FALL 2009: |
Date |
Location/Time |
Speaker |
Affiliation |
Paper Presentation / Discussion Topic / Materials |
| The Fall 2009 RMI Research Seminars will be held every Friday from 10:30 to 12:00 noon in the Kenneth Black Jr. Conference Room (RCB 1100), beginning August 21st. |
| 8/21/2009 |
RCB 1100
10:30-12:00 |
Don Schlagenhauf |
Florida State University |
"Life Insurance Demand and the Life Cycle"
>>DOWNLOAD PAPER |
| 8/28/2009 |
RCB 1100
10:30-12:00 |
Erhan Bayraktar |
University of Michigan |
"Strict Local Martingale Deflators and Pricing American Call-Type Options"
>>DOWNLOAD PAPER |
| 9/4/2009 |
RCB 1100
10:30-12:00 |
Richard Suen
|
University of California at Riverside |
Technological Advance and the Growth in Health Care Spending
>>DOWNLOAD PAPER |
| 9/11/2009 |
RCB 1100
10:30-12:00 |
Cary Tsai |
Simon Fraser University (Canada) |
Bounds and ordering of uin probabilities for surplus processes
>>DOWNLOAD PAPER 1
>>DOWNLOAD PAPER 2
>>DOWNLOAD PAPER 3 |
| 9/18/2009 |
RCB 1100
10:30-12:00 |
David Zaring |
University of Pennsylvania (Wharton) |
Answering The Effectiveness Question: Evidence From The SEC’s Networks
>>DOWNLOAD PAPER |
| 9/25/2009 |
RCB 1100
10:30-12:00 |
Gordan Zitkovic |
University of Texas at Austin |
Equilibria and stability in continuous-time financial markets |
| 10/2/2009 |
RCB 1100
10:30-12:00 |
David Landriault |
University of Waterloo |
Generalized penalty functions with stochastic ordering applications
>>DOWNLOAD PAPER
>>DOWNLOAD PAPER |
| 10/9/2009 |
RCB 1100
10:30-12:00 |
Sharon Tennyson |
Cornell University |
Bargaining in the Shadow of the Law: The Impact of Bad Faith Liability on Automobile Insurance Settlements
>>DOWNLOAD PAPER |
| 10/16/2009 |
RCB 1100
10:30-12:00 |
Ahmed Khwaja
|
Duke University |
Dynamic Entry with Cross Product Spillovers:
An Application to the Generic Drug Industry
>>DOWNLOAD PAPER |
| 10/23/2009 |
RCB 1100
10:30-12:00 |
Jaksa Cvitanic |
California Institute of Technology |
Optimal contracts in continuous-time models
>>DOWNLOAD PAPER 1
>>DOWNLOAD PAPER 2 |
| 10/30/2009 |
RCB 1100
10:30-12:00 |
Sevin Yeltekin |
Carnegie Mellon University |
Computing Equilibria of Dynamic Games
>>DOWNLOAD PAPERS |
| 11/6/2009 |
RCB 1100
10:30-12:00 |
Anup Malani |
University of Chicago Law School |
Ambiguity and Social Learning during the SARS Pandemic of 2003
>>DOWNLOAD PAPER |
| 11/13/2009 |
RCB 1100
10:30-12:00 |
Lisa Nicholson |
University of Louisville Brandeis School of Law |
TBA |
| 11/20/2009 |
RCB 1100
10:30-12:00 |
Martin Boyer |
HEC Montréal |
TBA |
| 12/4/2009 |
RCB 1100
10:30-12:00 |
Andy Haughwout |
Federal Reserve Bank of New York |
Subprime Mortgage Pricing: The Impact of Race, Ethnicity, and Gender on the Cost of Borrowing |
| 3/19/2010 |
TBA |
TBA |
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| 3/26/2010 |
TBA |
TBA |
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| 4/2/2010 |
RCB 1100
10:30-12:00 |
Mark Broadie |
Columbia University |
TBA |
| 4/9/2010 |
RCB 1100
10:30-12:00 |
Risa Palm |
Georgia State University |
|
| 4/16/2010 |
TBA |
TBA |
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| 4/23/2010 |
RCB 1100
10:30-12:00 |
Eduardo Schwartz |
UCLA |
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| SPRING 2009 |
Date |
Location/Time |
Speaker |
Affiliation |
Paper Presentation / Discussion Topic / Materials |
| 2/19/2009 |
RCB 1100
10:00-11:30 |
Ajay Subramanian |
Georgia State University (RMI) |
Corporate Governance and Innovation: Theory and Evidence
>>DOWNLOAD PAPER |
| 3/12/2009 |
RCB 1100
10:00-11:30 |
Eric Ulm |
Georgia State University (RMI) |
The Effect of Policyholder Transfer Behavior on the Value of Guaranteed Minimum Death Benefits
>>DOWNLOAD PAPER |
| 3/19/2009 |
RCB 1100
10:00-11:30 |
DISTINGUISHED
LECTURER:
Georges Dionne |
HEC Montréal
|
LECTURE1:
Asymmetric information tests with applications to insurance and finance contracting |
| 3/26/2009 |
RCB 1100
10:00-11:30 |
DISTINGUISHED
LECTURER:
Georges Dionne |
HEC Montréal
|
LECTURE 2:
Moral hazard tests with applications to road safety and insurance contracting |
| 4/2/2009 |
