Similar Search Results

Almost expectation and excess dependence notions

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401

Persistent link: https://www.econbiz.de/10011377445

Uncertain technological change under capital mobility

Hek, Paul A. de - 2005

is, the growth-uncertainty relationship depends on whether returns to scale in knowledge creation are increasing or non …

Persistent link: https://www.econbiz.de/10011343279

Endogenous technological change under uncertainty

Hek, Paul A. de - 2002

How does risk or uncertainty in the productivity of research affect the growth rate of the economy? To answer this …&D from profit-maximizing firms. The uncertainty arises from the productivity of these investments in R&D. The main result of … this analysis is that the relationship between long-run growth and uncertainty (on the productivity of knowledge creation …

Persistent link: https://www.econbiz.de/10011326963

Benchmark values for higher order coefficients of relative risk aversion

Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94

Persistent link: https://www.econbiz.de/10010345268

Tail mutual exclusivity and tail-var lower bounds

Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015

In this paper, we extend the concept of mutual exclusivity proposed by Dhaene and Denuit (1999) to its tail counterpart and baptise this new dependency structure as tail mutual exclusivity. Probability levels are first specified for each component of the random vector. Under this dependency...

Persistent link: https://www.econbiz.de/10010477089

Endogenous technological change under uncertainty

Hek, Paul A. de - 2002

Persistent link: https://www.econbiz.de/10001689204

Risk aversion, prudence, and asset allocation : a review and some new developments

Denuit, Michel; Eeckhoudt, Louis R. - In: Theory and decision : an international journal for … 80 (2016) 2, pp. 227-243

Persistent link: https://www.econbiz.de/10011593667