3 papers
econ.GN2025
Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach
Aleksandar ArandjeloviÄ, 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…
econ.GN2025
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…
stat.ME2025
Fast spatio-temporally varying coefficient modeling with reluctant interaction selection
Daisuke Murakami, Shinichiro Shirota, Seiji Kajita +1
Spatially and temporally varying coefficient (STVC) models are currently attracting attention as a flexible tool to explore the spatio-temporal patterns in regression coefficients.…