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Optimal Demand for Contingent Claims when Agents have law Invariant Utilities
Dana, Rose-Anne; Carlier, Guillaume - Université Paris-Dauphine (Paris IX) - 2011
cumulative prospect theory (CPT). We show that the computation of demand for a contingent claim when utilities are within that …
Persistent link: https://www.econbiz.de/10011073758
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Natural Disasters: Exposure and Underinsurance
Grislain-Letrémy, Céline - Université Paris-Dauphine (Paris IX) - 2013
experiment makes it possible to analyze the determinants of insurance coverage on the demand side. Based on unique household … experiment of a well-developed supply of natural disasters insurance in highly exposed regions. The French system of natural …Insurance coverage for natural disasters remains low in many exposed areas. A limited supply of insurance is commonly …
Persistent link: https://www.econbiz.de/10010772255
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L'invention du contrôle des risques dans les organismes d'assurance
de Lagarde, Olivier - Université Paris-Dauphine (Paris IX) - 2010
The European Union is completely redesigning the system of prudential supervision of insurance institutions as part of … political scope of the theory of auditability formulated by Power. Indeed the insurance institutions that co-defined the … substantial. Insurance is actually running the risk of complete finaciarisation, to the detriment of its specific mission to …
Persistent link: https://www.econbiz.de/10010705813
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25 ans d'économie de l'assurance
Lane, Georges - Université Paris-Dauphine (Paris IX) - 1995
The text is a description of the evolution of the insurance theory during the period 1968-93. …
Persistent link: https://www.econbiz.de/10010706800
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The Impact of Agricultural Shocks on Households Growth Performance in Rural Madagascar
Thomas, Anne-Claire - Université Paris-Dauphine (Paris IX) - 2009
Persistent link: https://www.econbiz.de/10010706910
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How does the stock market respond to chemical disasters?
Capelle-Blancard, Gunther; Laguna, Marie-Aude - Université Paris-Dauphine (Paris IX) - 2010
In this paper,we examine the stock market reaction to industrial disasters. We consider an original sample of 64 explosions in chemical plants and refineries worldwide over the period 1990-2005. A quarter of the accidents resulted in a toxic release,and half of them caused at least one death or...
Persistent link: https://www.econbiz.de/10010708253
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Should more ambiguity averse agents exert more effort ?
Gollier, Christian; Alary, David - Université Paris-Dauphine (Paris IX) - 2008
Persistent link: https://www.econbiz.de/10010708259
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The Flood Issue: Uniform Insurance and Collective Prevention with Risk Externalities
Lemoyne de Forges, Sabine; Grislain-Letrémy, Céline - Université Paris-Dauphine (Paris IX) - 2012
on the insurance system that covers its inhabitants. As uniform insurance depends on all insureds’ risk, it enables a … partial integration of prevention externalities by jurisdictions. We determine under which condition uniform insurance Pareto … dominates actuarial insurance. …
Persistent link: https://www.econbiz.de/10010708706
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Equity allocation and portfolio selection in insurance
Taflin, Erik - Université Paris-Dauphine (Paris IX) - 2000
A discrete time probabilistic model, for optimal equity allocation and portfolio selection, is formulated so as to apply to (at least) reinsurance. In the context of a company with several portfolios (or subsidiaries), representing both liabilities and assets, it is proved that the model has...
Persistent link: https://www.econbiz.de/10010708778
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On moral hazard and nonexclusive contracts
Chassagnon, Arnold; Attar, Andrea - Université Paris-Dauphine (Paris IX) - 2008
We study an economywhere intermediaries compete over contracts in a nonexclusive insurance market affected by moral …
Persistent link: https://www.econbiz.de/10011071873