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Memorial lecture for John Kuszczak : notes on optimal capital regulation

Gale, Douglas - In: The evolving financial system and public policy : …, (pp. 225-258). 2004

Persistent link: https://www.econbiz.de/10003034735

Strategic selection of risk models and bank capital regulation

Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2591-2606

Persistent link: https://www.econbiz.de/10012039818

Ex ante, ex post risk and bank capital ratios : an empirical investigation

Abbas, Faisal; Bashir, Adnan - In: Journal of economic and administrative sciences 39 (2023) 4, pp. 892-914

Persistent link: https://www.econbiz.de/10014502174

Differential mortality and the progressivity of social security

Bagchi, Shantanu - 2016

-dependent mortality risk. This is because while a more progressive benefit-earnings rule provides increased insurance for households with … relatively unfavorable earnings histories, and therefore lower savings and survivorship, their relatively high mortality risk …

Persistent link: https://www.econbiz.de/10011554131

Radner equilibria under ambiguous volatility

Beißner, Patrick - 2013

The present paper considers a class of general equilibrium economics when the primitive uncertainty model features uncertainty about continuous-time volatility. This requires a set of mutually singular priors, which do not share the same null sets. For this setting we introduce an appropriate...

Persistent link: https://www.econbiz.de/10010212527