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Details about Georges Dionne

Homepage:http://www.riskmanagementresearch.com
Workplace:HEC Montréal (École des Hautes Études Commerciales) (HEC Montreal Business School), (more information at EDIRC)

Access statistics for papers by Georges Dionne.

Last updated 2017-05-14. Update your information in the RePEc Author Service.

Short-id: pdi189


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Working Papers

2017

  1. Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China
    Working Papers, HEC Montreal, Canada Research Chair in Risk Management Downloads
  2. Insurance and Insurance Markets
    Working Papers, HEC Montreal, Canada Research Chair in Risk Management Downloads
  3. Reinsurance Demand and Liquidity Creation
    Working Papers, HEC Montreal, Canada Research Chair in Risk Management Downloads

2016

  1. Asymmetric Effects of the Limit Order Book on Price Dynamics
    Working Papers, HEC Montreal, Canada Research Chair in Risk Management Downloads
  2. Can Higher-Order Risks Explain the Credit Spread Puzzle?
    Working Papers, HEC Montreal, Canada Research Chair in Risk Management Downloads
  3. Dynamic Corporate Risk Management: Motivations and Real Implications
    Working Papers, HEC Montreal, Canada Research Chair in Risk Management Downloads
  4. The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis
    Working Papers, HEC Montreal, Canada Research Chair in Risk Management Downloads
  5. The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis
    Working Papers, HEC Montreal, Canada Research Chair in Risk Management Downloads

2015

  1. Endogenous Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis
    Cahiers de recherche, CIRPEE Downloads
  2. Modelling and Estimating Individual and Firm Effects with Count Panel Data
    Cahiers de recherche, CIRPEE Downloads
  3. Optimal form of retention for securitized loans under moral hazard
    Working Papers, HEC Montreal, Canada Research Chair in Risk Management Downloads
  4. Étude des comportements de sécurité routière des propriétaires, exploitants et conducteurs des véhicules lourds au Québec
    Cahiers de recherche, CIRPEE Downloads

2014

  1. Economic Effects of Risk Classification Bans
    Cahiers de recherche, CIRPEE Downloads View citations (4)
    See also Journal Article in The Geneva Risk and Insurance Review (2014)
  2. Effects of the Limit Order Book on Price Dynamics
    Cahiers de recherche, CIRPEE Downloads
  3. Health Care Workers' Risk Perceptions of Personal and Work Activities and Willingness to Report for Work During an Influenza Pandemic
    Cahiers de recherche, CIRPEE Downloads
  4. Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
    Cahiers de recherche, CIRPEE Downloads
    See also Journal Article in Journal of Banking & Finance (2015)
  5. Production Flexibility and Hedging
    Cahiers de recherche, CIRPEE Downloads
    See also Journal Article in Risks (2015)

2013

  1. Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period
    Cahiers de recherche, CIRPEE Downloads View citations (3)
    See also Journal Article in Canadian Journal of Economics (2013)
  2. Gestion des risques: histoire, définition et critique
    Cahiers de recherche, CIRPEE Downloads
  3. How Do Firms Hedge Risks? Empirical Evidence from U.S. Oil and Gas Producers
    Cahiers de recherche, CIRPEE Downloads View citations (1)
  4. On debt service and renegotiation when debt-holders are more strategic
    Post-Print, HAL View citations (2)
    Also in Cahiers de recherche, CIRPEE (2007) Downloads View citations (1)

    See also Journal Article in Journal of Financial Intermediation (2013)
  5. Risk Management: History, Definition and Critique
    Cahiers de recherche, CIRPEE Downloads View citations (8)
    See also Journal Article in Risk Management and Insurance Review (2013)
  6. The Maturity Structure of Corporate Hedging: the Case of the U.S. Oil and Gas Industry
    Cahiers de recherche, CIRPEE Downloads View citations (1)

2012

  1. A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance
    Cahiers de recherche, CIRPEE Downloads View citations (2)
    See also Journal Article in Research in Transportation Economics (2013)
  2. Adverse Selection in Insurance Contracting
    Cahiers de recherche, CIRPEE Downloads View citations (5)
  3. An Extension of the Consumption-based CAPM Model
    Cahiers de recherche, CIRPEE Downloads View citations (8)
  4. Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in Journal of Mathematical Economics (2014)
  5. Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks
    Cahiers de recherche, CIRPEE Downloads
  6. Entry, Imperfect Competition, and Futures Market for the Input
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in International Journal of Industrial Organization (2014)
  7. Risk Classification and Health Insurance
    Cahiers de recherche, CIRPEE Downloads
  8. Securitization and Optimal Retention under Moral Hazard
    Cahiers de recherche, CIRPEE Downloads View citations (2)
    See also Journal Article in Journal of Mathematical Economics (2014)
  9. The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data
    Cahiers de recherche, CIRPEE Downloads View citations (1)

2011

  1. Book Review of: The Theory of Corporate Finance
    Cahiers de recherche, CIRPEE Downloads
  2. Does Opportunistic Fraud in Automobile theft Insurance Fluctuate with the Business Cycle ?
    Cahiers de recherche, CIRPEE Downloads View citations (2)
  3. First-order (Conditional) Risk Aversion, Background Risk and Risk Diversification
    Cahiers de recherche, CIRPEE Downloads View citations (1)
  4. Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data
    Post-Print, HAL Downloads View citations (11)
    Also in Working Papers, HAL (2009) Downloads View citations (2)

    See also Journal Article in The Review of Economics and Statistics (2011)
  5. Is there Any Dependence Between Consumer Credit Line Utilization and Default Probability on a Term Loan? Evidence from Bank-Level Data
    Cahiers de recherche, CIRPEE Downloads
  6. Risk Classification in Insurance Contracting
    Cahiers de recherche, CIRPEE Downloads View citations (3)

2010

  1. A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    Also in Cahiers de recherche, CIRPEE (2007) Downloads View citations (10)

