Risques
Le risque de développement est un risque non connu au moment du lancement d’un produit et qui se révèle du…
Should we discount the far-distant future at its lowest possible rate ?
Gestion des risques > Risques06/2010
In this paper, we elaborate on an idea initially developed byWeitzman (1998) that justifies taking the lowest possible discount rate…
How Should the Distant Future be Discounted When Discount Rates are Uncertain ?
Gestion des risques > Risques11/2009
The so-called "Weitzman-Gollier puzzle" is the fact that two seemingly symmetric and equally plausible ways of dealing with uncertain future…
We study a continuous-time principal-agent model in which a risk-neutral agent with limited liability must exert unobservable effort to reduce…
Risk Attitude, Beliefs Updating and the Information. Content of Trades: An Experiment
Gestion des risques > Risques05/2009
We conduct a series of experiments that simulate trading in financial markets and which allows us to identify the different…
The definition of risk appetite is absolutely essential in insurance and reinsurance, where risk is the raw material. It refers…
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