Research
Research Interests
My research focuses on household risk management and financial decision making. In particular, I analyze the determinants and the economic consequences of household behavior in this context.
Publications
Gemmo, I., Kubitza, C., & Rothschild, C. (2020). Constrained efficient equilibria in selection markets with continuous types. Journal of Public Economics, 90, 104237.
Gemmo, I., Rogalla, R., & Weinert, J.-H. (2020). Optimal portfolio choice with tontines under systematic longevity risk. Annals of Actuarial Science, 14(2), 302-315.
Presentations at the 2020 Annual Meeting of the American Economic Association (AEA), at the Annual Meeting of the American Risk and Insurance Association (ARIA; 2019) at the Annual Congress of the German Insurance Science Association (DVfVW; 2019), at the 14th International Longevity Risk and Capital Markets Solutions Conference (2018), the 45th Seminar of European Group of Risk and Insurance Economists (EGRIE; 2018), and a seminar at the Department of Actuarial Science, HEC Lausanne (2019).
Working Papers
Selection into Financial Education and Effects on Portfolio Choice
with Pierre-Carl Michaud and Olivia S. Mitchell
Presentations at the Cherry Blossom Financial Education Institute 2023 and the 13th annual meeting of the Society for Experimental Finance
The Quality of Financial Advice: What Influences Client Recommendations?
with Philippe d'Astous and Pierre-Carl Michaud
Presentation at the CEPR European Conference on Household Finance 2022
Big Data, Risk Classification, and Privacy in Insurance Markets
with Martin Eling, Danjela Guxha , and Hato Schmeiser
Working Paper
Presentation at the 49th Seminar of European Group of Risk and Insurance Economists (EGRIE; 2022)
Privacy Concerns in Insurance Markets: Implications for Market Equilibria and Social Welfare
with Mark J. Browne and Helmut Gründl
Presentations at the 2019 Annual Meeting of the American Economic Association (AEA; Poster Session), at the 24th Annual Meeting of the German Finance Association (DGF; 2017), at the 44th Seminar of European Group of Risk and Insurance Economists (EGRIE; 2017), at the Annual Meeting of the American Risk and Insurance Association (ARIA; 2017), at the 2017 meeting of the Risk Theory Society, at the Annual Congress of the German Insurance Science Association (DVfVW; 2017) and seminars at the University of Pennsylvania (2018), at the University of Oxford (2018), at ETH Zurich (2017), and at St. John's University New York (2016).
A Franc Less for a Pound More: (Price) Discrimination and the Value of Privacy
with Wanda Mimra and Anastasia Sycheva
Presentation at the 2020 North American Meetings of the Society for Experimental Finance.
Life Insurance Surrender as a Liquidity Risk Management Tool for Households
with Martin Götz
Presentations at the Annual Meeting of the American Risk and Insurance Association (ARIA; 2016) and at the Annual Congress of the German Insurance Science Association (DVfVW; 2016)