Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model
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- Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020. "Expected utility and catastrophic risk in a stochastic economy–climate model," Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.
- Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Discussion Paper 2010-122, Tilburg University, Center for Economic Research.
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- Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Burr Utility," Other publications TiSEM fddee215-edea-4800-ba72-d, Tilburg University, School of Economics and Management.
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- Christian P. Fries & Lennart Quante, 2023. "Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing," Papers 2312.07614, arXiv.org, revised May 2024.
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- Buchholz, Wolfgang & Schymura, Michael, 2012.
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- Buchholz, Wolfgang & Schymura, Michael, 2010. "Expected Utility theory and the tyranny of catastrophic risks," ZEW Discussion Papers 10-059, ZEW - Leibniz Centre for European Economic Research.
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- Rob Dellink & Thijs Dekker & Janina Ketterer, 2013. "The Fatter the Tail, the Fatter the Climate Agreement," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 56(2), pages 277-305, October.
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JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
- Q5 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics
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