Search Results - subject:"correlated risk"

The socially optimal loan auditing with multiple projects

Simmons, Peter J.; Tantisantiwong, Nongnuch - 2022

Persistent link: https://www.econbiz.de/10014288046

Decomposition of natural catastrophe risks: Insurability using parametric CAT bonds

Marvi, Morteza Tavanaie; Linders, Daniël - In: Risks 9 (2021) 12, pp. 1-19

Nat Cat risks are not insurable by traditional insurance mainly because of producing highly correlated losses. The source of such correlation among buildings of a region subject to a natural hazard is discussed. A decomposition method is proposed to split Nat Cat risk into idiosyncratic (and...

Persistent link: https://www.econbiz.de/10013200877

Decomposition of natural catastrophe risks : insurability using parametric CAT bonds

Marvi, Morteza Tavanaie; Linders, Daniël - In: Risks : open access journal 9 (2021) 12, pp. 1-19

Persistent link: https://www.econbiz.de/10012705095

Coupled lotteries: A new method to analyze inequality aversion

Koch, Melanie; Menkhoff, Lukas; Schmidt, Ulrich - 2019

We develop and implement a new measure for inequality aversion: two peers are endowed with identical binary lotteries and the only choice they make is whether they want to play out the lotteries independently or with perfect positive correlation (coupling). Coupling has no other e ect than...

Persistent link: https://www.econbiz.de/10012141891

Coupled lotteries : a new method to analyze inequality aversion

Koch, Melanie; Menkhoff, Lukas; Schmidt, Ulrich - 2019

Persistent link: https://www.econbiz.de/10012108631

Group lending with covariate risk

Ahlin, Christian; Debrah, Godwin - In: Journal of development economics 157 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013477835

Evaluation of individual and group lending under asymmetric information

Simmons, Peter J.; Tantisantiwong, Nongnuch - 2018

Persistent link: https://www.econbiz.de/10011868538

Bank systemic risk exposure and office market interconnectedness

Füss, Roland; Ruf, Daniel - In: Journal of banking & finance 133 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013257387

Coupled lotteries - a new method to analyze inequality aversion

Koch, Melanie; Menkhoff, Lukas; Schmidt, Ulrich - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 236-256

Persistent link: https://www.econbiz.de/10013186392

Wildlife Conservation and Land Development Risk in Virginia, USA

Xu, Ying; Busby, Gwenlyn M. - Agricultural and Applied Economics Association - AAEA - 2013

in Busby et al. (2011), which incorporates spatially correlated risk into the reserve site selection problem, to a … analysis, we identify the types of settings where incorporating spatially correlated risk into conservation reserve design can …

Persistent link: https://www.econbiz.de/10010915975