Peter P. Wakker

University of Amsterdam - Amsterdam School of Economics (ASE)

Roetersstraat 11

Amsterdam, North Holland 1018 WB

Netherlands

  • University of Amsterdam - Amsterdam School of Economics (ASE)

SCHOLARLY PAPERS

3

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691

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33

Scholarly Papers (3)

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1.

A Theory of the Gambling Effect

Journal of Risk and Uncertainty (2004) 29, 241-259, CentER Working Paper No. 75
Number of pages: 32 Posted: 31 Dec 2000
Enrico Diecidue, Ulrich Schmidt and Peter P. Wakker
INSEAD – Decision Sciences, University of Kiel - Institute of Economics and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 345 (182,042)

Abstract:

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gambling, non expected utility theory, risk aversion

2.

On the Intuition of Rank-Dependent Utility

Journal of Risk and Uncertainty (2001) 23, 281-298, CentER Working Paper No. 74
Number of pages: 41 Posted: 29 Nov 2000
Enrico Diecidue and Peter P. Wakker
INSEAD – Decision Sciences and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 234 (271,875)
Citation 30

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rank-dependence, comonotonicity, Choquet integral, pessimism, uncertainty aversion, prospect theory

3.

Comonotonic Book-Making with Nonadditive Probabilities

Mathematical Social Sciences (2002) 43, 135-149, CentER Working Paper No. 76
Number of pages: 22 Posted: 28 Nov 2000
Enrico Diecidue and Peter P. Wakker
INSEAD – Decision Sciences and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 112 (510,596)
Citation 3

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Book-Making, Comonotonic, Choquet expected utility, ambiguity aversion, ordered vector space