Efficiency under Uncertainty and Non‐convexity: Evaluating the Role of Probabilities

C-Tier
Journal: Economica
Year: 2019
Volume: 86
Issue: 344
Pages: 832-853

Authors (2)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper investigates the economics of uncertainty using a state‐contingent approach with a focus on the role of non‐convexity. Under efficiency, the slopes of a separating hypersurface measures state‐contingent prices. As argued by Yaari, normalized state‐contingent prices provide a measure of subjective probabilities. But efficiency under non‐convexity can require non‐linear pricing. The analysis identifies non‐convexity conditions under which probability assessments are not appropriate. Implications for economic and welfare analysis under uncertainty are discussed.

Technical Details

RePEc Handle
repec:bla:econom:v:86:y:2019:i:344:p:832-853
Journal Field
General
Author Count
2
Added to Database
2026-01-25