Daniel Harenberg

ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich

Post-Doctoral Researcher

Zürichbergstrasse 18

Zurich, 8092

Switzerland

Oxford Economics

United Kingdom

SCHOLARLY PAPERS

6

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43

Scholarly Papers (6)

Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security

SAFE Working Paper No. 59
Number of pages: 80 Posted: 11 Jul 2014 Last Revised: 05 Dec 2017
Daniel Harenberg and Alexander Ludwig
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt
Downloads 227 (169,259)
Citation 2

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social security; idiosyncratic risk; aggregate risk; welfare

Social Security and the Interactions between Aggregate and Idiosyncratic Risk

Number of pages: 67 Posted: 27 Mar 2014
Daniel Harenberg and Alexander Ludwig
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt
Downloads 91 (352,701)
Citation 3

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social security, idiosyncratic risk, aggregate risk, welfare

Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security

ZEW - Centre for European Economic Research Discussion Paper No. 18-016
Number of pages: 79 Posted: 18 Apr 2018
Daniel Harenberg and Alexander Ludwig
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt
Downloads 53 (475,093)
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social security; idiosyncratic risk; aggregate risk; welfare

Social Security and the Interactions between Aggregate and Idiosyncratic Risk

Number of pages: 65 Posted: 27 Mar 2014
Daniel Harenberg and Alexander Ludwig
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt
Downloads 30 (591,599)
Citation 1

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social security, idiosyncratic risk, aggregate risk, welfare

Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security

International Economic Review, Vol. 60, Issue 2, pp. 661-692, 2019
Number of pages: 32 Posted: 22 May 2019
Daniel Harenberg and Alexander Ludwig
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt
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Citation 4
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Recursive Preferences, the Value of Life, and Household Finance

Number of pages: 40 Posted: 13 Feb 2017 Last Revised: 12 Jan 2021
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, EMLYON Business School and Institute for Fiscal Studies (IFS)
Downloads 186 (203,832)
Citation 6

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lifecycle model, value of life, risk aversion, saving choices, portfoliochoices, annuity puzzle, recursive utility

Recursive Preferences, the Value of Life, and Household Finance

Cowles Foundation Discussion Paper No. 2231
Number of pages: 55 Posted: 06 May 2020 Last Revised: 26 May 2020
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, EMLYON Business School and Institute for Fiscal Studies (IFS)
Downloads 51 (483,540)
Citation 5

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Recursive utility, Lifecycle model, Value of life, Risk aversion, Saving choices, Portfolio choices, Annuity puzzle

Uncertainty Quantification and Global Sensitivity Analysis for Economic Models

Number of pages: 49 Posted: 25 Jan 2017 Last Revised: 29 Dec 2017
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zurich - Chair of Risk, Safety and Uncertainty Quantification, ETH Zürich and ETH Zürich
Downloads 161 (231,126)
Citation 3

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computational techniques, uncertainty quantification, sensitivity analysis, polynomial chaos expansion

Uncertainty Quantification and Global Sensitivity Analysis for Economic Models

CER-ETH - Center of Economic Research at ETH Zurich, Working Paper 17/265, January 2017
Number of pages: 45 Posted: 31 Jan 2017
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zurich - Chair of Risk, Safety and Uncertainty Quantification, ETH Zürich and ETH Zürich
Downloads 54 (471,004)
Citation 8

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computational techniques, uncertainty quantification, global sensitivity analysis

Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk

SAFE Working Paper No. 71
Number of pages: 35 Posted: 29 Oct 2014 Last Revised: 16 Apr 2015
Daniel Harenberg and Alexander Ludwig
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt
Downloads 134 (268,680)

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social security, idiosyncratic risk, aggregate risk, welfare, insurance, crowding out

Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk

CER-ETH – Center of Economic Research at ETH Zurich Working Paper 14/204
Number of pages: 43 Posted: 27 Sep 2014
Daniel Harenberg and Alexander Ludwig
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt
Downloads 28 (604,747)

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social security; idiosyncratic risk; aggregate risk; welfare; insurance; crowding out

Social Security in an Analytically Tractable Overlapping Generations Model with Aggregate and Idiosyncratic Risk.

Max Planck Institute for Social Law and Social Policy Discussion Paper No. 290-14
Number of pages: 40 Posted: 21 Oct 2014
Daniel Harenberg and Alexander Ludwig
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and Goethe University Frankfurt
Downloads 24 (633,136)

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social security, idiosyncratic risk, aggregate risk, welfare, insurance, crowding out

5.

Recursive Preferences and the Value of Life: A Clarification

Number of pages: 36 Posted: 11 Nov 2016 Last Revised: 12 Jan 2021
Antoine Bommier, Daniel Harenberg and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and EMLYON Business School
Downloads 167 (223,726)

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value of life, recursive utility, life-cycle models

6.

Asset Pricing in OLG Economies With Borrowing Constraints and Idiosyncratic Income Risk

SAFE Working Paper No. 229
Number of pages: 53 Posted: 28 Sep 2018
Daniel Harenberg
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich
Downloads 70 (407,771)

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equity premium; idiosyncratic risk; aggregate risk; lifecycle