    See also Journal Article in Journal of Banking & Finance (2011)
  2. A Theoretical Extension of the Consumption-based CAPM Model
    Cahiers de recherche, CIRPEE Downloads
  3. Corporate Risk Management and Dividend Signaling Theory
    Cahiers de recherche, CIRPEE Downloads
    See also Journal Article in Finance Research Letters (2011)
  4. Does Asymmetric Information Affect the Premium in Mergers and Acquisitions?
    Cahiers de recherche, CIRPEE Downloads View citations (3)
    See also Journal Article in Canadian Journal of Economics (2015)
  5. Extremal Events in a Bank Operational Losses
    Cahiers de recherche, CIRPEE Downloads
  6. Le calcul de la valeur statistique d'une vie humaine
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads

    See also Journal Article in L'Actualité Economique (2010)
  7. Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France
    Cahiers de recherche, CIRPEE Downloads View citations (6)
    See also Journal Article in Journal of the European Economic Association (2013)
  8. The Impact of Prudence on Optimal Prevention Revisited
    Cahiers de recherche, CIRPEE Downloads View citations (4)
    See also Journal Article in Economics Letters (2011)

2009

  1. Basket Options on Heterogeneous Underlying Assets
    Cahiers de recherche, CIRPEE Downloads View citations (1)
  2. Credit Spread Changes within Switching Regimes
    Cahiers de recherche, CIRPEE Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2014)
  3. Detecting Regime Shifts in Corporate Credit Spreads
    Cahiers de recherche, CIRPEE Downloads View citations (3)
  4. On the Determinants of the Implied Default Barrier
    Cahiers de recherche, CIRPEE Downloads
    See also Journal Article in Journal of Empirical Finance (2012)
  5. Optimal auditing for insurance fraud
    Post-Print, HAL View citations (1)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) View citations (5)
    Cahiers de recherche, CIRPEE (2003) Downloads View citations (6)
  6. Optimal auditing with scoring: theory and application to insurance fraud
    MPRA Paper, University Library of Munich, Germany Downloads View citations (21)
    Also in Working Papers, HAL (2005) Downloads View citations (1)

    See also Journal Article in Management Science (2009)
  7. Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in The European Journal of Finance (2013)
  8. Structured Finance, Risk Management, and the Recent Financial Crisis
    Cahiers de recherche, CIRPEE Downloads View citations (2)

2008

  1. Correlated Poisson Processes with Unobserved Heterogeneity: Estimating the Determinants of Paid and Unpaid Leave
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads
    Also in Cahiers de recherche, CIRPEE (2008) Downloads
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2008) Downloads
  2. Point-record incentives, asymmetric information and dynamic data (revised version)
    Working Papers, HAL Downloads
  3. The Costs and Benefits of Reinsurance
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads View citations (2)

2007

  1. Bank Capital, Securitization and Credit Risk: an Empirical Evidence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  2. Determinants of Insurers' Performance in Risk Pooling, Risk Management, and Financial Intermediation Activities
    Cahiers de recherche, CIRPEE Downloads
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2007) Downloads
  3. Estimating the Effect of a Change in Insurance Pricing Regime on Accidents with Endogenous Mobility
    Cahiers de recherche, CIRPEE Downloads
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2007) Downloads
  4. Information Asymmetry in Mauritius Slave Auctions
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP Downloads
  5. Point-record incentives, asymmetric information and dynamic data
    Working Papers, HAL Downloads View citations (3)
  6. Poisson Models with Employer-Employee Unobserved Heterogeneity: An Application to Absence Data
    Cahiers de recherche, CIRPEE Downloads
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2007) Downloads
  7. Scaling Models for the Severity and Frequency of External Operational Loss Data
    Cahiers de recherche, CIRPEE Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2010)
  8. What about Underevaluating Operational Value at Risk in the Banking Sector?
    Cahiers de recherche, CIRPEE Downloads View citations (1)

2006

  1. Adverse Selection in the Market for Slaves in Mauritius, 1825-1835
    Cahiers de recherche, CIRPEE Downloads
  2. Consolidation and Value Creation in the Insurance Industry: the Role of Governance
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2008)
  3. Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads View citations (2)
    Also in Cahiers de recherche, CIRPEE (2006) Downloads View citations (7)

    See also Journal Article in Journal of Productivity Analysis (2009)
  4. Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle
    Cahiers de recherche, CIRPEE Downloads
  5. Estimation of the Default Risk of Publicly Traded Canadian Companies
    Staff Working Papers, Bank of Canada Downloads View citations (3)
    Also in Cahiers de recherche, CIRPEE (2006) Downloads View citations (2)
  6. Heterogeneous Basket Options Pricing Using Analytical Approximations
    Cahiers de recherche, CIRPEE Downloads View citations (2)
    See also Journal Article in Multinational Finance Journal (2011)
  7. Lottery Qualities
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in Journal of Risk and Uncertainty (2006)
  8. Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior
    Cahiers de recherche, CIRPEE Downloads
  9. The Value of a Statistical Life: a Meta-Analysis with a Mixed Effects Regression Model
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in Journal of Health Economics (2009)

2005

  1. Default Risk in Corporate Yield Spreads
    Cahiers de recherche, CIRPEE Downloads View citations (6)
    See also Journal Article in Financial Management (2010)
  2. Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange
    Cahiers de recherche, CIRPEE Downloads View citations (2)
    See also Journal Article in Journal of Empirical Finance (2009)
  3. New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data
    Cahiers de recherche, CIRPEE Downloads View citations (20)
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2005) Downloads View citations (6)

    See also Journal Article in ILR Review (2007)
  4. Risk Management and Corporate Governance: the Importance of Independence and Financial Knowledge for the Board and the Audit Committee
    Cahiers de recherche, CIRPEE Downloads View citations (13)
  5. Testing Explanations of Preference Reversal: a Model
    Cahiers de recherche, CIRPEE Downloads

