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Optimal Taxation and Social Insurance with Endogenous Private Insurance

Chetty, Raj - 2013

This paper characterizes the welfare gains from redistributive taxation and social insurance in an environment where the private sector provides partial insurance. We analyze stylized models in which adverse selection, pre-existing information, or imperfect optimization in private insurance...

Persistent link: https://www.econbiz.de/10012753423

Health and Mortality Delta : Assessing the Welfare Cost of Household Insurance Choice

Koijen, Ralph S. J. - 2011

We develop a pair of risk measures, health and mortality delta, for the universe of life and health insurance products. A life-cycle model of insurance choice simplifies to replicating the optimal health and mortality delta through a portfolio of insurance products. We estimate the model to...

Persistent link: https://www.econbiz.de/10013121063

Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence

Chabi-Yo, Fousseni - In: The review of financial studies 21 (2008) 1, pp. 181-231

Persistent link: https://www.econbiz.de/10003716152

Two trees

Cochrane, John H.; Longstaff, Francis A.; Santa-Clara, Pedro - In: The review of financial studies 21 (2008) 1, pp. 347-385

Persistent link: https://www.econbiz.de/10003716171

State dependence can explain the risk aversion puzzle

Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011

Persistent link: https://www.econbiz.de/10003716673

Estimation risk, information, and the conditional CAPM : theory and evidence

Kumar, Praveen; Sorescu, Sorin M.; Boehme, Rodney D.; … - In: The review of financial studies 21 (2008) 3, pp. 1037-1075

Persistent link: https://www.econbiz.de/10003742220

Asset allocation with a high dimensional latent factor stochastic volatility model

Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271

Persistent link: https://www.econbiz.de/10003325179

An equilibrium model of asset pricing and moral hazard

Ou-Yang, Hui - In: The review of financial studies 18 (2005) 4, pp. 1253-1303

Persistent link: https://www.econbiz.de/10003352818

Beauty contests and iterated expectations in asset markets

Allen, Franklin; Morris, Stephen; Shin, Hyun Song - In: The review of financial studies 19 (2006) 3, pp. 719-752

Persistent link: https://www.econbiz.de/10003358376

Testing portfolio efficiency with conditioning information

Ferson, Wayne E.; Siegel, Andrew F. - In: The review of financial studies 22 (2009) 7, pp. 2735-2758

Persistent link: https://www.econbiz.de/10003866868

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