A non-identity dilemma for person-affecting views
Elliott Thornley (Global Priorities Institute, University of Oxford)
GPI Working Paper No. 6-2024
Person-affecting views state that (in cases where all else is equal) we’re permitted but not required to create people who would enjoy good lives. In this paper, I present an argument against every possible variety of person-affecting view. The argument is a dilemma over trilemmas. Narrow person-affecting views imply a trilemma in a case that I call ‘Expanded Non-Identity.’ Wide person-affecting views imply a trilemma in a case that I call ‘Two-Shot Non-Identity.’ One plausible practical upshot of my argument is as follows: we individuals and our governments should be doing more to reduce the risk of human extinction this century.
Other working papers
Moral uncertainty and public justification – Jacob Barrett (Global Priorities Institute, University of Oxford) and Andreas T Schmidt (University of Groningen)
Moral uncertainty and disagreement pervade our lives. Yet we still need to make decisions and act, both in individual and political contexts. So, what should we do? The moral uncertainty approach provides a theory of what individuals morally ought to do when they are uncertain about morality…
Calibration dilemmas in the ethics of distribution – Jacob M. Nebel (University of Southern California) and H. Orri Stefánsson (Stockholm University and Swedish Collegium for Advanced Study)
This paper presents a new kind of problem in the ethics of distribution. The problem takes the form of several “calibration dilemmas,” in which intuitively reasonable aversion to small-stakes inequalities requires leading theories of distribution to recommend intuitively unreasonable aversion to large-stakes inequalities—e.g., inequalities in which half the population would gain an arbitrarily large quantity of well-being or resources…
Measuring AI-Driven Risk with Stock Prices – Susana Campos-Martins (Global Priorities Institute, University of Oxford)
We propose an empirical approach to identify and measure AI-driven shocks based on the co-movements of relevant financial asset prices. For that purpose, we first calculate the common volatility of the share prices of major US AI-relevant companies. Then we isolate the events that shake this industry only from those that shake all sectors of economic activity at the same time. For the sample analysed, AI shocks are identified when there are announcements about (mergers and) acquisitions in the AI industry, launching of…