English

Influence of saving propensity on the power law tail of wealth distribution

Physics and Society 2013-03-19 v1 General Finance

Abstract

Some general features of kinetic multi-agent models are reviewed, with particular attention to the relation between the agent saving propensities and the form of the equilibrium wealth distribution. The effect of a finite cutoff of the saving propensity distribution on the corresponding wealth distribution is studied. Various results about kinetic multi-agent models are collected and used to construct a realistic wealth distribution with zero limit for small values of wealth, an exponential form at intermediate and a power law tail at larger values of wealth.

Keywords

Cite

@article{arxiv.physics/0506028,
  title  = {Influence of saving propensity on the power law tail of wealth distribution},
  author = {Marco Patriarca and Anirban Chakraborti and Guido Germano},
  journal= {arXiv preprint arXiv:physics/0506028},
  year   = {2013}
}

Comments

9 pages, 6 figures. To be presented at the WEHIA 2005, University of Essex, United Kingdom on June 13-15, 2005