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 0 18
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 0 0 0 0 1
A Theory of the Gambling Effect 0 0 0 30 1 3 3 132
A Theory of the Gambling Effect 0 0 0 0 0 1 3 9
A simple axiomatization of nonadditive expected utility 0 0 0 4 0 1 3 12
An Axiomatization of Cumulative Prospect Theory for Decision Under Risk 0 0 0 0 0 0 2 1,622
Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity 1 1 1 7 1 2 2 10
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 1 1 30 1 2 5 108
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 1 0 1 1 9
Choquet Integrals With Respect to Non-Monotonic Set Functions 0 0 0 6 1 2 3 36
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 0 0 0 0 1
Comonotonic Book-Making with Nonadditive Probabilities 0 0 0 2 0 0 0 16
Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory 0 0 0 4 0 0 1 25
Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple 0 0 0 0 0 1 4 356
Independence of irrelevant alternatives and revealed group preferences 0 0 0 0 0 0 0 5
On the Intuition of Rank-Dependent Utility 0 0 0 10 0 0 1 42
On the Intuition of Rank-Dependent Utility 0 0 0 2 0 0 1 11
Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes 0 0 4 9 2 3 15 21
Probabilistic insurance 0 0 2 26 0 1 9 223
Probabilistic insurance 0 0 0 1 0 0 0 10
Revealed likelihood and knightian uncertainty 0 0 0 1 0 0 1 21
Revealed likelihood and knightian uncertainty 0 0 0 0 0 0 0 2
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 3 0 1 1 15
Risk, Uncertainty and Discrete Choice Models 1 3 3 598 2 5 5 1,120
Savage for Dummies and Experts 0 0 0 0 0 1 1 1
Source Theory: A Tractable and Positive Ambiguity Theory 0 1 9 9 2 5 11 11
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 2 0 1 1 397
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 1 0 1 1 20
The Rich Domain of Ambiguity Explored 0 0 0 91 0 0 2 86
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 0 1 60
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 1 1 3 41
The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions 0 0 0 35 1 2 5 149
The midweight method to measure attitudes towards risk and ambiguity 0 0 0 14 0 0 4 70
Trust as a decision under ambiguity 0 0 0 0 0 0 4 22
Utility in Case-Based Decision Theory 0 0 0 0 0 1 4 39
Total Working Papers 2 6 20 889 12 35 97 4,721


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 0 0 0
A Criticism of Healthy-years Equivalents 0 0 0 0 0 0 0 5
A Direct Method for Measuring Discounting and QALYs More Easily and Reliably 0 0 2 2 0 0 3 6
A General Result for Quantifying Beliefs 0 0 0 25 0 0 0 110
A Personal Tribute to David Schmeidler’s Influence 0 0 1 1 0 0 1 11
A Simple Axiomatization of Nonadditive Expected Utility 0 0 0 199 0 1 2 828
A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility 0 0 0 63 0 1 1 400
A Single-Stage Approach to Anscombe and Aumann's Expected Utility 0 0 0 62 0 3 3 297
A Test of Rank-Dependent Utility in the Context of Ambiguity 0 0 0 0 0 1 1 119
A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes * 0 0 1 61 0 2 6 214
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 1 2 2 206
A criticism of Bernheim & Sprenger's (2020) tests of rank dependence 0 0 0 1 1 1 4 7
A powerful tool for analyzing concave/convex utility and weighting functions 0 0 1 5 0 4 8 124
A simple and general axiomatization of average utility maximization for infinite streams 0 0 0 0 0 1 4 7
A simple preference foundation of cumulative prospect theory with power utility 0 0 1 65 0 0 3 287
A unified derivation of classical subjective expected utility models through cardinal utility 0 0 0 22 0 3 3 129
Additive representations on rank-ordered sets: II. The topological approach 0 0 0 40 0 0 1 116
Aggregating imprecise or conflicting beliefs: An experimental investigation using modern ambiguity theories 0 0 0 25 1 2 5 170
