Details about Peter P. Wakker

Access statistics for papers by Peter P. Wakker.

Last updated 2009-10-04. Update your information in the RePEc Author Service.

Short-id: pwa205

Working Papers

2008

1. Risk, Uncertainty and Discrete Choice Models
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
   See also Journal Article in Marketing Letters (2008)

2000

2. A theory of the gambling effect
   Discussion Paper, Tilburg University, Center for Economic Research View citations
3. Comonotonic book-making with nonadditive probabilities
   Discussion Paper, Tilburg University, Center for Economic Research
4. On the intuition of rank-dependent utility
   Discussion Paper, Tilburg University, Center for Economic Research
   See also Journal Article in Journal of Risk and Uncertainty (2001)

1998

5. An Axiomatization of Cumulative Prospect Theory for Decision Under Risk
   Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
   See also Journal Article in Journal of Risk and Uncertainty (1999)

1997

6. Choquet integrals with respect to non-monotonic set functions
   Discussion Paper, Tilburg University, Center for Economic Research

1996

7. A single-stage approach to Anscombe and Aumann's expected utility
   Discussion Paper, Tilburg University, Center for Economic Research
   See also Journal Article in Review of Economic Studies (1997)

1992

8. The Axiomatic Basis of Anticipated Utility: A Clarification
   Working Papers, Tilburg - Center for Economic Research View citations
   See also Journal Article in Journal of Economic Theory (1994)

1991

9. Generalizing Choquet Expected Utility by Weakening Savage's Sure-Thing Priciple
   Working Papers, California Irvine - School of Social Sciences

Journal Articles

2009

1. Non-hyperbolic time inconsistency
   Games and Economic Behavior, 2009, 66, (1), 27-38

2008

2. Causes of ambiguity aversion: Known versus unknown preferences
   Journal of Risk and Uncertainty, 2008, 36, (3), 225-243
3. Explaining the characteristics of the power (CRRA) utility family
   Health Economics, 2008, 17, (12), 1329-1344 View citations
4. Risk, uncertainty and discrete choice models
   Marketing Letters, 2008, 19, (3), 269-285 View citations
   See also Working Paper (2008)

2007

5. Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory
   Journal of Risk and Uncertainty, 2007, 34, (3), 179-199
6. 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
   Theory and Decision, 2007, 63, (3), 205-231
7. Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory
   Journal of Econometrics, 2007, 138, (1), 356-378 View citations

2006

8. Learning in the Allais paradox
   Journal of Risk and Uncertainty, 2006, 33, (3), 155-164 View citations

2005

9. An index of loss aversion
   Journal of Economic Theory, 2005, 122, (1), 119-131 View citations
10. Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
    Games and Economic Behavior, 2005, 50, (1), 107-125 View citations
11. The Likelihood Method for Decision under Uncertainty
    Theory and Decision, 2005, 58, (1), 3-76 View citations

2004

12. A Simple Tool for Qualitatively Testing, Quantitatively Measuring, and Normatively Justifying Savage's Subjective Expected Utility
    Journal of Risk and Uncertainty, 2004, 28, (2), 135-145 View citations
13. The Utility of Gambling Reconsidered
    Journal of Risk and Uncertainty, 2004, 29, (3), 241-259 View citations

2002

14. A simple preference foundation of cumulative prospect theory with power utility
    European Economic Review, 2002, 46, (7), 1253-1271 View citations
15. Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension
    Mathematical Social Sciences, 2002, 43, (2), 135-149 View citations
16. Utility in Case-Based Decision Theory
    Journal of Economic Theory, 2002, 105, (2), 483-502 View citations

2001

17. Nonmonotonic Choquet integrals
    Journal of Mathematical Economics, 2001, 36, (1), 45-60 View citations
18. On the Intuition of Rank-Dependent Utility
    Journal of Risk and Uncertainty, 2001, 23, (3), 281-98 View citations
    See also Working Paper (2000)
19. Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle
    Econometrica, 2001, 69, (4), 1039-59 View citations

2000

20. Cumulative dominance and probabilistic sophistication
    Mathematical Social Sciences, 2000, 40, (2), 191-196 View citations
21. Uncertainty aversion: a discussion of critical issues in health economics
    Health Economics, 2000, 9, (3), 261-263 View citations

1999

22. A unified derivation of classical subjective expected utility models through cardinal utility
    Journal of Mathematical Economics, 1999, 32, (1), 1-19
23. An Axiomatization of Cumulative Prospect Theory for Decision under Risk
    Journal of Risk and Uncertainty, 1999, 18, (2), 137-45 View citations
    See also Working Paper (1998)

