14-133/III - Expected Utility and Catastrophic Risk

  • Authors
    Masako Ikefuji, University of Southern Denmark, Denmark; Roger Laeven, University of Amsterdam, the Netherlands; Jan Magnus, VU University Amsterdam, the Netherlands; Chris Muris, Simon Fraser University, Canada
  • Publication date
    October 14, 2014
  • Keywords
    Expected utility, Catastrophe, Cost-benefit analysis, Risk management, Power utility, Exponential utility, Heavy tails
  • JEL
    D61, D81, G10, G20, Q5