Expected utility and catastrophic risk in a stochastic economy-climate model

DOI10.1016/j.jeconom.2019.05.007zbMath1456.62288OpenAlexW1500180771WikidataQ127845094 ScholiaQ127845094MaRDI QIDQ2280605

Masako Ikefuji, Jan R. Magnus, Roger J. A. Laeven, Chris Muris

Publication date: 19 December 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.05.007

zbMATH Keywords

uncertaintyheavy tailsexpected utilityeconomy-climate modelseconomy-climate policy

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to environmental and related topics (62P12) Climate science and climate modeling (86A08)

Related Items (1)

Robust Bayesian choice

Cites Work

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