Working Papers

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030: Premium Calculation by Transforming the Layer Premium Density

S. Wang

029: RISK THEORY: EXACT CALCULATIONS IN THE INDIVIDUAL RISK MODEL; SOME METHODS

Alvaro Tomassetti, Angelo Manna and Sabrina Pucci

028: Modeling of 1994 A.M. Best Life/Health Insurer Ratings

G. Sabot

027: The Complex Role of Age in Employer-Mandated Health Insurance

N. Nielson

026: Comparing Risks with Unbounded Distributions

Alfred Mueller

025: Another tale of two tails: On characterizations of comparative risk

Alfred Mueller

024: PUNITIVE DAMAGES IN TEXAS: AN ECONOMIC INQUIRY

Joseph J. Launie, William P. Jennings and Robert C. Witt

023: Loss Imposition and Institutional Structure: The Case of Automobile Insurance Reform in North America

Edward L. Lascher

022: The Effect of Costly Risk Bearing on Insurers' Supply Decisions

A. E. Kleffner and N. A. Doherty

021: COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM

Montserrat Guillen and Manuel Artís

020: External Impacts on the Property-Liability Insurance Cycle

Martin Grace and Julie Hotchkiss

019: Recursive Utility, Precautionary Saving and the Demand for Insurance

Christian Gollier, Eric Renault and Jean Rochet

018: Weak Proper Risk Aversion And The Tempering Effect of Background Risk

Christian Gollier and John W. Pratt

017: Monopolistic Insurance Markets Under the Coinsurance Clause

Christian Gollier and Jean-Jacques Laffont

016: Risk-Taking Behaviour With Expected Utility and Limited Liability: Applications to the Regulation of Financial Intermediaries

Christian Gollier, Pierre-Francois Koehl and Jean Rochet

015: Second-Best Risk Sharing With Incomplete Contracts

Christian Gollier

014: Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order

Christian Gollier

013: Dynamic Risk Taking With Indivisible Risks

Christian Gollier

012: Efficiency Comparisons between Mutual and Stock Life Insurance Companies

L. A. Gardner and Martin Grace

011: The Underinvestment Problem, Bond Covenants and Insurance

J. R. Garven and R. D. MacMinn

010: Reinsurance, Taxes and Efficiency: A Contingent Claims Model of Insurance Market Equilibrium

J. R. Garven and Henri Loubergé

009: Ownership Structure and Distribution Systems in Property-Liability Insurance

J. R. Garven and Montserrat Guillen

008: The Demand For Reinsurance: Theory and Empirical Tests

J. R. Garven and J. Lamm-Tennant

007: Demand for Risky Assets and Stochastic Dominance: A Note

Louis Eeckhoudt and Christian Gollier

006: Risk Aversion, Prudence and Temperance: A Unified Approach

Louis Eeckhoudt, Christian Gollier and Thierry Schneider

005: Changes in Background Risk and Risk Taking Behavior

Louis Eeckhoudt, Christian Gollier and Harris Schlesinger

004: Insurance Cycles: Interest Rates and the Capacity Constraint Model

N. A. Doherty and J. R. Garven

003: Event Study Methodology: A New and Stochastically Flexible Approach

Brockett, P. L.,, H. M. Chen and J. R. Garven

002: A Reexamination of the Relationship between Preferences and Moment Orderings by Rational Risk Averse Investors

P. L. Brockett and J. R. Garven

001: Adverse selection in an insurance pool

Bruno Biais and Christian Gollier