Tilburg, 5000 LE
Netherlands
Tilburg University - Department of Econometrics & Operations Research
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decarbonization, diversification, carbon price, asset prices, green assets, disaster risk
decarbonisation, diversification, carbon price, asset prices, green assets, disaster risk
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asset prices, carbon price, Climate finance, decarbonization, disaster risk, Diversification, green assets
Climate change economics, carbon abatement, social cost of carbon, GDP growth, stochastic differential utility
Health shocks, Portfolio choice, Term life insurance, Mortality risk, Labor income risk
carbon premium, stranded assets, transition risks, policy transition, physical risks
carbon premium, carbon emissions, stock returns, transition risk, climate finance
reverse mortgage, consumption-portfolio decisions, biometric risks, financial disasters
Climate change economics, Carbon abatement, Non-cooperative game, Social cost of carbon, Stochastic differential game, Trade, Transfers
Climate change economics, Carbon abatement, Non-cooperative game, Differential game, Trade, DICE
dynamic programming, life-cycle models, biometric risk, insurance, habit formation
Integrated Assessment Models, Climate Policy, Carbon, Uncertainty
carbon pricing; damages; recurring macroeconomic and climate-related disasters; climate tipping point; perturbation analysis.
Carbon Abatement, Environmental Economics, ESG Investing, OLG Model
health shock risk, critical illness insurance, portfolio choice, housing investments
Behavioral finance, life-cycle investment, regret theory, stochastic control
