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Christophe Dutang (Université de Strasbourg (IRMA))
Toulouse: TSE, March 29, 2013, 15:15–16:15, room MS 003
Cette présentation reprend deux des thèmes majeurs d'assurance non-vie, à savoir la modélisation des primes et des sinistres. Nous proposons deux modèles théoriques, l'un basé sur la théorie des jeux pour modéliser les primes et l'autre sur la théorie de la ruine pour modéliser l'impact des...
Vianney Perchet (Université Paris Diderot)
Toulouse: TSE, March 29, 2013, 13:45–15:00, room MF 323
We consider the optimization framework known as "multi-armed bandit" where a finite number of actions (or arms/decisions) give random rewards, whose expectations depend on the action. The objective of a decision maker is to select sequentially actions in order to find the quickest possible, the...
Pascal Lavergne (Toulouse School of Economics)
TSE, March 29, 2013, 12:30–13:30, room MF 429
Alejandro Justiniano
March 29, 2013
Gary Charness (University of California)
Toulouse: IAST, March 28, 2013, 15:30–16:30, room MF323
We test experimentally an explanation of over and under confidence as motivated by (perhaps unconscious) strategic concerns, and find compelling evidence supporting this hypothesis in how participants send and respond to incentivized statements of confidence. In two-player tournaments where the...
Thomas Lemieux (University of British Columbia)
Toulouse: TSE, March 26, 2013, 15:30–17:00, room MS 001
Using data from the Panel Study of Income Dynamics, we study how the aucovariance structure of wages and earnings differs under different contractual arrangements. We divide jobs on the basis of whether they pay for performance, and whether they are covered by collective bargaining agreements....
Nicolas Vieille (HEC, Paris)
Toulouse: TSE, March 26, 2013, 11:00–12:30, room MS 001
This paper characterizes a subset of equilibrium payoffs for Markovian games with private information as the discount factor vanishes. Monitoring might be imperfect, transitions may depend on the action profile, types might be correlated or not, values can be private or interdependent. It focuses...
Matthias Doepke (University of Northwestern)
Toulouse: TSE, March 25, 2013, 17:00–18:30, room MS 001
We develop a theory that gives rise to an endogenous unit of account. Agents enter into non-contingent contracts with a variety of business partners. Trade unfolds sequentially in credit chains and is subject to random matching. By using a dominant unit of account, agents can lower their exposure...
Bertel Schjerning (University of Copenhagen)
TSE, March 25, 2013, 14:00–15:30, room MF323
We present a dynamic extension of the classic static model of Bertrand price competition that allows competing duopolists to undertake cost-reducing investments in an attempt to “leapfrog” their rival to attain low-cost leadership—at least temporarily. We show that leapfrogging occurs in...
Rui Silva
TSE, March 25, 2013, 12:30–14:00, room MF 323
The literature on conglomerates has focused on the misallocation of investments as the cause of the conglomerate discount. I study frictions in the internal labor market as a possible cause of misallocation of investments. Using detailed plant level data, I document wage convergence in...
