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Expected Utility and Catastrophic Risk
Ikefuji, Masako; Laeven, Roger; Magnus, Jan; Muris, Chris - 2014
An expected utility based cost-benefit analysis is in general fragile to its distributional assumptions. We derive necessary and sufficient conditions on the utility function of the expected utility model to avoid this. The conditions ensure that expected (marginal) utility remains finite also...
Persistent link: https://www.econbiz.de/10010491362
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Specification of variance matrices for panel data models
Magnus, Jan R.; Muris, Chris - In: Econometric theory 26 (2010) 1, pp. 301-310
Persistent link: https://www.econbiz.de/10003968583
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Scrap value functions in dynamic decision problems
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2010
Persistent link: https://www.econbiz.de/10003992247
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Burr utility
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2010
Persistent link: https://www.econbiz.de/10003992254
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Global warming and local dimming : the statistical evidence
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris - 2011
Persistent link: https://www.econbiz.de/10008822480
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Global warming and local dimming : the statistical evidence
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 452-468
Persistent link: https://www.econbiz.de/10009267760
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Expected utility and catastrophic consumption risk
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - In: Insurance / Mathematics & economics 64 (2015), pp. 306-312
Persistent link: https://www.econbiz.de/10011398086
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Pareto utility
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - In: Theory and decision : an international journal for … 75 (2013) 1, pp. 43-57
Persistent link: https://www.econbiz.de/10009774528
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Expected utility and catastrophic risk
Ikefuji, Masako; Laeven, Roger; Magnus, Jan R.; Muris, Chris - 2014
An expected utility based cost-benefit analysis is in general fragile to its distributional assumptions. We derive necessary and sufficient conditions on the utility function of the expected utility model to avoid this. The conditions ensure that expected (marginal) utility remains finite also...
Persistent link: https://www.econbiz.de/10010412466
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Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2010
Persistent link: https://www.econbiz.de/10008748390