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Introduction to the special issue in honor of Peter Wakker - MaRDI portal

Introduction to the special issue in honor of Peter Wakker (Q2125238)

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English	Introduction to the special issue in honor of Peter Wakker	scientific article

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scholarly article

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Introduction to the special issue in honor of Peter Wakker (English)

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10.1007/s11238-022-09886-9

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Theory and Decision

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publication date

13 April 2022

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11238-022-09886-9

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Parameter-Free Elicitation of Utility and Probability Weighting Functions

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A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem

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Separating curvature and elevation: a parametric probability weighting function

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The likelihood method for decision under uncertainty

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Savage for dummies and experts

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Purely subjective maxmin expected utility

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Belief hedges: Measuring ambiguity for all events and all models

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Relative concave utility for risk and ambiguity

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Measuring Ambiguity Attitudes for All (Natural) Events

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Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility

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Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model

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From local to global additive representation

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An axiomatization of cumulative prospect theory for decision under risk

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Event Exchangeability: Probabilistic Sophistication Without Continuity or Monotonicity

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Small worlds: Modeling attitudes toward sources of uncertainty

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The comonotonic sure-thing principle

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Risk sensitivity, independence of irrelevant alternatives and continuity of bargaining solutions

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Parametric weighting functions

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Regret theory: a new foundation

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On the intuition of rank-dependent utility

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Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory

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Expected utility theory without the completeness axiom.

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Subjective Expected Utility With Incomplete Preferences

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Risk, Ambiguity, and the Separation of Utility and Beliefs

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Ambiguity made precise: A comparative foundation

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Expected utility with purely subjective non-additive probabilities

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No-Betting-Pareto Dominance

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Utility in case-based decision theory

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Arrow's theorem on the optimality of deductibles: A stochastic dominance approach

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Prospect Theory: An Analysis of Decision under Risk

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Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique

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An index of loss aversion

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Comonotonic proper scoring rules to measure ambiguity and subjective beliefs

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Social and strategic ambiguity versus betrayal aversion

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Multiattribute Utility Theory Without Expected Utility Foundations

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The Zero-Condition: A Simplifying Assumption in QALY Measurement and Multiattribute Utility

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A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes

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A preference foundation for constant loss aversion

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Independence of Irrelevant Alternatives and Revealed Group Preferences

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WARP does not imply SARP for more than two commodities

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Cycle-preserving extension of demand functions to new commodities

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Convex functions on non-convex domains

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The axiomatic basis of anticipated utility: A clarification

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A Single-Stage Approach to Anscombe and Aumann's Expected Utility

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Subjective Probability and Expected Utility without Additivity

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Loss aversion equilibrium

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Advances in prospect theory: cumulative representation of uncertainty

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Risk Attitudes and Decision Weights

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The Midweight Method to Measure Attitudes Toward Risk and Ambiguity

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An axiomatization of cumulative prospect theory

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Cardinal coordinate independence for expected utility

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The algebraic versus the topological approach to additive representations

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Continuous subjective expected utility with non-additive probabilities

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Additive representations on rank-ordered sets. I: The algebraic approach

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Additive representations on rank-ordered sets. II: The topological approach

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Separating marginal utility and probabilistic risk aversion

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Prospect Theory

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Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown

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Comonotonic independence: The critical test between classical and rank- dependent utility theories

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Accounting for optimism and pessimism in expected utility

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A revealed reference point for prospect theory

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The Dual Theory of Choice under Risk

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