2004

  1. Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors
    Cahiers de recherche, CIRPEE Downloads View citations (3)
  2. On Risk Management Determinants: What Really Matters?
    Cahiers de recherche, CIRPEE Downloads View citations (6)
    See also Journal Article in The European Journal of Finance (2013)
  3. On the Necessity of Using Lottery Qualities
    Cahiers de recherche, CIRPEE Downloads View citations (1)
  4. Separating Moral Hazard from Adverse Selection in Automobile Insurance: Longitudinal Evidence from France
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    Also in Cahiers de recherche, CIRPEE (2004) Downloads View citations (4)
  5. Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles
    Cahiers de recherche, CIRPEE Downloads View citations (2)
    See also Journal Article in ASTIN Bulletin: The Journal of the International Actuarial Association (2006)

2003

  1. Banks' Capital, Securitization and Credit Risk: An Empirical for Canada
    Cahiers de recherche, CIRPEE Downloads View citations (2)
  2. Modèle bayésien de tarification de l’assurance des flottes de véhicules
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
    See also Journal Article in L'Actualité Economique (2004)
  3. The (1992) Bonus-Malus System in Tunisia: An Empirical Evaluation
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (3)
    See also Journal Article in Journal of Risk & Insurance (2005)
  4. The Foundations of Banks' Risk Regulation: a Review of the Literature
    Cahiers de recherche, CIRPEE Downloads View citations (6)
  5. The Foundationsof Banks' Risk Regulation: A Review of Literature
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads

2002

  1. Banks’ Capital, Securitization and Credit Risk: An Empirical Evidence for Canada
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (25)
  2. Book Review of Management
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (4)
  3. How to Make a Public Choice About the Value of a Statistical Life: The Case of Road Safety
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads View citations (3)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) Downloads
  4. Les déterminants du comportement des banques canadiennes en matière de titrisation
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (3)
  5. Pricing of Automobile Insurance Under Asymmetric Information: a Study on Panel Data
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  6. Statistical Analysis of Value-of Life estimates using Hedonic Wage Method
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (3)
  7. Traffic Safety Diagnostic and Application of Countermeasures for Rural Roads in Burkina Faso
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads

2001

  1. Commitment and Automobile Insurance Regulation in France, Quebec and Japan
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques.
  2. Commitment and Automobile Insurance in France, Quebec and Japan
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  3. La perception du risque d'etre arrete chez les camionneurs et transporteurs routiers
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (1)
  4. Optimal Cognitive Processes for Lotteries
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2001)
  5. Stochastic Dominance and Optimal Portfolio
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (2)
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2001)

    See also Journal Article in Economics Letters (2001)
  6. The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (10)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2001) Downloads View citations (9)

2000

  1. Adverse Selection in Insurance Markets
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (28)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) Downloads View citations (12)
  2. Comparative Mixed Risk Aversion
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (3)
  3. Experience Rating Schemes for Fleets of Vehicules
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (1)
    Also in Post-Print, HAL (1999)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) Downloads View citations (4)

    See also Journal Article in ASTIN Bulletin: The Journal of the International Actuarial Association (2001)
  4. Optimal Financial Portfolio and Dependence of Risky Assets
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (2)
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2000) View citations (2)
  5. Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (5)
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2000)

    See also Journal Article in Journal of Risk and Uncertainty (2002)
  6. Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (9)
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2000) View citations (2)

    See also Journal Article in Economics Letters (2003)
  7. The Empirical Measure of Information Problems with Emphasis on Insurance Fraud
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (11)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations (4)
  8. Une mesure empirique des diterminants qui affectent la gestion des risques des entreprises non financieres
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques.

1999

  1. Capital Structure and Compensation Policies
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (1)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) Downloads
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1999)
  2. Full Pooling in Multi-Period Contracting with Adverse Selection and Noncommitment
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (1)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) View citations (2)
  3. L'evaluation des risques d'accident des transporteurs routiers: des resultats preliminaires
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999)
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1999)
  4. Proper Risk Behavior
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations (3)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) Downloads View citations (2)

1998

  1. Analysis of the Economic Impact of Medical and Optometric Driving Standards on Costs Incured by Trucking Firms and on the Social Costs of Traffic Accidents
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (1)
  2. Environmental Risk and Extended Liability: the Case of Green Technologies
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (1)
    See also Journal Article in Journal of Public Economics (2003)
  3. Evidence of Adverse Selection in Automobile Insurance Markets
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (8)
    Also in Working Papers, Centre de Recherche en Economie et Statistique (1998) Downloads View citations (11)
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1998) View citations (8)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations (7)
  4. Information Structure, Labour Contracts and the Strategic Use of Debt
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations (1)
  5. La mesure empirique des problemes d'information
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations (2)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations (1)

    See also Journal Article in L'Actualité Economique (1998)
  6. Le non-respect du code de la securite par les conducteurs professionnels en fonction des caracteristiques des individus, des transporteurs et de l'environnement routier
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques.
  7. Offre d'assurance non vie: une revue de la litterature recente
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998)
  8. Portfolio Response to a Shift in a Return Distribution: Comment
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1998)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998)
  9. Some Remarks About the Probability Weighting Function
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (1)
  10. The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations (2)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations (4)

1997

  1. Analyse de l'effet des regles d'obtention d'un permis de conduire au Quebec (1991) sur la securite routiere
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques.
    See also Journal Article in L'Actualité Economique (1999)
  2. Development of an Expert System for Automatic Detection of Automobile Insurance Fraud
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations (2)
  3. Developpement d'un systeme expert de detection automatique de la fraude a l'assurance automobile
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques.
  4. Diffidence Theorem and State Dependent Preferences
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1997) View citations (1)
  5. Increases in Risk and Optimal Portfolio
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1997)
  6. Insurance fraud estimation: more evidence from the Quebec automobile insurance industry
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (17)
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1996)
  7. The Informational Content of Household Decisions
    Working Papers, Centre de Recherche en Economie et Statistique Downloads View citations (9)
  8. The non-optimality of deductible contracts against fraudulent claims: an empirical evidence in automobile insurance
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (6)
  9. Une évaluation empirique de la nouvelle tarification de l'assurance automobile (1992) au Québec
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (1)
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1996)

