likelihood and knightian uncertainty 0 0 0 0 0 0 6 8
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 3 0 4 9 23
Risk, Uncertainty and Discrete Choice Models 0 0 5 600 1 3 20 1,135
Savage for Dummies and Experts 0 0 0 0 0 3 10 10
Source Theory: A Tractable and Positive Ambiguity Theory 0 0 2 10 1 5 22 28
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 2 0 0 4 400
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 1 0 6 12 31
The Rich Domain of Ambiguity Explored 0 0 0 91 0 2 13 99
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 3 14 74
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 1 4 11 51
The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions 0 0 0 35 0 1 17 164
The midweight method to measure attitudes towards risk and ambiguity 0 0 0 14 0 7 17 87
Trust as a decision under ambiguity 0 0 0 0 0 2 13 35
Utility in Case-Based Decision Theory 0 0 0 0 0 3 9 47
Total Working Papers 0 0 9 892 7 120 409 5,095


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 2 6 6
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 0 4 10 16
A General Result for Quantifying Beliefs 0 0 0 25 1 3 6 116
A Personal Tribute to David Schmeidler’s Influence 0 0 0 1 0 2 7 18
A Simple Axiomatization of Nonadditive Expected Utility 0 0 0 199 0 0 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 0 1 16 310
A Test of Rank-Dependent Utility in the Context of Ambiguity 0 0 0 0 0 2 14 132
A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes * 1 1 1 62 1 2 10 222
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 0 6 210
A criticism of Bernheim & Sprenger's (2020) tests of rank dependence 0 0 1 2 0 3 15 21
A powerful tool for analyzing concave/convex utility and weighting functions 0 0 0 5 1 3 17 137
A simple and general axiomatization of average utility maximization for infinite streams 0 0 1 1 0 3 9 15
A simple preference foundation of cumulative prospect theory with power utility 0 0 0 65 0 4 8 295
A unified derivation of classical subjective expected utility models through cardinal utility 0 0 0 22 0 1 15 141
Additive representations on rank-ordered sets: II. The topological approach 0 0 0 40 0 1 5 121
Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories 0 0 0 25 0 5 14 182
Ambiguity Attitudes in a Large Representative Sample 0 0 1 75 2 9 30 263
An Axiomatization of Cumulative Prospect Theory 0 0 0 1 0 2 18 599
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 1 4 8 358
An experimental test of prospect theory for predicting choice under ambiguity 0 0 0 49 0 2 15 178
An index of loss aversion 0 2 5 295 1 6 25 1,058
Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility 0 0 0 3 0 1 7 37
Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity 0 0 1 1 0 4 20 20
Average Utility Maximization: A Preference Foundation 0 0 0 3 0 6 14 37
Back to Bentham? Explorations of Experienced Utility 0 3 9 145 3 12 63 566
Belief hedges: Measuring ambiguity for all events and all models 0 0 0 8 2 8 19 46
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 1 5 70 0 3 18 167
Causes of ambiguity aversion: Known versus unknown preferences 0 0 0 125 1 4 11 1,241
Characterizing QALYs by Risk Neutrality 0 0 1 38 0 1 11 244
Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory 0 0 0 0 0 2 7 290
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 0 78 0 1 5 252
Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories 0 0 0 0 0 0 9 242
Concave/convex weighting and utility functions for risk: A new light on classical theorems 0 0 1 10 1 6 17 48
Confidence intervals for cost/effectiveness ratios 0 0 0 0 0 2 4 33
Continuity of Preference Relations for Separable Topologies 0 0 0 48 0 2 6 292
Continuous subjective expected utility with non-additive probabilities 0 0 0 26 0 0 12 104
Convex functions on non-convex domains 0 0 0 22 0 2 6 89
Correcting Biases in Standard Gamble and Time Tradeoff Utilities 0 0 0 0 0 0 11 15
Counterexamples to Segal's Measure Representation Theorem 0 0 0 0 0 0 6 91
Cumulative dominance and probabilistic sophistication 0 0 0 23 0 2 6 123
Cycle-preserving extension of demand functions to new commodities 0 0 0 9 1 1 6 224
Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle 0 0 0 0 0 3 6 189
Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces 0 0 0 13 1 1 13 79
Derived strengths of preference relations on coordinates 0 0 0 2 0 1 6 42
Discounted Utility and Present Value—A Close Relation 0 0 0 3 0 3 10 39
Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension 0 0 0 21 0 1 6 118
Dynamic Choice and NonExpected Utility 0 0 0 115 1 1 7 281
Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory 0 0 1 43 0 5 28 180
Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown 0 0 0 88 1 4 29 317
Expected utility without continuity: A comment on Delbaen et al. (2011) 0 0 1 16 0 1 7 87
Explaining Distortions in Utility Elicitation through the Rank-dependent Model for Risky Choices 0 0 0 0 0 3 11 15
