Expected utility and catastrophic consumption risk

DOI10.1016/J.INSMATHECO.2015.06.007zbMATH Open1348.91152OpenAlexW854094664MaRDI QIDQ495495FDOQ495495

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

Publication date: 14 September 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.06.007

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zbMATH Keywords

heavy tailsexpected utilitycost-benefit analysiscatastropheconsumptionexponential utilitypower utilityrisk management and self-insurance

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Cites Work

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Cited In (4)

• Expected utility and catastrophic risk in a stochastic economy-climate model
• Quantifying the Cost of Risk in Consumption
• Creating agent-based energy transition management models that can uncover profitable pathways to climate change mitigation
• Editorial: Analysis and applications of complex social networks

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