    See also Journal Article in L'Actualité Economique (1997)

1996

  1. A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets
    Working Papers, Toulouse - GREMAQ View citations (5)
    Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1996) View citations (5)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1996) View citations (5)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads View citations (2)

    See also Journal Article in Journal of Risk and Uncertainty (1996)
  2. Investment Under Demand Uncertainty: The Newsboy Poblem Revidited
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations (2)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1996) View citations (4)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996) View citations (3)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996) Downloads View citations (6)

    See also Journal Article in The Geneva Risk and Insurance Review (1996)

1995

  1. Incentives in Multi-Period Regulation and Procurement: A Graphical Analysis
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
    Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1995) View citations (1)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads View citations (1)
    Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques (1995)
  2. Infessing Technological Parameters from Incomplete Panel Data
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)

    See also Journal Article in Journal of Econometrics (1998)
  3. Medical Condition and Severity of Commercial Motor Vehicule (CMV) Drivers' Road Accidents
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations (1)
  4. Medical Conditions and the Severity of Commercial Motor Vehicle (CMV) Drivers's Road Accidents
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
  5. Non-Convexities and Efficiency of Equilibria in Insurance Markets with Asymmetric Information
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (1)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1995) View citations (2)
  6. On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1995) View citations (2)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads

1994

  1. Debts, moral hazard and airline safety: an empirica evidence
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1993) View citations (4)

    See also Journal Article in Journal of Econometrics (1997)

1993

  1. Adverse Selection, Commitment and Renegotiation: Extension to and Evidence from Insurance Markets
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations (8)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (5)

    See also Journal Article in Journal of Political Economy (1994)
  2. An Economic Analysis of Insurance Fraud
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (19)
  3. Medical Conditions, Risk Exposure and Truck Drivers's Accidents: An Analysis with Count Data Regression Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)

1992

  1. Measuring Technical Change and Productivity Growth Varying Output Qualities and Incomplete Panel Data
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (2)
  2. Optimal Design of Financial Contracts and Moral Hazard
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (8)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (10)
  3. Rendement d'echelle, progres technique et croissance de la productivite dans les industries quebecoises ei ontarienne de transport par camions; 1981-1988
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992)
  4. Simple Increases in Risk and Their Comparative Statics for Portfolio Management
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (1)

1991

  1. ADVERSE SELECTION IN INSURANCE MARKETS: A SELECTIVE SURVEY
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (8)
  2. AN INTRODUCTION TO INSURANCE ECONOMICS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) Downloads View citations (4)
  3. Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (2)

    See also Journal Article in The Geneva Risk and Insurance Review (1992)

1990

  1. INCREASES IN RISK AND LINEAR PAYOFFS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)

    See also Journal Article in International Economic Review (1993)
  2. INCREASES IN RISK AND THE DEMAND FOR INSURANCE
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (3)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)
  3. INFRACTIONS AU CODE DE LA SECURITE ROUTIERE, INFRACTIONS AU CODE CRIMINEL, ET GESTION OPTIMALE DE LA SECURITE ROUTIERE
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990) Downloads

    See also Journal Article in L'Actualité Economique (1991)

1989

  1. MORAL HAZARD, OPTIMAL AUDITING AND WORKERS' COMPENSATION
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989) View citations (6)
  2. PROPORTIONAL RISK AVERSION AND SAVING DECISIONS UNDER UNCERTAINTY
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989) View citations (2)
  3. RISK POOLING, CONTRACT STRUCTURE AND ORGANIZATIONAL FORM OF INSURANCE FIRMS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989) View citations (1)

1988

  1. A GENERALIZATION OF AUTOMOBILE INSURANCE RATING MODELS: THE NEGATIVE BINOMIAL DISTRIBUTION WITH A REGRESSION COMPONENT
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (27)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988) Downloads View citations (1)
  2. APPLICATIONS OF THE GB2 FAMILY OF DISTRIBUTIONS IN THE MODELING INSURANCE LOSS PROCESSE
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988) Downloads
  3. AUTOMOBILE INSURANCE RATEMAKING IN THE PRESENCE OF ASYMMETRIC INFORMATION
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)

    See also Journal Article in Journal of Applied Econometrics (1992)
  4. ESSAYS ON ECONOMIC DECISIONS UNDER UNCERTAINTY: A REVIEW ARTICLE
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)
  5. MORE ON INSURANCE AS A GIFFEN GOOD
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988) View citations (2)

    See also Journal Article in Journal of Risk and Uncertainty (1989)
  6. MORE ON INSURANCE, PROTECTION AND RISK
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)

    See also Journal Article in Canadian Journal of Economics (1989)
  7. QU'EN EST-IL DES RENDEMENTS D'ECHELLE DANS LES INDUSTRIES QUEBECOISES ET ONTARIENNES DE TRANSPORT PAR CAMION?
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (3)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)

    See also Journal Article in L'Actualité Economique (1988)
  8. WORKERS' COMPENSATION AND MORAL HAZARD
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (6)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)

    See also Journal Article in The Review of Economics and Statistics (1991)

1987

  1. Applications of the Gb2 Family of Probability Distributions in Collective Risk Theory
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  2. Incertain et Information; Ou En Sommes-Nous Trente-Cinq Ans Apres le Colloque de Paris
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in L'Actualité Economique (1987)
  3. Insurance with Undiversifiable Risk
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (2)
  4. Investissement En Incertitude Extension du Probleme de la Taille Optimale D'une Usine
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in L'Actualité Economique (1987)

