Blar i Discussion papers (FOR) på emneord "VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Forsikringsmatematikk og risikoanalyse: 417"
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Pareto optimal insurance policies in the presence of administrative costs
(Discussion paper, Working paper, 2010-08)In his classical article in The American Economic Review, Arthur Raviv (1979) examines Pareto optimal insurance contracts when there are ex-post insurance costs c induced by the indemnity I for loss x. Raviv’s main ... -
A regression surprise resolved
(Discussion paper, Working paper, 2008-09)In this note we explore the following surprising fact: In regression with trend and seasonality, the prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time when the seasons ...