I am a Professor in the Department of Statistics and Actuarial Science at the University of Iowa, and the Ralph H. and Ursula F. Goebel Endowed Chair in Actuarial Science.
My current research is mainly concerned with the study of equilibria and efficient allocations in risk-sharing markets. Specifically, I study the effect of non-standard preferences of the agents (e.g., ambiguity, probability weighting, etc.), non-linear pricing (e.g., Choquet pricing), and market frictions (e.g., transaction costs) on the shape of Pareto optima and the structure of equilibria. I also consider applications to specific risk-sharing markets, such as (centralized) insurance markets and decentralized risk-sharing markets (e.g., peer-to-peer insurance).
University of Iowa
Department of Statistics and Actuarial ScienceĀ
20 East Washington Street
Iowa City, IA 52242
United States