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~institution:"Center for Intergenerational Studies, Institute of Economic Research"
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Search: subject:"Price of risk"
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Government Special Account reform
1
Representative consumer
1
Tail VaR
1
claims-paying capacity
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earthquake insurance program
1
impatience
1
market price of risk
1
price of risk
1
reinsurance
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risk tolerance
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shortrate process
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state-price deflator
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Guo, Jicang
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Hara, Chiaki
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Hiraizumi, Nobuyuki
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Oguro, Kazumasa
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Center for Intergenerational Studies, Institute of Economic Research
HAL
4
Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Dipartimento di Scienze Economiche, Facoltà di Economia
2
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Bank of England
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Birkbeck, Department of Economics, Mathematics & Statistics
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C.E.P.R. Discussion Papers
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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Department of Economics, Bar Ilan University
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Department of Economics, Tufts University
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Département de Sciences Économiques, Université de Montréal
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EconWPA
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Econometric Society
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Economics and Econometrics Research Institute (EERI)
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Finance Discipline Group, Business School
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Institute of Economic Research, Kyoto University
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National Center for Environmental Economics (NCEE), Environmental Protection Agency (EPA)
1
School of Economics and Management, University of Aarhus
1
School of Economics and Political Science, Universität St. Gallen
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Université Paris-Dauphine
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Université Paris-Dauphine (Paris IX)
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World Scientific Publishing Co. Pte. Ltd.
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Fiscal Reform and Improved Earthquake Insurance Claims-paying Capacity: Can the Two Coexist? —Attempting to reconcile heightened earthquake risk with sound fiscal policy—
Oguro, Kazumasa
;
Hiraizumi, Nobuyuki
;
Owen, Michael
; …
-
Center for Intergenerational Studies, Institute of …
-
2015
group. We then compared the
price
of
risk
(reinsurance premiums necessary for reducing one unit of risk) for the different …
Persistent link: https://www.econbiz.de/10011276305
Saved in:
2
Heterogeneous Impatience in a Continuous-Time Model
Hara, Chiaki
-
Center for Intergenerational Studies, Institute of …
-
2009
rate tends to decrease over time and the market
price
of
risk
is volatile in some special cases of heterogeneous economies. …
Persistent link: https://www.econbiz.de/10005018293
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