RCB 300
10:00-11:30 |
Daniel Schwarcz |
University of Minnesota Law School |
|
| 4/23/2009 |
RCB 1100
10:00-11:30 |
DISTINGUISHED
LECTURER:
Georges Dionne |
HEC Montréal
|
LECTURE 3:
Asymmetric information and adverse selection tests in auctions with applications to slave and merger and acquisition auctions |
CHANGE:
5/01/2009 |
RCB 1100
10:00-11:30 |
DISTINGUISHED
LECTURER:
Georges Dionne |
HEC Montréal
|
LECTURE 4:
The costs and benefits of reinsurance |
 |
| FALL 2008: |
Date |
Location/Time |
Speaker |
Affiliation |
Paper Presentation / Discussion Topic / Materials |
| 8/28/2008 |
RCB 1100
10:30-12:00 |
Gustavo Ventura |
University of Iowa |
Taxation, Aggregates and the Household
>>DOWNLOAD PAPER |
| 9/04/2008 |
RCB 1100
10:30-12:00 |
Eric Young |
University of Virginia |
A Quantitative Theory of Information and Unsecured Credit
>>DOWNLOAD PAPER |
| 9/11/2008 |
RCB 1100
10:30-12:00 |
Christopher L. House |
University of Michigan |
Fixed Costs and Long-Lived Investments
>>DOWNLOAD PAPER |
| 9/18/2008 |
RCB 1100
10:30-12:00 |
Vincenzo Quadrini |
University of Southern California |
Financial Innovations and Macroeconomic Volatility
>>DOWNLOAD PAPER |
| 9/25/2008 |
RCB 1200
10:30-12:00 |
Tim S.T. Leung |
John Hopkins University |
Employee Stock Options: Accounting for Optimal Hedging, Suboptimal Exercises, and Contractual Restrictions
>>DOWNLOAD PAPER |
| 10/02/2008 |
RCB 1100
10:30-12:00 |
James Cox |
Georgia State University |
Is There a Plausible Theory for Decision under Risk?
>>DOWNLOAD PAPER |
| 10/09/2008 |
RCB 1100
10:30-12:00 |
NONE SCHEDULED |
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| 10/16/2008 |
RCB 1100
10:30-12:00 |
Peter A. Forsyth |
University of Waterloo |
A Numerical Scheme for the Impulse Control Formulation for Pricing Variable Annuities with a Guaranteed Minimum Withdrawal Benefit (GMWB)
>>DOWNLOAD PAPER #1
>>DOWNLOAD PAPER #2 |
| 10/23/2008 |
RCB 1100
10:30-12:00 |
Darius Lakdawalla |
Rand Corporation |
The Welfare Effects of Medical Malpractice Liability
>>DOWNLOAD PAPER |
| 10/30/2008 |
RCB 1100
10:30-12:00 |
Chris Kingston |
Amherst College |
Marine Insurance in Philadelphia during the Quasi-War
with France, 1795-1801
>>DOWNLOAD PAPER |
| 11/06/2008 |
RCB 1100
10:30-12:00 |
Kristian R. Miltersen
|
NHH Bergen
|
Risky Corporate Debt with Finite Maturity
>>DOWNLOAD PAPER |
| 11/13/2008 |
RCB 1100
10:30-12:00 |
J. David Cummins |
Temple University |
Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk Transfer Solutions
>>DOWNLOAD PAPER |
| 11/20/2008 |
RCB 1100
10:30-12:00 |
David Hyman |
University of Illinois |
|
| 12/04/2008 |
RCB 1100
10:30-12:00 |
CANCELLED |
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| 12/11/2008 |
RCB 1100
10:30-12:00 |
Daniel Schwarcz |
University of Minnesota Law School |
The British Approach to Consumer Financial Disputes: A Model for Reform in
Insurance Law and Beyond
>>DOWNLOAD PAPER |
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| SPRING 2008: |
Date |
Location/Time |
Speaker |
Affiliation |
Paper Presentation / Discussion Topic / Materials |
| 3/13/08 |
RCB 300
10:00 to 11:30 |
Anna Chernobai |
Syracuse University |
The Determinants of Operational Losses
>>DOWNLOAD PAPER |
| 4/3/08 |
RCB 1100
10:30 to 12:00 |
Susan Laury |
Georgia State University |
Insurance Purchase for Low-Probability Losses
>>DOWNLOAD PAPER |
| 4/17/08 |
RCB 300
10:00 to 11:30 |
Richard MacMinn |
Illinois State University |
Mossin’s Theorem Given Random Initial Wealth
>>DOWNLOAD PAPER |
| 5/1/08 |
RCB 1100
10:30 to 12:00 |
Tom Cosimano |
Notre Dame University |
Continuous Time One-Dimensional Asset Pricing Models
with Analytic Price-Dividend Functions
>>DOWNLOAD PAPER |
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| FALL 2007: |
Date |
Location/Time |
Speaker |
Affiliation |
Paper Presentation / Discussion Topic / Materials |
| 8/23/07 |
RCB 1100
10:30 to 12:00 |
Adam Speight |
Georgia State University |
|
| 8/30/07 |
RCB 1100
10:30 to 12:00 |
Bob Miller |
Carnegie Mellon University |
Has Moral Hazard Become a More Important Factor in Managerial Compensation?
