E-Dissertationen: Search
Now showing items 1-7 of 7
Risk Management of Life Insurance Contracts with Interest Rate and Return Guarantees and an Analysis of Chapter 11 Bankruptcy Procedure
(2007)
Equity-linked life insurance contracts are an example of theinterplay between insurance and finance. By considering some specific equity-linked life insurance contracts, this thesis mainly studies risk management methods, ...
Essays on the Effects of Information on Incentives and on People’s Awareness and Assessment of Biases
(2007)
The first two essays deal with the interaction between intermediate information and incentives when information asymmetries are present. While in the first essay, individuals’ types can be private information, in the second ...
Essays on International Policy Coordination in Interdependent Economies
(2007)
Throughout the last couple of decades the world has experienced a strong and steady increase in the economic interdependence among national economies. Accordingly, national monetary and fiscal policies are also subject to ...
Modeling the Dynamics of Stock Prices Using Realized Variation Measures
(2007)
Recently, the availability of high-frequency financial data has opened new research directions for modeling the volatility of asset returns. In particular, building on the theory of quadratic variation, the high-frequency ...
Dynamic Matching and Bargaining Games: Towards a General Perspective
(2007)
"Nature makes no jumps," according to a famous saying - but what about economies? Is economic welfare continuous in the size of the frictions of trading and do the welfare theorems hold approximately when ...
Information and Incentives in Organizations
(2007)
This thesis asks about the value of information for providing incentives in principal agent models with hidden action and limited liability. The classical literature deals with information in the form of signals that the ...
Market Behavior and Market Interaction under Incomplete Information: Theory and Empirical Implications
(2007)
Chapter 1 deals with the question of how buyers behave in the presence of uncertainty about the distribution of prices. To this end, we consider a model of a big, decentralized auction market in which two types of agents ......