Séminaire
Economie
Recherche
Sur le campus
Actuarial Science Seminar: Risk sharing, Robustness and Regulation
Paul Embrechts, ETH Zurich
- Date
- Le 24 avril 2019
- Horaires
- De 12:00 à 13:00
- Lieu
- Extranef, 109
- Format
- Présentiel
In this talk I will summarize some recent work on the concept of risk-sharing, discuss in particular properties like robustness, moral hazard and equilibrium pricing and finally highlight consequences for capital regulation for the financial and insurance industry.