1986

  1. Models and Methodologies in the Analysis of Regulation Effects in Airline Markets
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
  2. Public Information and Experience Rating
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1985

  1. Accessibilite aux Ressources et Demande de Revascularisation du Myocarde
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
  2. An Analysis of the Quebec Automobile Insurance Regime
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  3. Consumption Decisions Under Uncertainty: an Extension
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  4. Dealing with Moral Hazard and Adverse Selection Simultaneously
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (3)
  5. Increasing Risk and Self-Protection Activities
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (2)
  6. La Tarification de L'assurance Automobile et les Incitations a la Securite Routiere: une Etude Empirique
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (1986)
  7. Moral Hazard and Experience Rating: an Empirical Analysis
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  8. More on Geographical Distribution of Physicians and Market Failure
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  9. The Economics of Road Safety
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (4)
    See also Journal Article in Transportation Research Part B: Methodological (1987)

1984

  1. Adverse Selection, Repeated Insurance Contracts and Announcement Strategy
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

    See also Journal Article in Review of Economic Studies (1985)
  2. Patient Mobility for Elective Surgical Interventions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in Social Science & Medicine (1985)
  3. Proportional Risk Aversion, Taxation and Labor Supply Under Uncertainty
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (8)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)
  4. Self-Insurance, Self-Protection and Increased Risk Aversion
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (15)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (3)

    See also Journal Article in Economics Letters (1985)
  5. The Effect of Capital Risk on Saving Decision
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)

1983

  1. Adverse Selection and Repeated Insurance Contracts: Finite and Infinite Horizons
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (4)
  2. Securite Routiere: Efficacite, Subvention et Reglementation
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in L'Actualité Economique (1984)
  3. The Riskiness of Equivalent Governmental Policies
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)

1982

  1. Doctors and Their Workshops: a Review Article
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in Journal of Health Economics (1985)
  2. Insurance and Saving: Some Further Results
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (2)
    See also Journal Article in Insurance: Mathematics and Economics (1984)
  3. Riscophobie et Etalement a Moyenne Constante: Analyse et Applications
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (2)
    See also Journal Article in L'Actualité Economique (1983)
  4. Risk Aversion, Insurance and Gambling
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
  5. Search and Insurance (Revised)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  6. The Choice Between Equivalent Variations in the Probability and Magnitude of Loss
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)

1981

  1. Adverse Selection and Repeated Insurance Contracts
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (7)
  2. L'influence des Ressources Sur L'utilisation des Interventions Chirurgicales
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1980

  1. Le Risque Moral et la Selection Adverse: une Revue Critique de la Litterature
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in L'Actualité Economique (1981)
  2. Moral Hazard and State-Dependent Utility Function
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (9)
  3. Search and Insurance
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in International Economic Review (1984)
  4. The Effects of Insurance on the Possibilities of Fraud
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (6)
  5. The Effects of Unemployment Benefits on U.S. Unemployment Rates: a Comment
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (1980)

1979

  1. Analyse des Effets de L'assurance et de la Relation de Confiance Consommateur-Producteur Sur les Possibilites D'abus des Chirurgiens
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in L'Actualité Economique (1980)
  2. Moral Hazard and Search Activity
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)

Undated

  1. Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (8)
    See also Journal Article in Review of Economic Studies (2009)
  2. Comparative mixed risk aversion: definition and application to self-protection and willingness to pay
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Journal of Risk and Uncertainty (2004)

Journal Articles

2017

  1. The use of nonlinear hedging strategies by US oil producers: Motivations and implications
    Energy Economics, 2017, 63, (C), 348-364 Downloads

2015

  1. Does asymmetric information affect the premium in mergers and acquisitions?
    Canadian Journal of Economics, 2015, 48, (3), 819-852 Downloads View citations (2)
    See also Working Paper (2010)
  2. Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-customer data
    Journal of Empirical Finance, 2015, 33, (C), 276-286 Downloads
  3. Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
    Journal of Banking & Finance, 2015, 59, (C), 202-219 Downloads View citations (1)
    See also Working Paper (2014)
  4. Production Flexibility and Hedging
    Risks, 2015, 3, (4), 1-10 Downloads
    See also Working Paper (2014)

2014

  1. Comparative Ross risk aversion in the presence of mean dependent risks
    Journal of Mathematical Economics, 2014, 51, (C), 128-135 Downloads
    See also Working Paper (2012)
  2. Credit spread changes within switching regimes
    Journal of Banking & Finance, 2014, 49, (C), 41-55 Downloads View citations (3)
    See also Working Paper (2009)
  3. Detecting Regime Shifts in Credit Spreads
    Journal of Financial and Quantitative Analysis, 2014, 49, (5-6), 1339-1364 Downloads View citations (4)
  4. Economic Effects of Risk Classification Bans
    The Geneva Risk and Insurance Review, 2014, 39, (2), 184-221 Downloads View citations (3)
    See also Working Paper (2014)
  5. Entry, imperfect competition, and futures market for the input
    International Journal of Industrial Organization, 2014, 35, (C), 70-83 Downloads View citations (3)
    See also Working Paper (2012)
  6. Introduction: Symposium on Convergence, Interconnectedness, and Crises: Insurance and Banking
    Journal of Risk & Insurance, 2014, 81, (3), 473-476 Downloads
  7. Securitization and optimal retention under moral hazard
    Journal of Mathematical Economics, 2014, 55, (C), 74-85 Downloads View citations (1)
    See also Working Paper (2012)
  8. When can expected utility handle first-order risk aversion?
    Journal of Economic Theory, 2014, 154, (C), 403-422 Downloads View citations (3)

