Risk-sharing, Robustness and Regulation
Speaker(s)Paul Embrechts (ETH Zürich, Switzerland)
LocationErasmus University Rotterdam, E-Building, Room EB-12
Date and time
February 28, 2019
16:00 - 18:00
Abstract: 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.