>>DOWNLOAD PAPER
Identifying and Testing Generalized Moral Hazard Models of Managerial Compensation
>>DOWNLOAD PAPER
|
| 9/06/07 |
RCB 1100
10:30 to 12:00 |
Valery Polkovnichenko |
University of Texas - Dallas |
Downside Consumption Risk and Expected Returns
>>DOWNLOAD PAPER
|
| 9/13/07 |
RCB 1100
10:30 to 12:00 |
Nuno Garoupa |
University of Illinois |
State Liability
>>EXTENDED ABSTRACT
|
| 9/20/07 |
RCB 1100
10:30 to 12:00 |
Gregory W. Brown |
University of North Carolina |
The Effects of Derivatives on Firm Risk and Value
>>DOWNLOAD PAPER
|
9/28/07
FRIDAY |
RCB 1100
1:30 to 3:00 |
Albert Choi |
University of Virginia |
"A Rent Extraction Theory of Right of First Refusal"
>>DOWNLOAD PAPER |
| 10/4/07 |
RCB 1100
10:30 to 12:00 |
Piet de Jong
|
Macquarie University, Sydney Australia |
Forecasting Mortality
|
10/10/07
WEDNESDAY |
RCB 1100
10:30 to 12:00 |
Stephane Mechoulan |
University of Toronto |
IP & External Consumption Effects: Generalizations from Health Care Markets
>>DOWNLOAD PAPER
|
| 10/18/07 |
RCB 1100
10:30 to 12:00 |
Daniel Bauer |
Georgia State University |
Forward Force Mortality Modeling—a Stochastic Extension of Classical Methods
|
| 10/25/07 |
RCB 1100
10:30 to 12:00 |
Shinichi Nishiyama |
Georgia State University |
"Personal Social Security Accounts: Just How Important Are Annuity Markets?"
>>DOWNLOAD PAPER
|
| 11/15/07 |
RCB 1100
10:30 to 12:00 |
Sebastian Jaimungal
|
University of Toronto |
Fourier Space Time-Stepping for Catastrophe Options AND
A Tractable Stochastic Volatility Model of Forward Curve for Commodity Derivatives
>>ABSTRACTS |
12/03/07
MONDAY
|
RCB 1100
10:30 to 12:00 |
George Zanjani |
Federal Reserve Bank of New York |
Catastrophe Bonds, Reinsurance, and the Optimal Collateralization of Risk Transfer
>>DOWNLOAD PAPER
|
| 12/06/07 |
RCB 1100
10:30 to 12:00 |
Ruediger Kiesel |
University of Ulm |
Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium
>>DOWNLOAD PAPER
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SPRING 2007: |
Date |
Location/Time |
Speaker |
Affiliation |
Paper Presentation / Discussion Topic / Materials |
| 2/15/2007 |
RCB 1100
10:30 - 12:00 |
Conrad Ciccotello & Ajay Subramanian |
Georgia State University |
"Technological Innovation through Public-Private Partnerships"
>>DOWNLOAD PAPER |
| 2/22/2007 |
RCB 1100
10:30 - 12:00 |
Shaun Wang |
Georgia State University |
"Alphas, not just Betas, Drive Economic Capital Calculations"
>>DOWNLOAD PAPER
"Risk-Adjusted Correlation & Economic Capital Allocation for Property-Casualty Companies "
>>DOWNLOAD PAPER |
| 3/01/2007 |
RCB 1200
10:30 - 12:00 |
Bilge Yilmaz |
Wharton School |
"Deliberation and Security Design in Bankruptcy"
>>DOWNLOAD PAPER |
4/12/2007 |
RCB 1100
10:30 - 12:00 |
Pedro Silos |
Federal Reserve Bank of Atlanta |
"Uninsurable Individual Risk and the Cyclical Behavior of Unemployment and Vacancies" (with Enchuan Shao, University of Iowa)
>>DOWNLOAD PAPER
|
FRIDAY
4/13/2007 |
RCB 1100
10:30 - 12:00 |
Keith Crocker |
Penn State University |
"The economics of earnings manipulation and managerial compensation"
>>DOWNLOAD PAPER |
FRIDAY
4/27/2007 |
RCB 1100