2013

  1. A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance
    Research in Transportation Economics, 2013, 43, (1), 85-97 Downloads
    See also Working Paper (2012)
  2. Default and liquidity regimes in the bond market during the 2002-2012 period
    Canadian Journal of Economics, 2013, 46, (4), 1160-1195 Downloads View citations (3)
    See also Working Paper (2013)
  3. Does insurance fraud in automobile theft insurance fluctuate with the business cycle?
    Journal of Risk and Uncertainty, 2013, 47, (1), 67-92 Downloads
  4. On debt service and renegotiation when debt-holders are more strategic
    Journal of Financial Intermediation, 2013, 22, (3), 353-372 Downloads View citations (6)
    See also Working Paper (2013)
  5. On risk management determinants: what really matters?
    The European Journal of Finance, 2013, 19, (2), 145-164 Downloads View citations (6)
    See also Working Paper (2004)
  6. Performance analysis of a collateralized fund obligation (CFO) equity tranche
    The European Journal of Finance, 2013, 19, (6), 518-553 Downloads
    See also Working Paper (2009)
  7. Risk Management of Nonstandard Basket Options with Different Underlying Assets
    Journal of Futures Markets, 2013, 33, (4), 299-326
  8. Risk Management: History, Definition, and Critique
    Risk Management and Insurance Review, 2013, 16, (2), 147-166 Downloads View citations (5)
    See also Working Paper (2013)
  9. SEPARATING MORAL HAZARD FROM ADVERSE SELECTION AND LEARNING IN AUTOMOBILE INSURANCE: LONGITUDINAL EVIDENCE FROM FRANCE
    Journal of the European Economic Association, 2013, 11, (4), 897-917 Downloads View citations (7)
    See also Working Paper (2010)

2012

  1. On the determinants of the implied default barrier
    Journal of Empirical Finance, 2012, 19, (3), 395-408 Downloads View citations (3)
    See also Working Paper (2009)

2011

  1. 2011 Editor Report
    Journal of Risk & Insurance, 2011, 78, (4), 1033-1042 Downloads
  2. A reduced form model of default spreads with Markov-switching macroeconomic factors
    Journal of Banking & Finance, 2011, 35, (8), 1984-2000 Downloads View citations (13)
    See also Working Paper (2010)
  3. Corporate risk management and dividend signaling theory
    Finance Research Letters, 2011, 8, (4), 188-195 Downloads View citations (2)
    See also Working Paper (2010)
  4. Heterogeneous Basket Options Pricing Using Analytical Approximations
    Multinational Finance Journal, 2011, 15, (1-2), 47-85 Downloads
    See also Working Paper (2006)
  5. Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data
    The Review of Economics and Statistics, 2011, 93, (1), 218-227 Downloads View citations (11)
    See also Working Paper (2011)
  6. The Theory of Corporate Finance, by Jean Tirole
    Journal of Risk & Insurance, 2011, 78, (3), 791-793 Downloads
  7. The impact of prudence on optimal prevention revisited
    Economics Letters, 2011, 113, (2), 147-149 Downloads View citations (12)
    See also Working Paper (2010)

2010

  1. Default Risk in Corporate Yield Spreads
    Financial Management, 2010, 39, (2), 707-731 Downloads View citations (4)
    See also Working Paper (2005)
  2. Le calcul de la valeur statistique d’une vie humaine
    L'Actualité Economique, 2010, 86, (4), 487-530 Downloads
    See also Working Paper (2010)
  3. Scaling models for the severity and frequency of external operational loss data
    Journal of Banking & Finance, 2010, 34, (7), 1484-1496 Downloads View citations (15)
    See also Working Paper (2007)

2009

  1. Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
    Review of Economic Studies, 2009, 76, (4), 1269-1295 Downloads View citations (9)
    See also Working Paper
  2. Efficiency of insurance firms with endogenous risk management and financial intermediation activities
    Journal of Productivity Analysis, 2009, 32, (2), 145-159 Downloads View citations (3)
    See also Working Paper (2006)
  3. Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
    Journal of Empirical Finance, 2009, 16, (5), 777-792 Downloads View citations (19)
    See also Working Paper (2005)
  4. Optimal Auditing with Scoring: Theory and Application to Insurance Fraud
    Management Science, 2009, 55, (1), 58-70 Downloads View citations (22)
    See also Working Paper (2009)
  5. The value of a statistical life: A meta-analysis with a mixed effects regression model
    Journal of Health Economics, 2009, 28, (2), 444-464 Downloads View citations (31)
    See also Working Paper (2006)

2008

  1. Consolidation and value creation in the insurance industry: The role of governance
    Journal of Banking & Finance, 2008, 32, (1), 56-68 Downloads View citations (7)
    See also Working Paper (2006)
  2. Dynamics of insurance markets: Structure, conduct, and performance in the 21st century
    Journal of Banking & Finance, 2008, 32, (1), 1-3 Downloads
  3. Empirical evaluation of the asset-allocation puzzle
    Economics Letters, 2008, 100, (2), 304-307 Downloads

2007

  1. Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors
    The European Journal of Finance, 2007, 13, (5), 397-404 Downloads View citations (4)
  2. New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data
    ILR Review, 2007, 61, (1), 108-120 Downloads View citations (26)
    See also Working Paper (2005)
  3. Predicted risk perception and risk-taking behavior: The case of impaired driving
    Journal of Risk and Uncertainty, 2007, 35, (3), 237-264 Downloads View citations (7)

2006

  1. Lottery qualities
    Journal of Risk and Uncertainty, 2006, 32, (3), 195-216 Downloads View citations (2)
    See also Working Paper (2006)
  2. Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles
    ASTIN Bulletin: The Journal of the International Actuarial Association, 2006, 36, (01), 25-77 Downloads View citations (4)
    See also Working Paper (2004)

2005

  1. The (1992) Bonus-Malus System in Tunisia: An Empirical Evaluation
    Journal of Risk & Insurance, 2005, 72, (4), 609-633 Downloads View citations (5)
    See also Working Paper (2003)

