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Agnès Tomini (LAMETA, Université de Montpellier)
Toulouse : TSE, 14 juin 2012, 11h00–12h30, salle MS 003
This paper extends the previous literature on differential games of groundwater pumping in two directions. First, we take up the often claimed necessity to model the physical interactions between groundwater and rainwater, instead of analyzing these water sources as non-connected systems, and...
Olivier Ledoit (University of Zurich)
Toulouse : TSE, 12 juin 2012, 14h00–15h30, salle MF 323
Many applied problems require an estimate of a covariance matrix and/or its inverse. When the matrix dimension is large compared to the sample size, which happens frequently, the sample covariance matrix is known to perform poorly and may suffer from ill-conditioning. There already exists an...
Antoine Dechezlepretre (LSE)
Toulouse : TSE, 12 juin 2012, 14h00–15h30, salle MS003
Manufacture des Tabacs - Building S, Toulouse, 12–13 juin 2012
Xavier Gabaix (Stern School of Business - New York University)
TSE, 11 juin 2012, 12h30–13h45, salle MF 323
This paper proposes a way to model boundedly rational dynamic programming in a parsimonious and tractable way. It first illustrates the approach via a boundedly rational version of the consumption-saving life cycle problem. The consumer can pay attention to the variables such as the interest rate...
Ujjayant Chakravorty (University of Alberta)
Toulouse : TSE, 11 juin 2012, 11h00–12h30, salle MF 323
PAPER 1 - In recent years, many countries have adopted aggressive policies that promote biofuels as a substitute for gasoline in transportation. For instance, 40% of US grain is now used in transportation. This share is expected to rise significantly under the current Renewable Fuels Mandate. In...
Ingela Alger (TSE), Anne-Marie Tabacchi (Ecolab) et Eric Tabacchi (Ecolab)
Toulouse : IAST, 8 juin 2012, 14h00–15h30, salle MF323
Stéphane Loisel (Université Lyon 1 - ISFA)
Toulouse : TSE, 8 juin 2012, 13h45–15h00, salle 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, 7 juin 2012, 15h30–17h00, salle MF323
Rafael Di Tella (Harvard Business School)
Toulouse : TSE, 7 juin 2012, 11h00–12h30, salle 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...
