This thesis contains three pieces of original research organised into three separate chapters. The three chapters make contributions to three different topics in Behavioural Economics and can be read independently of each ...

This thesis comprises three independent papers on topics in international trade (Chapters 2-4). Chapter 2 revisits a prominent gravity model-based empirical literature on the effects of free trade agreements by accounting ...

Planning the development and commercialisation of new crop varieties is difficult and requires appropriate models to guide investment decisions. The purpose of this thesis was to develop a stochastic binomial real option ...

Mean-variance analysis, as a mathematical framework in modern finance theory, has been extensively applied to the continuous-time financial modelling in the past decade. The thesis investigates four continuous-time models ...

Although the effect of interest rate stochasticity can safely be ignored for short-dated exchange traded derivatives, this is not the case for the kind of long-dated over-the-counter derivatives often used by insurance ...

This thesis studies several optimal reinsurance problems with risk management from different perspectives. For different types of reinsurance contracts, namely proportional, excess-of-loss and stop-loss, we investigate the ...

This thesis studies occupation times and related quantities through their Laplace transforms by adopting two diff erent approaches in various risk models. The occupation time in a risk model refers to the total time that ...

This thesis investigates the impact of juvenile delinquency on educational attainment. It includes three chapters that do so (chapters 2, 3 and 4), all of which make use of data on males from the National Longitudinal ...

One of the main issues in ruin theory is that existing formulae for continuous time models can only be applied to some special claim size distributions and the analytical expressions for other claim size distributions do ...

This thesis consists of three essays in environmental and energy economics. Chapter 2 analyses a field experiment designed to document how imperfect information generates heterogeneous effects in information treatments. ...