An equilibrium problem with equilibrium constraints (EPEC) is a member of a new class of
mathematical programs that often arise in engineering and economics applications. One …

We examine the effect of different types of bank supervisory powers in place before the crisis
on bank risk-taking during the crisis. We employ data of more than 8000 banks from high …

We study optimistic bilevel optimization problems, where we assume the lower-level
problem is convex with a nonempty, compact feasible region and satisfies a constraint …

We study bank capital regulation using a two-dimensional moral-hazard model. Banks
choose capital and portfolio risk. They also choose their level of costly screening, which …

Contracts between farmers and intermediaries and crop insurers are important means for
farmers to mitigate risks in modern US agriculture. In this paper, we investigate the effect of …

Unique in its approach and in the variety of methods and data employed, this book is the first
of its kind to provide an in-depth evaluation of the financial system of Thailand, a proto …

In this paper we are concerned with the performance of stock option contracts in the
provision of managerial incentives. In our simple framework, we restrict the space of …

This study presents an extended framework for the analysis of economic effects of natural
disaster risk management. It also attempts to define and evaluate the optimal insurance …

This paper presents a new method for the analysis of moral hazard principal–agent
problems. The new approach avoids the stringent assumptions on the distribution of …

Can Risk-Based Deposit Insurance Premiums Control Moral Hazard? Page 1 Electronic copy
available at: http://ssrn.com/abstract=2183333 Can Risk-Based Deposit Insurance Premiums …