Explaining the characteristics of the power (CRRA) utility family 0 0 1 454 1 5 19 1,972
Folding Back in Decision Tree Analysis 0 0 0 10 0 2 18 119
From local to global additive representation 1 1 1 35 1 3 12 105
Group decision rules and group rationality under risk 0 0 0 14 0 3 17 100
HYEs: Rejoinder 0 0 0 0 0 3 8 11
If nudge cannot be applied: a litmus test of the readers’ stance on paternalism 0 0 0 11 0 2 11 69
Improving one’s choices by putting oneself in others’ shoes – An experimental analysis 0 0 0 5 1 3 13 55
Independence of Irrelevant Alternatives and Revealed Group Preferences 0 0 0 160 0 1 13 691
Jaffray’s ideas on ambiguity 0 0 0 16 0 2 7 78
Learning in the Allais paradox 0 0 0 118 1 3 6 462
Lessons Learned by (from?) an Economist Working in Medical Decision Making 0 0 0 1 0 1 4 8
MF Calculator: A Web-Based Application for Analyzing Similarity 0 0 0 1 0 4 6 17
Making Case-Based Decision Theory Directly Observable 0 0 1 11 4 8 22 79
Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility 0 0 0 30 2 8 17 191
Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications 0 0 1 9 0 0 12 68
Measuring Ambiguity Attitudes for All (Natural) Events 0 0 1 26 1 4 17 134
Measuring Discounting without Measuring Utility 0 0 0 64 0 0 13 358
Multiattribute Utility Theory Without Expected Utility Foundations 0 1 2 10 0 4 11 33
Nash was a first to axiomatize expected utility 0 0 0 4 0 3 10 39
Non-hyperbolic time inconsistency 0 0 0 39 0 3 24 200
Nonmonotonic Choquet integrals 0 0 0 32 0 5 17 149
On solving intansitivities in repeated pairwise choices 0 0 0 3 0 3 9 57
On solving intransitivities in repeated pairwise choices 0 0 0 6 0 2 12 95
On the Intuition of Rank-Dependent Utility 0 0 0 160 1 1 10 432
Patients' Utilities for Cancer Treatments 0 0 0 0 0 1 8 14
Preference Reversals for Ambiguity Aversion 0 0 1 38 0 2 20 149
Prince: An improved method for measuring incentivized preferences 0 0 0 0 1 6 20 34
Probabilistic Insurance 0 0 0 315 0 2 13 1,417
Process fairness and dynamic consistency 0 0 0 16 0 4 15 130
Prospect theory for continuous distributions: A preference foundation 0 0 0 24 0 1 8 162
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 0 3 10 273
Random incentive systems in a dynamic choice experiment 1 1 1 23 1 4 17 193
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 1 2 29 404
Regret Theory: A Bold Alternative to the Alternatives 0 0 0 23 1 7 19 129
Relative concave utility for risk and ambiguity 0 0 0 24 0 1 8 121
Resolving Rabin’s paradox 0 0 0 11 1 7 30 117
Revealed Likelihood and Knightian Uncertainty 0 0 0 36 0 1 8 194
Risk Attitudes and Decision Weights 0 0 0 425 2 11 22 1,406
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 4 0 0 4 47
Risk, uncertainty and discrete choice models 0 0 4 182 0 1 22 466
Savage for dummies and experts 0 0 0 20 1 9 28 129
Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance 0 0 0 126 0 6 20 637
Social and strategic ambiguity versus betrayal aversion 0 0 0 9 0 3 17 73
Source Theory: A Tractable and Positive Ambiguity Theory 1 1 2 2 2 4 19 19
Subjective probabilities for state dependent continuous utility 0 0 0 18 0 2 11 79
Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle 0 0 0 0 2 11 18 313
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 90 0 7 15 213
The Comonotonic Sure-Thing Principle 0 0 0 0 1 3 7 277
The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory 0 0 0 18 0 2 9 103
The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions 0 0 0 8 0 3 11 87
The Invention of the Independence Condition for Preferences 0 0 0 9 0 5 13 78
The Likelihood Method for Decision under Uncertainty 0 0 0 86 0 1 9 330
The Midweight Method to Measure Attitudes Toward Risk and Ambiguity 0 0 0 24 3 7 18 126
The Rich Domain of Ambiguity Explored 0 0 0 2 1 1 8 27
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 1 1 3 106 3 5 56 516
The Utility of Gambling Reconsidered 0 0 0 188 0 3 9 397
The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility 0 0 1 27 1 6 19 120
The correct formula of 1979 prospect theory for multiple outcomes 0 1 1 3 0 2 7 18
The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis 0 0 0 86 0 2 10 296
Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency 0 0 0 22 0 5 15 144
Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019) 0 0 0 4 0 1 8 23
Trust as a decision under ambiguity 0 0 0 7 0 8 16 111
Uncertainty aversion: a discussion of critical issues in health economics 0 0 0 1 0 1 13 100
Unstable Preferences 0 0 0 0 0 2 9 14
Utility in Case-Based Decision Theory 0 0 0 82 0 5 11 275
WARP Does Not Imply SARP for More Than Two Commodities 0 0 0 134 0 2 6 602
Total Journal Articles 5 13 48 5,738 51 371 1,602 27,199
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 6 22 252
Prospect Theory 0 0 0 0 1 1 11 316
Total Books 0 0 0 0 2 7 33 568


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 21
Total Chapters 0 0 0 3 0 1 4 21


Statistics updated 2026-07-10