Publications

•  The Foundations of Probability with Black Swans, Journal of Probability and Statistics, Volume 2010 (2010), Article ID 838240, 11 pages.
• The Influence of Fear in Decisions: Experimental Evidence(with Olivier Chanel), Journal of Risk and Uncertainty, Vol. 39, No. 3, December 2009, pp. 271-298.
• The Foundations of Statistics with Black Swans, Mathematical Social Sciences, volume 59, issue 2, March 2010.
• Catastrophic Risks, International Journal of Green Economics, Volume 3, No. 2, 2009, pp. 130-141.
• Arrow, Kenneth (biography), Encyclopedia of Quantitative Finance, February 2010, Volume 1, 76- 82, John Wiley & Sons, Chichester.
• Avoiding Extinction: Equal Treatment of the Present and the Future, Economics: The Open-Access, Open-Assessment E-Journal, 2009, Vol. 3, 2009-32.
• The Limits of Econometrics: Nonparametric Estimation in Hilbert Spaces, Econometric theory, volume 25, issue 04, pp. 1070-1086, Nr 2009-8, January, 12, 2009.
• The Topology of Fear, Journal of Mathematical Economics, Special Issue NBER General Equilibrium Conference University of Kansas in Honor of Gerard Debreu – Vol 45 (2009) pp. 807-816.
• Catastrophic Risks: The Need for New Tools, Financial Instruments and Institutions, Privatization of Risk – Social Science Research Council, June 2006
• General Equilibrium with Endogenous Uncertainty and Default, with Ho-Mou Wu Journal of Mathematical Economics, 42, May 2006
• Catastrophe Futures: Financial Markets for Unknown RisksChapter 7 in Markes, Information, and Uncertainty (ed. G. Chichilnisky) Cambridge University Press, 1999 p. 120-140 (with G. Heal)
• An Axiomatic Approach to Choice Under Uncertainty with Catastrophic Risks, Resource & Energy Economics, Volume 22, Issue 3, July 2000, pp. 221 -231.
• Catastrophic RiskEncyclopedia of Environmetrics, edited by Abdel H. El-Shaarawi and Walter W. Piegorsch, published by John Wiley & Sons, Ltd, Chichester, UK 2002, Volume 1, pp 274-279.
• Global Environmental Risks, (with G.M. Heal), Chapter 1.2, Sustainability: Dynamics and Uncertainty, (eds. G. Chichilnisky, G.M. Heal, and A. Vercelli), Kluwer Academic Publishers, The Netherlands, 1998, p. 23-46.
• Managing Unknown Risks: the Future of Global Reinsurance, (with G.M. Heal), The Journal of Portfolio Management, Summer 1998, p. 85-91.
• Property Cat Woes Have Financial Solutions,World Reinsurance Report, September 1, 1997, p. S-20-S-24.
• Markets with Endogenous Uncertainty: Theory and Policy, Theory and Decision, Vol. 41, 1996, p. 99-131.
• Financial Innovation in Property Catastrophe Reinsurance: The Convergence of Insurance and Capital Markets,, Risk Financing Newsletter, Vol. 13 No. 2, June 1996.
• Updating Von Neumann Morgenstern axioms for choice under catastrophic risks, Invited Presentation, Proceedings of a Workshop on Catastrophic Environmental Risks, The Fields Institute for Mathematical Sciences, University of Toronoto, Canada, June 9-11, 1996.
• Financial Innovation in Property Catastrophe Reinsurance: The Convergence of Insurance and Capital Markets, Risk Financing Newsletter, Vol. 13 No. 2, June 1996.

2010

• Arrow, Kenneth (biography),” Encyclopedia of Quantitative Finance, John Wiley & Sons, Chichester, vol. 1, pp. 76-82, February, 2010.

2009

• Catastrophic Risks, by Graciela Chichilnisky December 2008 revised July 2009 to appear in the International Journal of Green Economics, 2009.
• Global Warming and Carbon-Negative Technology: Prospects for a Lower-Cost Route to a Lower-Risk Atmosphere (with Peter M. Eisenberger, Roger W. Cohen, Nicholas M. Eisenberger, Ronald R. Chance, and Christopher W. Jones), Energy and Environment, Vol. 20, Issue 6, 2009.
• The Influence of Fear in Decisions: Experimental Evidence (with Graciela Chichilnisky and Olivier Chanel), Journal of Risk and Uncertainty, Vol. 39, No. 3, December 2009.
• The Topology of Fear, by Graciela Chichilnisky, Journal of Mathematical Economics, Special Issue NBER General Equilibrium Conference University of Kansas in Honor of Gerard Debreu – Vol 45 Issue 11-12, December 2009.
• The Foundations of Statistics with Black Swans, by Graciela Chichilnisky Mathematical Social Sciences (2009), doi:10.1016/j.mathsocsci.2009.09.007.
• Avoiding Extinction: Equal Treatment of the Present and the Future, by Graciela Chichilnisky  Economics: The Open-Access, Open-Assessment E-Journal, 2009, Vol. 3, 2009-32.
  The Limits of Econometrics: Nonparametric Estimation in Hilbert Spaces, by Graciela Chichilnisky Econometric theory, volume 25, issue 04, pp. 1070-1086, Nr 2009-8, January, 12, 2009.

