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Risk-sharing, Robustness and Regulation

  • Series
    Seminars Econometric Institute
  • Speaker(s)
    Paul Embrechts (ETH Zürich, Switzerland)
  • Field
  • Location
    Erasmus 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.