2004

  1. Comparative Mixed Risk Aversion: Definition and Application to Self-Protection and Willingness to Pay
    Journal of Risk and Uncertainty, 2004, 29, (3), 261-276 Downloads View citations (24)
    See also Working Paper
  2. Modèle Bayésien de tarification de l’assurance des flottes de véhicules*
    L'Actualité Economique, 2004, 80, (2), 253-303 Downloads
    See also Working Paper (2003)
  3. Public Choice about the Value of a Statistical Life for Cost-Benefit Analyses: The Case of Road Safety
    Journal of Transport Economics and Policy, 2004, 38, (2), 247-274 Downloads View citations (9)
  4. Utility of Gains and Losses: Measurement-Theoretical and Experimental Approaches: R. Duncan Luce, Lawrence Erlbaum Associates, Mahwah, NJ, USA, 1999, 331 pp., Author Index, Subject Index, US$ 59.95, ISBN 0-8058-3460-5
    Journal of Economic Behavior & Organization, 2004, 54, (1), 133-136 Downloads

2003

  1. Environmental risk and extended liability: The case of green technologies
    Journal of Public Economics, 2003, 87, (5-6), 1025-1060 Downloads View citations (27)
    See also Working Paper (1998)
  2. Risk management determinants affecting firms' values in the gold mining industry: new empirical results
    Economics Letters, 2003, 79, (1), 43-52 Downloads View citations (8)
    See also Working Paper (2000)

2002

  1. Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance
    Journal of Risk and Uncertainty, 2002, 24, (3), 213-30 Downloads View citations (17)
    See also Working Paper (2000)

2001

  1. Deductible Contracts Against Fraudulent Claims: Evidence From Automobile Insurance
    The Review of Economics and Statistics, 2001, 83, (2), 290-301 Downloads View citations (23)
  2. Diffidence Theorem, State-Dependent Preferences, and DARA&ast
    The Geneva Risk and Insurance Review, 2001, 26, (2), 139-154 Downloads View citations (1)
  3. Experience Rating Schemes for Fleets of Vehicles
    ASTIN Bulletin: The Journal of the International Actuarial Association, 2001, 31, (01), 81-105 Downloads View citations (7)
    See also Working Paper (2000)
  4. Lottery Decisions and Probability Weighting Function
    Journal of Risk and Uncertainty, 2001, 22, (1), 21-33 Downloads View citations (10)
  5. Stochastic dominance and optimal portfolio
    Economics Letters, 2001, 71, (3), 347-354 Downloads
    See also Working Paper (2001)
  6. Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment
    Journal of Political Economy, 2001, 109, (2), 444-473 Downloads View citations (63)

2000

  1. A Model for the Detection of Insurance Fraud&ast
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2000, 25, (4), 517-538 Downloads View citations (13)
  2. Corporate insurance with optimal financial contracting
    Economic Theory, 2000, 16, (1), 77-105 Downloads View citations (15)
  3. original papers: Full pooling in multi-period contracting with adverse selection and noncommitment
    Review of Economic Design, 2000, 5, (1), 1-21 Downloads View citations (2)

1999

  1. Analyse de l’effet des règles d’obtention d’un permis de conduire au Québec (1991) sur la sécurité routière
    L'Actualité Economique, 1999, 75, (1), 269-332 Downloads
    See also Working Paper (1997)

1998

  1. Inferring technological parameters from incomplete panel data
    Journal of Econometrics, 1998, 87, (2), 303-327 Downloads View citations (14)
    See also Working Paper (1995)
  2. La mesure empirique des problèmes d’information
    L'Actualité Economique, 1998, 74, (4), 585-606 Downloads View citations (1)
    See also Working Paper (1998)

1997

  1. Debt, moral hazard and airline safety An empirical evidence
    Journal of Econometrics, 1997, 79, (2), 379-402 Downloads View citations (25)
    See also Working Paper (1994)
  2. Une évaluation empirique de la nouvelle tarification de l’assurance automobile (1992) au Québec
    L'Actualité Economique, 1997, 73, (1), 47-80 Downloads
    See also Working Paper (1997)

1996

  1. A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets
    Journal of Risk and Uncertainty, 1996, 13, (2), 147-62 View citations (5)
    See also Working Paper (1996)
  2. Count data models for a credit scoring system
    Journal of Empirical Finance, 1996, 3, (3), 303-325 Downloads View citations (16)
  3. Investment Under Demand Uncertainty: The Newsboy Problem Revisited
    The Geneva Risk and Insurance Review, 1996, 21, (2), 179-189 Downloads View citations (3)
    See also Working Paper (1996)
  4. Non-convexities and the efficiency of equilibria in insurance markets with asymmetric information
    Economics Letters, 1996, 52, (1), 31-40 Downloads View citations (2)
  5. Progrès technique et croissance de la productivité: estimations sur un panel incomplet de firmes ayant des qualités de production différentes
    Économie et Prévision, 1996, 126, (5), 63-76 Downloads View citations (2)

1994

  1. Adverse Selection, Commitment, and Renegotiation: Extension to and Evidence from Insurance Markets
    Journal of Political Economy, 1994, 102, (2), 209-35 Downloads View citations (36)
    See also Working Paper (1993)
  2. Moral hazard, renegotiation and debt
    Economics Letters, 1994, 46, (2), 113-119 Downloads View citations (6)

1993

  1. Increases in Risk and Linear Payoffs
    International Economic Review, 1993, 34, (2), 309-19 Downloads View citations (18)
    See also Working Paper (1990)
  2. Insurance with Undiversifiable Risk: Contract Structure and Organizational Form of Insurance Firms
    Journal of Risk and Uncertainty, 1993, 6, (2), 187-203 View citations (30)
  3. Relatively weak increases in risk and their comparative statics
    Economics Letters, 1993, 41, (3), 269-272 Downloads View citations (4)
  4. Rendements d’échelle, progrès technique et croissance de la productivité dans les industries québécoise et ontarienne de transport par camion, 1981-1988
    L'Actualité Economique, 1993, 69, (3), 139-159 Downloads