2006

• Catastrophic Risks: The Need for New Tools, Financial Instruments and Institutions, Privatization of Risk – Social Science Research Council, June 2006.
• General Equilibrium with Endogenous Uncertainty and Default, with Ho-Mou Wu Journal of Mathematical Economics, 42, May 2006

2002

• Catastrophic Risk Encyclopedia of Environmetrics, edited by Abdel H. El-Shaarawi and Walter W. Piegorsch, published by John Wiley & Sons, Ltd, Chichester, UK 2002, Volume 1, pp 274-279.

2000

• An Axiomatic Approach to Choice Under Uncertainty with Catastrophic Risks, Resource & Energy Economics, Volume 22, Issue 3, July 2000, pp. 221 -231.

1999

• Catastrophe Futures: Financial Markets for Unknown Risks Chapter 7 in Markes, Information, and Uncertainty (ed. G. Chichilnisky) Cambridge University Press, 1999 p. 120-140 (with G. Heal).
• Intergenerational Choice: A Paradox and A Solution in Topology and Markets (G. Chichilnisky ed.) American Mathematical Society and Field Institute for Mathematical Sciences Vol 22, 1999. P. 99-110 (with Y. Baryshnikov).
• Existence and Optimality of a General Equilibrium with Endogenous Uncertainty, chapter 5 in Markets. Information and Uncertainty (ed. G. Chichilnisky), Cambridge University Press, New York, 1999, p. 72 – 96.
• The Economics of Environmental Risks, chapter 7; The International Yearbook of Environmental and Resource Economics 1998/1999: A Survey of Current Issues (eds. Tom Tietenberg and Henk Folmer), New Horizons in Environmental Economics, Edward Elgar, Cheltenham, UK. Northampton, MA, USA, p. 255-278.

1998

• Managing Unknown Risks: the Future of Global Reinsurance, (with G.M. Heal), The Journal of Portfolio Management, Summer 1998, p. 85-91.
• Financial Markets for Unknown Risks, (with G.M. Heal), Chapter 3.5,in Sustainability: Dynamics and Uncertainty, (eds. G. Chichilnisky, G.M. Heal, and A. Vercelli), Kluwer Academic Publishers, The Netherlands, 1998, p. 277-294.
• Uncertain Future Preferences and Conservation, (with A. Beltratti and G.M. Heal), Chapter 3.4 in Sustainability: Dynamics and Uncertainty, (eds. G. Chichilnisky, G. M. Heal, and A. Vercelli), Kluwer Academic Publishers, The Netherlands, 1998, p. 257-276.
• Trade, Migration, and Environment: A General Equilibrium Analysis, (with M. Di Mateo), Chapter 2.3, Sustainability: Dynamics and Uncertainty, (eds. G. Chichilnisky, G.M. Heal, and A. Vercelli), Kluwer Academic Publishers, The Netherlands, 1998, p. 109-128.
• Global Environmental Risks, (with G.M. Heal), Chapter 1.2, Sustainability: Dynamics and Uncertainty, (eds. G. Chichilnisky, G.M. Heal, and A. Vercelli), Kluwer Academic Publishers, The Netherlands, 1998, p. 23-46.
• The Costs and Benefits of Benefit-Cost Analysis Policy Forum, (ed. C. Perry) Environment and Development Economics, University of York, UK, 202-207.
• The Economics of Global Environmental Risks, International Yearbook of Environmental and Resource Economics, Vol. II. eds. T. Tietenberg and H. Folmer), Edward Elgar, 1998, 235-273.
• Financial Markets for Unknown Risks (with G. M. Heal), in Sustainability: Dynamics and Uncertainty (eds. G. Chichilnisky, G. Heal and S. Vercelli), Kluwer Academic Publishers for Fondazione Eni Enrico Mattei, 1998.
• A Radical Shift in Managing Risks: Practical Applications of Complexity Theory, Contingencies, American Academy of Actuaries, January/February 1998, p. 28-32.

1996

• Markets with Endogenous Uncertainty: Theory and Policy, Theory and Decision, Vol. 41, 1996, p. 99-131.
• An Axiomatic Approach to Sustainable Development, Social Choice and Welfare, Vol. 13, No. 2, 1996, p. 231-257.
• Updating Von Neumann Morgenstern axioms for choice under catastrophic risks, Invited Presentation, Proceedings of a Workshop on Catastrophic Environmental Risks, The Fields Institute for Mathematical Sciences, University of Toronto, Canada, June 9-11, 1996.
• The Future of Global Reinsurance, Presentation at the National Bureau of Economic Research Workshop on Public Policy and the Environment, Boston, August 1, 1996, and Independent Reinsurance Underwriters Association, New Jersey, September 9, 1996, Global Reinsurance, September 1996.
• Financial Innovation in Property Catastrophe Reinsurance: The Convergence of Insurance and Capital Markets, Risk Financing Newsletter, Vol. 13 No. 2, June 1996.
• Individual Risk and Mutual Insurance (with D. Cass and H. M. Wu), Econometrica, Vol. 64, No. 2, March 1996, p. 333-341.
• Fischer Black: The Mathematics of Uncertainty, Notices of The American Mathematical Society, March 1996, p. 319-322.
• Catastrophe Bundles, Best’s Review, p. 44-48, February 1996.

1995

• Option Values and Endogenous Uncertainty in MBO’s ESOP’s and Asset Backed Securities (with G. Heal and D. Tsomocos), Economic Letters, 1995, Vol. 48, No. 3-4, p. 379-388.

1993

• Global Environmental Risks, (with G. M. Heal), Journal of Economic Perspectives, Special Issue on the Environment, Fall 1993, p. 65-86.