1 citations · 1 across the 2 of their papers we have counts for
3 papers
Scenario-based actuarial climate risk assessment via calibration of the DICE model to the shared socioeconomic pathways
Daisuke Murakami, Pavel V. Shevchenko, Tomoko Matsui +2
Accounting for climate-related risks is an emerging problem for life insurers around the world. In this paper, we demonstrate how scenario trajectories for global temperature can b…
Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui +2
Stochastic versions of recursive integrated climate-economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number…
Impact of COVID-19 type events on the economy and climate under the stochastic DICE model
Pavel V. Shevchenko, Daisuke Murakami, Tomoko Matsui +1
The classical DICE model is a widely accepted integrated assessment model for the joint modeling of economic and climate systems, where all model state variables evolve over time d…