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Folus, Didier - Université Paris-Dauphine (Paris IX) - 2010

Persistent link: https://www.econbiz.de/10010707630

Ageing and the Demand for Life Insurance : An Empirical Investigation using French Panel Data

Bernard, Philippe; El Mekkaoui de Freitas, Najat; … - Université Paris-Dauphine (Paris IX) - 2003

investigates the relationship between age structure and the demand for life insurance products using an econometric estimation of … model to exhibit the determinants of the probability of life insurance holding, and an ordinary least squares procedure to … explain the amount of wealth held in life insurance, according to the previously identified significant variables. The results …

Persistent link: https://www.econbiz.de/10011073169

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

Pension Fund Investment in Private Equity and Venture Capital in the U.S. and Canada

Chemla, Gilles - Université Paris-Dauphine (Paris IX) - 2004

funds, their investment in private equity is about 20 times larger. Asset size is an important determinant of the decision … appears to be an important factor in explaining the difference in private equity investment, but it is not sufficient to …

Persistent link: https://www.econbiz.de/10011166505

Equilibrium analysis in financial markets with countably many securities

Tourky, Rabee; Martins-da-Rocha, Victor-Filipe; … - Université Paris-Dauphine (Paris IX) - 2004

An F-cone is a pointed and generating convex cone of a real vector space that is the union of a countable family of finite dimensional polyedral convex cones such that each of which is an extremel subset of the subsequent one. In this paper, we study securities markets with countably many...

Persistent link: https://www.econbiz.de/10010905335

Optimal annuitization, uncertain survival probabilities, and maxmin preferences

Thibault, Emmanuel; D'Albis, Hippolyte - Université Paris-Dauphine (Paris IX) - 2012

/hersurvival probability and has maxmin utility preferences; we show that it is optimal not to annuitize but to purchase pure life insurance …

Persistent link: https://www.econbiz.de/10010706540

Increase in Life-Expectancy and Saving Behaviour

Lavigne, Anne; Bernard, Philippe; Mahieu, Ronan; El … - Université Paris-Dauphine (Paris IX) - 2003

The age structure of the French population has been experiencing dramatic changes over the past decades and is likely to do so in a near future. The increasing proportion of the elder people may modify the savings behaviour of households. The level of savings, as well as its composition, may be...

Persistent link: https://www.econbiz.de/10010707806

Les marchés d'actifs sûrs

Folus, Didier - Université Paris-Dauphine (Paris IX) - 2012

Les actifs financiers sûrs sont au cœur de la finance de marché aujourd'hui. L'aptitude de tels actifs à protéger la valeur de l'épargne et des avoirs financiers, à servir de garantie à des prêteurs, à permettre aux entités souveraines de se financer ou encore aux banques centrales de...

Persistent link: https://www.econbiz.de/10011073328

Heurs et malheurs de l'investissement à long terme : l'exemple de Solvency II

Lorenzi, Jean-Hervé - Université Paris-Dauphine (Paris IX) - 2010

Persistent link: https://www.econbiz.de/10011073998

Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index

De Winne, Rudy; Gresse, Carole; Platten, Isabelle - Université Paris-Dauphine (Paris IX) - 2014

This article examines how the introduction of an ETF replicating a stock index impacts on the liquidity of the underlying stocks when the ETF market involves liquidity providers (LPs). We find that index stock spreads decline, relative to those of non-index stocks, after the introduction of the...

Persistent link: https://www.econbiz.de/10010861453

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