Essays on selected problems in risk classification and risk reduction:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2013
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIX, 139 S. graph. Darst. 21 cm |
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| 245 | 1 | 0 | |a Essays on selected problems in risk classification and risk reduction |c vorgelegt von Richard Peter |
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Datensatz im Suchindex
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| adam_text | Titel: Essays on selected problems in risk classification and risk reduction
Autor: Peter, Richard
Jahr: 2013
Contents
List of Variables xiii
List of Abbreviations xviii
List of Figures xix
1 Introduction 1
2 Yes, No, Perhaps? - Premium Risk and Guaranteed Renewable
Insurance Contracts with Heterogeneous Incomplete Private In-
formation 6
2.1 Introduction................................................................7
2.2 Guaranteed Renewable Health Insurance Contracts with Simple In-
formation Distributions ..................................................12
2.3 Premium Risk Insurance with Heterogeneous Private Information . . 14
2.3.1 Modeling of Incomplete Private Information....................14
2.3.2 The Guaranteed Premium in tg..................................17
2.3.3 Sufficient Condition for an Interior Cutoff......................19
2.3.4 Necessity of Condition (2.3)......................................26
2.4 Equilibrium and Welfare Implications ..................................28
2.4.1 Pareto Efficiency and Uniqueness of Equilibrium..............28
2.4.2 Comparative Statics of the Equilibrium Cutoff................30
2.5 Conclusion ................................ 33
2.6 Appendix..................................................................35
2.6.1 Proof of Remark 2.1..............................................35
2.6.2 Comment on Footnote 17........................................36
2.6.3 Proof of Remark 2.4..............................................36
3 Endogenous Information and Adverse Selection under Loss Pre-
vention 39
3.1 Introduction................................................................40
3.2 The Basic Model..........................................................45
3.2.1 General Assumptions..............................................45
3.2.2 No Insurance......................................................47
3.2.3 Fair Insurance Coverage..........................................49
3.2.4 Level of Coverage and Optimal Effort..........................53
3.3 Presence of Adverse Selection............................................55
3.3.1 Preliminaries......................................................55
3.3.2 Unobservable Risk Type..........................................57
3.3.3 Unobservable Informational Status..............................59
3.3.4 Both Risk Type and Informational Status Unobservable ... 62
3.4 Welfare Implications......................................................65
3.5 Conclusion ................................................................67
3.6 Appendix..................................................................70
3.6.1 Value of Information without Insurance........................70
3.6.2 Value of Information with Full Information....................72
3.6.3 Numerical Example for a Positive Value of Information in the
Benchmark Case..................................................74
3.6.3.1 Quadratic Loss Preventione Technology..............74
3.6.3.2 The Value of Information under Risk Neutrality and
Linear Prevention Cost................................75
3.0.3.3 Extension to the General Model......................76
4 Optimal Loss Prevention and Prudence under Endogenous Con-
sumption 77
4.1 Introduction................................................................78
4.2 The Model and the Results..............................................82
4.2.1 Two-Period Loss Prevention......................................82
4.2.2 Two-Period Loss Prevention with a Specific Level of Savings 85
4.2.3 Two-Period Loss Prevention and Endogenous Savings .... 87
4.3 Intuition....................................................................93
4.3.1 Graphical Illustration............................................93
4.3.2 Intuition Based on Moments ....................................96
4.4 Conclusion ................................................................100
4.5 Appendix..................................................................103
4.5.1 Sufficient Conditions for the Second-Order Conditions .... 103
4.5.2 Proof of Lemma 4.1..............................................106
5 Loss Reduction, Loss Prevention and Increased Risk Aversion:
An Intertemporal Reinvestigation 108
5.1 Introduction................................................................109
5.2 The Models.................................112
5.2.1 Loss Reduction....................................................112
5.2.2 Loss Prevention....................................................114
5.3 The Models including Endogenous Savings..............................116
5.3.1 Loss Reduction and Savings......................................116
5.3.2 Loss Prevention and Savings ....................................119
5.4 Conclusion ................................................................121
5.5 Appendix..................................................................123
5.5.1 Proof of Proposition 5.1..........................................123
5.5.2 Proof of Proposition 5.2..........................................123
5.5.3 Proof of Proposition 5.3..........................................124
5.5.4 Proof of Proposition 5.4..........................................126
6 Conclusion 129
Bibliography 132
|
| any_adam_object | 1 |
| author | Peter, Richard |
| author_facet | Peter, Richard |
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| dewey-search | 368.00681 |
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| dewey-tens | 360 - Social problems and services; associations |
| discipline | Technik Soziologie Wirtschaftswissenschaften |
| format | Thesis Book |
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| indexdate | 2024-07-10T01:04:27Z |
| institution | BVB |
| language | English |
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| physical | XIX, 139 S. graph. Darst. 21 cm |
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| spelling | Peter, Richard Verfasser aut Essays on selected problems in risk classification and risk reduction vorgelegt von Richard Peter 2013 XIX, 139 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier München, Univ., Diss., 2013 Risiko (DE-588)4050129-2 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4113937-9 Hochschulschrift gnd-content Risiko (DE-588)4050129-2 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027194628&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Peter, Richard Essays on selected problems in risk classification and risk reduction Risiko (DE-588)4050129-2 gnd |
| subject_GND | (DE-588)4050129-2 (DE-588)4143413-4 (DE-588)4113937-9 |
| title | Essays on selected problems in risk classification and risk reduction |
| title_auth | Essays on selected problems in risk classification and risk reduction |
| title_exact_search | Essays on selected problems in risk classification and risk reduction |
| title_full | Essays on selected problems in risk classification and risk reduction vorgelegt von Richard Peter |
| title_fullStr | Essays on selected problems in risk classification and risk reduction vorgelegt von Richard Peter |
| title_full_unstemmed | Essays on selected problems in risk classification and risk reduction vorgelegt von Richard Peter |
| title_short | Essays on selected problems in risk classification and risk reduction |
| title_sort | essays on selected problems in risk classification and risk reduction |
| topic | Risiko (DE-588)4050129-2 gnd |
| topic_facet | Risiko Aufsatzsammlung Hochschulschrift |
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