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Stéphane Loisel (Université Lyon 1 - ISFA)
Toulouse: TSE, June 8, 2012, 13:45–15:00, room AMPHI S
We show that a simple mixing idea allows to establish a number of explicit formulas for ruin probabilities and related quantities in collective risk models with dependence among claim sizes and among claim inter-occurrence times. Examples include compound Poisson risk models with completely...
Howard Rosenthal (NYU)
Toulouse: IAST, June 7, 2012, 15:30–17:00, room MF323
Rafael Di Tella (Harvard Business School)
Toulouse: TSE, June 7, 2012, 11:00–12:30, room MF 323
We study criminal recidivism in Argentina by focusing on the re-arrest rates of two groups: individuals released from prison and individuals released from electronic monitoring. Detainees are randomly assigned to judges, and ideological differences across judges translate into large differences in...
Marika Cabral (University of Texas, Austin)
Toulouse: TSE, June 5, 2012, 15:30–17:00, room AMPHI S
A large fraction of health care treatments are not urgent and may be delayed if patients so choose. Because insurance coverage is typically determined by the treatment date, individuals may have incentives to strategically delay treatments to minimize out-ofpocket costs. The strategic delay of...
Nicolas Durrande (University of Sheffield)
Toulouse: TSE, June 5, 2012, 14:00–15:30, room MF 323
The Hoeffding-Sobol representation (also called ANOVA decomposition or HDMR) of a multivariate function f is particularly interesting for analysing the influence of the variables on the response of f. For example, this representation plays a key role in global sensitivity analysis for the...
Marzena Rostek (University of Wisconsin, Madison)
Toulouse: TSE, June 5, 2012, 11:00–12:30, room AMPHI S
This paper investigates the effects of market size on the ability of price to aggregate traders’ private information. To account for heterogeneity in correlation of trader values, a Gaussian model of double auction is introduced that departs from the standard information structure based on a common...
David de La Croix (Université Catholique de Louvain)
Toulouse: TSE, June 4, 2012, 17:00–18:30, room Amphi S
Consider an economy populated by males and females, both rich and poor. The society has to choose one of the following marriage institutions: polygyny, strict monogamy, and serial monogamy (divorce and remarriage). After having identified the conditions under which each of these equilibria exists,...
Stéphane Guibaud
TSE, June 4, 2012, 12:30–13:45, room MS003
We study the relation between firm growth and optimal managerial contracting under moral hazard when a long-lived firm is operated by a sequence of managers. In our model, firms replace their managers not only upon poor performance to provide incentives, but also when outside managers are at a...
Nathalie Lavoie (University of Massachusets)
Toulouse: TSE, June 4, 2012, 11:00–12:30, room MS 003
We consider a model of vertical competition where retailers purchase an upstream input from a monopolist and are able to differentiate from each other in terms of quality. Our primary focus is to study the price, quality and welfare effects of introducing a large retailer, such as Costco or a Wal-...
Gilles Saint-Paul (TSE)
Toulouse: IAST, June 1, 2012, 14:00–15:30, room MS001
