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Pareto optimal pension risk allocations

Muns, Sander; Werker, Bas J. M. - In: De economist : quarterly review of the Royal … 170 (2022) 1, pp. 133-172

Persistent link: https://www.econbiz.de/10013184164

Characterizing optimal allocations in quantile-based risk sharing

Wang, Ruodu; Wei, Yunran - In: Insurance / Mathematics & economics 93 (2020), pp. 288-300

Persistent link: https://www.econbiz.de/10012294136

Pareto optimal pension risk allocations

Muns, Sander; Werker, Bas J. M. - 2022

Persistent link: https://www.econbiz.de/10013341263

Fiscal risk and the portfolio of government programs

Hanson, Samuel G.; Scharfstein, David; Sunderam, Adi - 2016

Persistent link: https://www.econbiz.de/10011567492

A simple GDP-based model for public investments at risk

Lapeyre, Bernard; Quinet, Emile - In: Journal of benefit-cost analysis : JBCA 8 (2017) 1, pp. 91-114

Persistent link: https://www.econbiz.de/10011664593

Fiscal Risk and the Portfolio of Government Programs

Hanson, Samuel G. - 2016

In this paper, we develop a new model for government cost-benefit analysis in the presence of risk. In our model, a benevolent government chooses the scale of a risky project in the presence of two key frictions. First, there are market failures, which cause the government to perceive project...

Persistent link: https://www.econbiz.de/10012455917