Narrow search
Showing 1 - 10 of 17,015
Cover Image
Bonus-malus system or partial coverage to oppose moral hazard problems?
Vandebroek, Martina - In: Insurance / Mathematics & economics 13 (1993) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001163878
Cover Image
A polynomial optimization approach to principal-agent problems
Renner, Philipp; Schmedders, Karl - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 729-769
Persistent link: https://www.econbiz.de/10011350620
Cover Image
The first-order approach to the continuous-time principal-agent problem with exponential utility
Schättler, Heinz - In: Journal of economic theory 61 (1993) 2, pp. 331-371
Persistent link: https://www.econbiz.de/10001157082
Cover Image
A primer on moral-hazard models
Prescott, Edward Simpson - In: Economic quarterly 85 (1999) 1, pp. 47-77
Persistent link: https://www.econbiz.de/10001417687
Cover Image
A Primer on Moral-Hazard Models
Prescott, Edward S. - 2012
Economists regularly consider moral hazard when they analyze topics like insurance contracts, labor compensation, and …
Persistent link: https://www.econbiz.de/10013101944
Cover Image
Essays on dynamic incentives
Clausen, Andrew - 2012
Persistent link: https://www.econbiz.de/10011817030
Cover Image
Optimal task assignments
Balmaceda M., Felipe - In: Games and economic behavior 98 (2016), pp. 1-18
Persistent link: https://www.econbiz.de/10011771360
Cover Image
Risk aversion, reservation utility and bargaining power : an evolutionary algorithm approximation of incentive contracts
Curiel, Itza; Di Giannatale, Sonia; Labrador-Badía, Giselle - In: Computational economics 63 (2024) 2, pp. 477-511
Persistent link: https://www.econbiz.de/10014472277
Cover Image
A large-scale optimization model for replicating portfolios in the life insurance industry
Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, János - 2016
Replicating portfolios have recently emerged as an important tool in the life insurance industry, used for the … valuation of companies' liabilities. This paper presents a replicating portfolio (RP) model for approximating life insurance … liabilities as closely as possible. We minimize the L1 error between the discounted life insurance liability cash flows and the …
Persistent link: https://www.econbiz.de/10011515725
Cover Image
Multi-objective stochastic optimization programs for a non-life insurance company under solvency constraints
Kaucic, Massimiliano; Daris, Roberto - In: Risks : open access journal 3 (2015) 3, pp. 390-419
experiments are carried out on a set of portfolios to be optimized for an EU-based non-life insurance company. Both performance …
Persistent link: https://www.econbiz.de/10011402555