10:30 - 12:00 |
Mark Chen |
University of Maryland |
"Forecast Timing and Reputational
Concerns: Theory and Evidence"
>>DOWNLOAD PAPER |
5/03/2007 |
RCB 1200
10:30 - 12:00 |
Georges Dionne |
HEC Montréal
|
"Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities"
>>DOWNLOAD PAPER
>>DOWNLOAD APPENDICES |
| |
FALL 2006: |
Date |
Location/Time |
Speaker |
Affiliation |
Paper Presentation / Discussion Topic / Materials |
| 8/31/2006 |
Manner's Room (RCB)
10:30 am to 12:00 pm |
Peter DeMarzo |
Stanford Business School |
A Continuous-Time Agency Model of Optimal Contracting and Dynamic Capital Structure >>DOWNLOAD PAPER |
9/14/2006 |
Manner's Room (RCB 710) 10:30 am to 12:00 pm |
Richard Phillips and Anastasia Kartasheva |
Georgia State University |
Does Competition Improve Ratings? >>DOWNLOAD PAPER |
9/21/2006 |
Aderhold 303
11:00 am to 12:30 pm |
Donghoon Lee |
New York University |
Accounting for Wage and Employment Changes in the U.S. from 1968-2000: A Dynamic Model of Labor Market Equilibrium (joint with Kenneth I. Wolpin, Penn)
>>DOWNLOAD PAPER |
9/28/2006 |
Aderhold 303
11:00 am to 12:30 pm
|
Juan F. Rubio-Ramírez |
Duke University |
"Estimating Macroeconomic Models: A Likelihood Approach" (with Jesús Fernández-Villaverde, University of Pennsylvania / Duke University)
>>DOWNLOAD PAPER |
| 10/5/2006 |
Aderhold 303
11:00 am to 12:30 pm |
Victor Aguirregabiria |
University of Toronto |
"Another Look at the Identification of Dynamic Discrete Decision Processes, with an Application to Retirement Behavior" >>DOWNLOAD PAPER |
| 10/12/2006 |
Aderhold 303
11:00 am to 12:30 pm
|
Han Hong |
Duke University/Stanford University |
(a) "Estimating Static Models of Strategic Interaction" (with Patrick Bajari, John Krainer, and Denis Nekipelov) >>DOWNLOAD PAPER
(b) "Semiparametric Estimation of a Dynamic Game of Incomplete Information" (with Patrick Bajari, Univeristy of Michigan)
>>DOWNLOAD PAPER |
| 10/19/2006 |
Aderhold 303
11:00 am to 12:30 pm |
Ping He |
University of Illinois at Chicago |
Agency-Based Asset Pricing >>DOWNLOAD PAPER |
| 10/27/2006 |
Aderhold 229
10:30 am to 12:00 pm
|
Harris Schlesinger |
University of Alabama |
Changes in Risk and the Demand for Saving >>DOWNLOAD PAPER |
| 11/2/2006 |
Aderhold 303
11:00 am to 12:30 pm |
Patrick Cheridito |
Princeton University |
"Composition of Time-Consistent Dynamic Monetary Risk Measures in Discrete Time" >>DOWNLOAD PAPER
"Monetary Risk Measures on Maximal Subspaces of Orlicz Classes" >>DOWNLOAD PAPER |
| 11/9/2006 |
Aderhold 303
11:00 am to 12:30 pm
|
Steven Kou |
Columbia University |
What Is a Good Risk Measure: Bridging the Gaps between Data, Coherent Risk Measures, and Insurance Risk Measures >>DOWNLOAD ABSTRACT |
| 11/16/2006 |
Aderhold 303
11:00 am to 12:30 pm |
Adam Speight |
Georgia State University |
Numerical Issues in Calibration and Identification for Analytically Intractable Models
|
| 12/7/2006 |
Aderhold 303
11:00 am to 12:30 pm
|
Cheng Wang |
Iowa State University |
"Termination of Dynamic Contracts
in an Equilibrium Labor Market Model"
>>DOWNLOAD PAPER |
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