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Optimal form of retention for securitized loans under moral hazard

Dionne, Georges; Malekan, Sara - In: Risks : open access journal 5 (2017) 4, pp. 1-13

show that the optimal form of retention must be proportional to the pool default loss even in the absence of systemic risk …

Persistent link: https://www.econbiz.de/10011783323

Monopolistic insurance and the value of information

Snow, Arthur - In: Risks : open access journal 3 (2015) 3, pp. 277-289

The value of information regarding risk class for a monopoly insurer and its customers is examined in both symmetric … by sharing gains from trade with high-risk customers when low risks are predominant in the insurance pool. However …

Persistent link: https://www.econbiz.de/10011300312

Information-based trade in German real estate and equity markets

Wölfle, Marco - In: Risks : open access journal 3 (2015) 4, pp. 573-598

This paper employs four established market microstructure measures on information-based trade in financial markets. A set of German mid and small caps is used to analyze potential differential information content in real estate stocks compared to other asset classes. After linking substantially...

Persistent link: https://www.econbiz.de/10011402855

Optimizing moral hazard management in health insurance through mathematical modeling of quasi-arbitrage

Zhou, Lianlian; Li, Anshui; Lu, Jue - In: Risks : open access journal 13 (2025) 5, pp. 1-14

Moral hazard in health insurance arises when insured individuals are incentivized to over-utilize healthcare services, especially when they face low out-of-pocket costs. While existing literature primarily addresses moral hazard through qualitative studies, this paper introduces a quantitative...

Persistent link: https://www.econbiz.de/10015409030

Preliminary investigations for better monitoring : learning in repeated insurance audits

Aboutajdine, Reda; Picard, Pierre - In: Risks : open access journal 6 (2018) 1, pp. 1-22

Audit mechanisms frequently take place in the context of repeated relationships between auditor and auditee. This paper focuses attention on the insurance fraud problem in a setting where insurers repeatedly verify claims satisfied by service providers (e.g., affiliated car repairers or members...

Persistent link: https://www.econbiz.de/10011811555

A note on health insurance under ex post moral hazard

Picard, Pierre - In: Risks : open access journal 4 (2016) 4, pp. 1-9

In the linear coinsurance problem, examined first by Mossin (1968), a higher absolute risk aversion with respect to … decide on their health expenditures. The optimal coinsurance rate trades off a risk-sharing effect and an incentive effect …, both related to risk aversion. …

Persistent link: https://www.econbiz.de/10011556667

The Dynamic connectedness between risk and return in the fintech market of India : evidence using the GARCH-M approach

Bhatnagar, Mukul; Özen, Ercan; Taneja, Sanjay; Grima, Simon - In: Risks : open access journal 10 (2022) 11, pp. 1-16

opportunities while also introducing new risks. The aim of this study is to investigate the relationship between risk and return in … any dynamic link between risk and return in the Indian fintech market. The variance-based Mean-GARCH (GARCH-M) model was … used to determine whether there is a dynamic link between risk and return in the Indian fintech market. The findings …

Persistent link: https://www.econbiz.de/10014225995

The effects of direct democracy on stock market risk and returns : an event study from Switzerland

Morley, Bruce - In: Risks : open access journal 11 (2023) 2, pp. 1-13

The aim of this study was to determine whether referendums affect stock price risks and returns, using an event study approach. Daily end period data for the Swiss stock market index, the STOXX European market index, and the Swiss/US exchange rate running from the beginning of 2004 to June 2021,...

Persistent link: https://www.econbiz.de/10014233147

Perceived risks of autonomous vehicles

Lazányi, Kornélia - In: Risks : open access journal 11 (2023) 2, pp. 1-16

implementation is heavily limited. People consider them as technology that has a lot of risk-be it technological, IT related, or even … ethical. The aim of the present paper is to enrich the existing body of literature of risk perception-and in line with this …. Whilst the effect of cultural variables on risk perception has already been explored by several researchers, the present …

Persistent link: https://www.econbiz.de/10014233177

Mapping risks faced by startup investors : an approach based on the Apriori algorithm

Silva, Claudio Roberto; Siluk, Julio Cezar Mairesse; … - In: Risks : open access journal 11 (2023) 10, pp. 1-19

This article maps and verifies the dependence relation between risks faced by startup investors. Thus, a systematic review of 33 articles and a meta-analysis using the Apriori algorithm were used. We mapped 14 investment risks faced by startup investors, classifying them into four dimensions:...

Persistent link: https://www.econbiz.de/10014391794