Chris Muris

Simon Fraser University (SFU)

8888 University Drive

Burnaby, British Columbia V5A 1S6

Canada

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Scholarly Papers (1)

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Expected Utility and Catastrophic Risk

Tinbergen Institute Discussion Paper 14-133/III
Number of pages: 18 Posted: 07 Oct 2014
University of Tsukuba, University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and Simon Fraser University (SFU)
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Abstract:

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Expected utility, Catastrophe, Cost-benefit analysis, Risk management, Power utility, Exponential utility, Heavy tails