Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/32150 
Kompletter Metadatensatz
DublinCore-FeldWertSprache
dc.contributor.authorDüring, Bertramen
dc.contributor.authorMatthes, Danielen
dc.contributor.authorToscani, Giuseppeen
dc.date.accessioned2009-09-17-
dc.date.accessioned2010-05-14T12:00:28Z-
dc.date.available2010-05-14T12:00:28Z-
dc.date.issued2008-
dc.identifier.piurn:nbn:de:bsz:352-opus-116642en
dc.identifier.urihttp://hdl.handle.net/10419/32150-
dc.description.abstractKinetic market models have been proposed recently to account for the redistribution of wealth in simple market economies. These models allow to develop a qualitative theory, which is based on methods borrowed from the kinetic theory of rarefied gases. The aim of these notes is to present a unifying approach to the study of the evolution of wealth in the large-time regime. The considered models are divided into two classes: the first class is such that the society's mean wealth is conserved, while for models of the second class, the mean wealth grows or decreases exponentially in time. In both cases, it is possible to classify the most important feature of the steady (or self-similar, respectively) wealth distributions, namely the fatness of the Pareto tail. We shall also discuss the tails' dynamical stability in terms of the model parameters. Our results are derived by means of a qualitative analysis of the associated homogeneous Boltzmann equations. The key tools are suitable metrics for probability measures, and a concise description of the evolution of moments. A recent extension to economies, in which different groups of agents interact, is presented in detail. We conclude with numerical experiments that confirm the theoretical predictions.en
dc.language.isoengen
dc.publisher|aUniversity of Konstanz, Center of Finance and Econometrics (CoFE) |cKonstanzen
dc.relation.ispartofseries|aCoFE Discussion Paper |x08/05en
dc.subject.ddc330en
dc.subject.keywordEconophysicsen
dc.subject.keywordBoltzmann equationen
dc.subject.keywordwealth and income distributionsen
dc.subject.keywordPareto distributionen
dc.subject.keywordmixturesen
dc.titleA Boltzmann-type approach to the formation of wealth distribution curves-
dc.type|aWorking Paperen
dc.identifier.ppn60895196Xen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:cofedp:0805-

Datei(en):
Datei
Größe
519.38 kB





Publikationen in EconStor sind urheberrechtlich geschützt.