1998

24. Dynamic Choice and NonExpected Utility
    Journal of Risk and Uncertainty, 1998, 17, (2), 87-119 View citations
25. Revealed Likelihood and Knightian Uncertainty
    Journal of Risk and Uncertainty, 1998, 16, (3), 223-50 View citations

1997

26. A Single-Stage Approach to Anscombe and Aumann's Expected Utility
    Review of Economic Studies, 1997, 64, (3), 399-409 View citations
    See also Working Paper (1996)
27. Back to Bentham? Explorations of Experienced Utility
    The Quarterly Journal of Economics, 1997, 112, (2), 375-405 View citations
28. Characterizing QALYs by Risk Neutrality
    Journal of Risk and Uncertainty, 1997, 15, (2), 107-14 View citations
29. Probabilistic Insurance
    Journal of Risk and Uncertainty, 1997, 15, (1), 7-28 View citations

1996

30. A Test of Rank-Dependent Utility in the Context of Ambiguity
    Journal of Risk and Uncertainty, 1996, 13, (1), 19-35 View citations
31. Cycle-preserving extension of demand functions to new commodities
    Journal of Mathematical Economics, 1996, 25, (3), 281-290
32. On solving intansitivities in repeated pairwise choices
    Mathematical Social Sciences, 1996, 31, (1), 53-53
    Also in Mathematical Social Sciences, 1995, 29, (2), 83-101 (1995)
33. The Comonotonic Sure-Thing Principle
    Journal of Risk and Uncertainty, 1996, 12, (1), 5-27 View citations
34. The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis
    Journal of Mathematical Economics, 1996, 25, (2), 213-227 View citations

1995

35. Risk Attitudes and Decision Weights
    Econometrica, 1995, 63, (6), 1255-80 View citations

1994

36. A General Result for Quantifying Beliefs
    Econometrica, 1994, 62, (3), 683-85 View citations
37. Comonotonic Independence: The Critical Test between Classical and Rank-Dependent Utility Theories
    Journal of Risk and Uncertainty, 1994, 9, (3), 195-230 View citations
38. The Axiomatic Basis of Anticipated Utility: A Clarification
    Journal of Economic Theory, 1994, 64, (2), 486-499 View citations
    See also Working Paper (1992)
39. WARP Does Not Imply SARP for More Than Two Commodities
    Journal of Economic Theory, 1994, 62, (1), 152-160 View citations

1993

40. A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment
    Journal of Economic Theory, 1993, 59, (1), 183-188 View citations
41. Additive representations on rank-ordered sets: II. The topological approach
    Journal of Mathematical Economics, 1993, 22, (1), 1-26 View citations
42. An Axiomatization of Cumulative Prospect Theory
    Journal of Risk and Uncertainty, 1993, 7, (2), 147-75 View citations
43. Clarification of some mathematical misunderstandings about Savage's foundations of statistics, 1954
    Mathematical Social Sciences, 1993, 25, (2), 199-202
44. Counterexamples to Segal's Measure Representation Theorem
    Journal of Risk and Uncertainty, 1993, 6, (1), 91-98 View citations
45. Decision Making with Belief Functions: Compatibility and Incompatibility with the Sure-Thing Principle
    Journal of Risk and Uncertainty, 1993, 7, (3), 255-71 View citations
46. From local to global additive representation
    Journal of Mathematical Economics, 1993, 22, (6), 523-545 View citations
47. Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance
    Review of Economic Studies, 1993, 60, (2), 487-93 View citations

1992

48. A Simple Axiomatization of Nonadditive Expected Utility
    Econometrica, 1992, 60, (6), 1255-72 View citations
49. Characterizing Stochastically Monotone Functions by Multiattribute Utility Theory
    Economic Theory, 1992, 2, (4), 565-66

1991

50. Independence of Irrelevant Alternatives and Revealed Group Preferences
    Econometrica, 1991, 59, (6), 1787-1801 View citations

1990

51. Characterizing optimism and pessimism directly through comonotonicity
    Journal of Economic Theory, 1990, 52, (2), 453-463 View citations

1989

52. Continuous subjective expected utility with non-additive probabilities
    Journal of Mathematical Economics, 1989, 18, (1), 1-27 View citations

1988

53. Continuity of Preference Relations for Separable Topologies
    International Economic Review, 1988, 29, (1), 105-10
54. Derived strengths of preference relations on coordinates
    Economics Letters, 1988, 28, (4), 301-306

1987

55. Subjective probabilities for state dependent continuous utility
    Mathematical Social Sciences, 1987, 14, (3), 289-298 View citations

1986

56. Convex functions on non-convex domains
    Economics Letters, 1986, 22, (2-3), 251-255 View citations

1983

57. Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions
    Mathematical Social Sciences, 1983, 4, (3), 295-300 View citations