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Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions.
Journal of Risk and Insurance, 85 (2).
pp. 397-430.
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Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions.
Journal of Risk and Insurance, vol. 82 (n° 2).
pp. 359-399.
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(2006)
Does Reinsurance Need Reinsurers?
Journal of Risk and Insurance, 73 (1).
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Incentive Compatibility of Insurance Contracts and the Value of Information.
Journal of Risk and Insurance, 54 (3).
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