Pascal St‐Amour
Biographic Data
| ID | 5665186 |
|---|---|
| NAME | Pascal St‐Amour |
| GIVEN NAMES | Pascal |
| FAMILY NAME | St‐Amour |
| SIGNATURE | AMOUR P S |
| AFFILIATIONS | Center for Interuniversity Research and Analysis on Organizations |
| ORCID | 0000-0002-1468-0313 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2003 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 1 |
Valuing Life as an Asset, as a Statistic and at Gunpoint
Rationalising the stark differences between the human capital and the statistical values of a human life is complicated by the absence of common foundations. We solve a human capital investment model with longevity risk to characterise the human capital. The associated indirect utility yields the willingness to pay against mortality; the marginal willingness to pay solves the value of a statistical life. Indifference between life and certain deat…
Asset Returns and State-Dependent Risk Preferences
We propose a consumption-based capital asset pricing model with state-dependent risk aversion. The corresponding risk premium includes consumption risk and the risk associated with variations in preferences. Our model can be estimated without specifying the functional form linking risk aversion with state variables. The estimates are based on Markov chain Monte Carlo estimation of exact discrete-time parameterizations for linear diffusion process…
Slave prices from succession and bankruptcy sales in Mauritius, 1825–1827
Slave prices from succession and bankruptcy sales in Mauritius, 1825–1827
Asset Returns and State-Dependent Risk Preferences
We propose a consumption-based capital asset pricing model with state-dependent risk aversion. The corresponding risk premium includes consumption risk and the risk associated with variations in preferences. Our model can be estimated without specifying the functional form linking risk aversion with state variables. The estimates are based on Markov chain Monte Carlo estimation of exact discrete-time parameterizations for linear diffusion process…
Valuing Life as an Asset, as a Statistic and at Gunpoint
Rationalising the stark differences between the human capital and the statistical values of a human life is complicated by the absence of common foundations. We solve a human capital investment model with longevity risk to characterise the human capital. The associated indirect utility yields the willingness to pay against mortality; the marginal willingness to pay solves the value of a statistical life. Indifference between life and certain deat…
Economics (3 works) · Actuarial science (2 works) · Computer Science (2 works) · Econometrics (2 works) · Mathematics (2 works) · Microeconomics (2 works) · Statistics (2 works) · African history and culture studies (1 works) · Agricultural economics (1 works) · Asset (computer security (1 works)