Discounting models for outcomes over continuous time

DOI10.1016/J.JMATECO.2012.07.001zbMATH Open1260.91046OpenAlexW2066114078MaRDI QIDQ455918FDOQ455918

Authors: Charles M. Harvey, Lars Peter Østerdal 

Publication date: 22 October 2012

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.07.001

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zbMATH Keywords

continuous timeintegral discountingintegral utility function

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

Cites Work

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Cited In (14)

• Inferring discount rates from time-preference experiments
• Characterization of stationary preferences in a continuous time framework
• Title not available (Why is that?)
• Optimization of Two-Level Discount Values Using Queueing Tandem Model with Feedback
• Continuous quasi-hyperbolic discounting
• A distinction between continuous-time and discrete-time models of uncertain lifetime
• Discount-neutral utility models for denumerable time streams
• Expected discounted utility
• Modeling the inconsistency in intertemporal choice: the generalized Weibull discount function and its extension
• Discounted-Value Representations of Temporal Preferences
• ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS
• Examining predictive accuracy among discounting models
• Intertemporal choice with continuity constraints
• Non-stationary additive utility and time consistency

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