Ambiguity Attitudes in a Large Representative Sample 0 0 6 74 2 5 16 238
An Axiomatization of Cumulative Prospect Theory 0 0 0 1 0 1 9 582
An Axiomatization of Cumulative Prospect Theory for Decision under Risk 0 0 0 147 0 1 3 351
An experimental test of prospect theory for predicting choice under ambiguity 0 0 0 49 0 2 4 165
An index of loss aversion 0 1 5 291 0 1 9 1,034
Anchor Levels as a New Tool for the Theory and Measurement of Multiattribute Utility 0 0 0 3 0 1 6 31
Antimonotonicity for preference axioms: the natural counterpart to comonotonicity 0 1 1 1 2 4 4 4
Average Utility Maximization: A Preference Foundation 0 0 0 3 0 0 0 23
Back to Bentham? Explorations of Experienced Utility 0 2 7 138 3 10 28 513
Belief hedges: Measuring ambiguity for all events and all models 0 0 0 8 1 2 5 29
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 3 3 68 0 4 7 153
Causes of ambiguity aversion: Known versus unknown preferences 0 0 0 125 0 0 2 1,230
Characterizing QALYs by Risk Neutrality 0 0 0 37 0 0 2 233
Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory 0 0 0 0 0 0 0 283
Characterizing optimism and pessimism directly through comonotonicity 0 0 0 47 0 1 2 154
Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954 0 0 1 78 0 1 2 248
Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories 0 0 0 0 0 0 0 233
Concave/convex weighting and utility functions for risk: A new light on classical theorems 0 0 2 9 0 0 4 31
Confidence intervals for cost/effectiveness ratios 0 0 0 0 0 1 2 30
Continuity of Preference Relations for Separable Topologies 0 0 0 48 0 0 0 286
Continuous subjective expected utility with non-additive probabilities 0 0 0 26 0 0 2 92
Convex functions on non-convex domains 0 0 0 22 0 1 2 84
Correcting Biases in Standard Gamble and Time Tradeoff Utilities 0 0 0 0 0 0 0 4
Counterexamples to Segal's Measure Representation Theorem 0 0 0 0 0 1 1 86
Cumulative dominance and probabilistic sophistication 0 0 0 23 0 0 2 117
Cycle-preserving extension of demand functions to new commodities 0 0 0 9 0 1 2 219
Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle 0 0 0 0 0 1 2 184
Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces 0 0 0 13 0 0 3 66
Derived strengths of preference relations on coordinates 0 0 0 2 0 1 2 37
Discounted Utility and Present Value—A Close Relation 0 0 0 3 0 1 2 30
Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension 0 0 0 21 0 0 1 112
Dynamic Choice and NonExpected Utility 0 0 0 115 0 0 2 274
Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory 0 1 1 43 0 3 7 155
Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown 0 0 3 88 1 1 8 289
Expected utility without continuity: A comment on Delbaen et al. (2011) 0 0 0 15 0 1 2 81
Explaining Distortions in Utility Elicitation through the Rank-dependent Model for Risky Choices 0 0 0 0 0 1 1 5
Explaining the characteristics of the power (CRRA) utility family 0 0 1 453 1 2 3 1,955
Folding Back in Decision Tree Analysis 0 0 1 10 1 2 5 103
From local to global additive representation 0 0 1 34 0 0 4 93
Group decision rules and group rationality under risk 0 0 0 14 0 3 5 86
HYEs: Rejoinder 0 0 0 0 0 0 0 3
If nudge cannot be applied: a litmus test of the readers’ stance on paternalism 0 0 0 11 0 1 2 59
Improving one’s choices by putting oneself in others’ shoes – An experimental analysis 0 0 0 5 0 0 1 42
Independence of Irrelevant Alternatives and Revealed Group Preferences 0 0 0 160 0 2 2 680
Jaffray’s ideas on ambiguity 0 0 1 16 0 0 1 71
Learning in the Allais paradox 0 0 0 118 0 1 3 457
Lessons Learned by (from?) an Economist Working in Medical Decision Making 0 0 0 1 0 0 0 4
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 0 0 10 0 0 4 57
Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility 0 0 1 30 0 0 4 174
Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications 0 0 0 8 0 2 6 58
Measuring Ambiguity Attitudes for All (Natural) Events 1 1 2 26 3 3 6 120
Measuring Discounting without Measuring Utility 0 0 1 64 0 2 7 347
Multiattribute Utility Theory Without Expected Utility Foundations 0 0 0 8 0 2 3 24
Nash was a first to axiomatize expected utility 0 0 1 4 0 1 2 30
Non-hyperbolic time inconsistency 0 0 0 39 0 1 3 177
Nonmonotonic Choquet integrals 0 0 0 32 0 0 1 132
On solving intansitivities in repeated pairwise choices 0 0 0 3 0 2 2 50
On solving intransitivities in repeated pairwise choices 0 0 0 6 0 2 2 85
On the Intuition of Rank-Dependent Utility 0 0 1 160 0 1 3 423
Patients' Utilities for Cancer Treatments 0 0 0 0 0 0 1 6
Preference Reversals for Ambiguity Aversion 0 1 1 38 0 3 3 132
Prince: An improved method for measuring incentivized preferences 0 0 0 0 2 3 5 17
Probabilistic Insurance 0 0 1 315 0 1 8 1,405
Process fairness and dynamic consistency 0 0 0 16 0 3 3 118
Prospect theory for continuous distributions: A preference foundation 0 0 1 24 0 2 5 156
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 0 0 263
Random incentive systems in a dynamic choice experiment 0 0 1 22 1 1 6 177
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 1 126 0 2 5 377
Regret Theory: A Bold Alternative to the Alternatives 0 0 0 23 0 1 2 111
Relative concave utility for risk and ambiguity 0 0 0 24 0 0 2 113
Resolving Rabin’s paradox 0 0 1 11 3 8 13 95
Revealed Likelihood and Knightian Uncertainty 0 0 0 36 0 0 1 186
Risk Attitudes and Decision Weights 0 0 0 425 1 1 2 1,385
Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions 0 0 0 4 0 1 1 44
Risk, uncertainty and discrete choice models 1 3 3 181 1 5 5 449
Savage for dummies and experts 0 0 1 20 1 3 9 104
Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance 0 0 0 126 0 5 7 622
Social and strategic ambiguity versus betrayal aversion 0 0 0 9 2 6 9 62
Subjective probabilities for state dependent continuous utility 0 0 0 18 0 2 3 70
Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle 0 0 0 0 0 1 1 296
The Axiomatic Basis of Anticipated Utility: A Clarification 0 0 0 90 0 2 2 200
The Comonotonic Sure-Thing Principle 0 0 0 0 0 1 2 271
The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory 0 0 0 18 0 1 2 95
The Effects of Statistical Information on Risk and Ambiguity Attitudes, and on Rational Insurance Decisions 0 0 0 8 0 0 0 76
The Invention of the Independence Condition for Preferences 0 0 0 9 0 0 2 65
The Likelihood Method for Decision under Uncertainty 0 0 0 86 1 2 2 323
The Midweight Method to Measure Attitudes Toward Risk and Ambiguity 0 0 0 24 0 0 2 108
The Rich Domain of Ambiguity Explored 0 0 0 2 0 0 1 19
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 1 103 0 1 9 461
The Utility of Gambling Reconsidered 0 0 0 188 0 0 4 388
The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility 0 0 3 26 0 0 3 101
The correct formula of 1979 prospect theory for multiple outcomes 0 0 0 2 0 0 2 11
The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis 0 0 0 86 0 2 2 288
Time-Tradeoff Sequences for Analyzing Discounting and Time Inconsistency 0 0 0 22 0 0 1 129
Transforming Ordinal Riskless Utility into Cardinal Risky Utility: A Comment on Chung, Glimcher, and Tymula (2019) 0 0 0 4 0 0 2 15
Trust as a decision under ambiguity 0 0 0 7 1 1 7 96
Uncertainty aversion: a discussion of critical issues in health economics 0 0 0 1 0 1 3 88
Unstable Preferences 0 0 0 0 0 0 0 5
Utility in Case-Based Decision Theory 0 0 0 82 0 0 1 264
WARP Does Not Imply SARP for More Than Two Commodities 0 0 0 134 0 1 2 597
Total Journal Articles 2 13 59 5,703 30 154 400 25,751
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 0 8 305
Prospect Theory 0 0 0 0 0 1 10 231
Total Books 0 0 0 0 0 1 18 536


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 5 18
Total Chapters 0 0 0 3 1 1 5 18


Statistics updated 2025-10-06