1992

  1. Automobile Insurance Ratemaking in the Presence of Asymmetrical Information
    Journal of Applied Econometrics, 1992, 7, (2), 149-65 Downloads View citations (27)
    See also Working Paper (1988)
  2. Comparative Statics Under Multiple Sources of Risk with Applications to Insurance Demand
    The Geneva Risk and Insurance Review, 1992, 17, (1), 21-33 Downloads View citations (13)
    See also Working Paper (1991)

1991

  1. Infractions au Code de la sécurité routière, infractions au Code criminel et gestion optimale de la sécurité routière
    L'Actualité Economique, 1991, 67, (3), 279-305 Downloads View citations (1)
    See also Working Paper (1990)
  2. Workers' Compensation and Moral Hazard
    The Review of Economics and Statistics, 1991, 73, (2), 236-44 Downloads View citations (23)
    See also Working Paper (1988)

1990

  1. Applications of the GB2 family of distributions in modeling insurance loss processes
    Insurance: Mathematics and Economics, 1990, 9, (4), 257-272 Downloads View citations (18)
  2. Drèze's Essays on Economic Decisions under Uncertainty
    The Geneva Risk and Insurance Review, 1990, 15, (2), 193-202 Downloads

1989

  1. An Empirical Analysis of Moral Hazard and Experience Rating
    The Review of Economics and Statistics, 1989, 71, (1), 128-34 Downloads View citations (24)
  2. More on Insurance as a Giffen Good
    Journal of Risk and Uncertainty, 1989, 2, (4), 415-20 View citations (15)
    See also Working Paper (1988)
  3. More on Insurance, Protection, and Risk
    Canadian Journal of Economics, 1989, 22, (1), 202-04 Downloads View citations (2)
    See also Working Paper (1988)

1988

  1. Accessibilite aux ressources et demande de revascularisation du myocarde. (Accessibility to Resources and Demand of Heart Revascularization. With English summary.)
    Canadian Journal of Economics, 1988, 21, (1), 129-45 Downloads
  2. Qu’en est-il des rendements d’échelle dans les industries québécoises et ontariennes de transport par camion?
    L'Actualité Economique, 1988, 64, (3), 380-395 Downloads
    See also Working Paper (1988)

1987

  1. Adverse selection and finite-horizon insurance contracts
    European Economic Review, 1987, 31, (4), 843-861 Downloads View citations (6)
  2. Description and Analysis of the Quebec Automobile Insurance Plan
    Canadian Public Policy, 1987, 13, (2), 181-195 Downloads View citations (5)
  3. Essays on Economic Decisions Under Uncertainty, par JACQUES H. DRÈZE. — Cambridge University Press, 1987, 424 p
    L'Actualité Economique, 1987, 63, (2), 282-289 Downloads View citations (1)
  4. Incertain et information: où en sommes-nous trente-cinq ans après le Colloque de Paris?
    L'Actualité Economique, 1987, 63, (2), 5-39 Downloads View citations (1)
    See also Working Paper (1987)
  5. Investissement en incertitude: extension du problème de la taille optimale d’une usine
    L'Actualité Economique, 1987, 63, (2), 256-281 Downloads
    See also Working Paper (1987)
  6. More on the geographical distribution of physicians
    Journal of Health Economics, 1987, 6, (4), 365-374 Downloads View citations (15)
  7. The economics of road safety
    Transportation Research Part B: Methodological, 1987, 21, (5), 413-431 Downloads View citations (20)
    See also Working Paper (1985)

1986

  1. La tarification de l'assurance automobile et les incitations à la sécurité routière: Une étude empirique
    Swiss Journal of Economics and Statistics (SJES), 1986, 122, (III), 293-321 Downloads View citations (1)
    See also Working Paper (1985)

1985

  1. Adverse Selection, Repeated Insurance Contracts and Announcement Strategy
    Review of Economic Studies, 1985, 52, (4), 719-723 Downloads View citations (21)
    See also Working Paper (1984)
  2. Doctors and their workshops: A review article
    Journal of Health Economics, 1985, 4, (1), 21-33 Downloads View citations (7)
    See also Working Paper (1982)
  3. Patient mobility for elective surgical interventions
    Social Science & Medicine, 1985, 20, (12), 1307-1312 Downloads
    See also Working Paper (1984)
  4. Securite routiere: responsabilite pour negligence et tarification. Road Safety: Liability for Negligence and Pricing. With English summary.)
    Canadian Journal of Economics, 1985, 18, (4), 814-30 Downloads
  5. Self-insurance, self-protection and increased risk aversion
    Economics Letters, 1985, 17, (1-2), 39-42 Downloads View citations (97)
    See also Working Paper (1984)

1984

  1. Insurance and saving: some further results
    Insurance: Mathematics and Economics, 1984, 3, (2), 101-110 Downloads View citations (17)
    See also Working Paper (1982)
  2. Search and Insurance
    International Economic Review, 1984, 25, (2), 357-67 Downloads View citations (7)
    See also Working Paper (1980)
  3. Sécurité routière: efficacité, subvention et réglementation
    L'Actualité Economique, 1984, 60, (2), 200-222 Downloads
    See also Working Paper (1983)

1983

  1. La mobilité des patients et les modèles de création de demande: le cas du Québec
    L'Actualité Economique, 1983, 59, (4), 729-752 Downloads
  2. Riscophobie et étalement à moyenne constante: analyse et applications
    L'Actualité Economique, 1983, 59, (2), 208-229 Downloads View citations (4)
    See also Working Paper (1982)
  3. Variations in the Probability and Magnitude of Loss: Their Impact on Risk
    Canadian Journal of Economics, 1983, 16, (3), 411-19 Downloads View citations (9)

1981

  1. Le risque moral et la sélection adverse: une revue critique de la littérature
    L'Actualité Economique, 1981, 57, (2), 193-224 Downloads
    See also Working Paper (1980)

1980

  1. Analyse des effets de l’assurance et de la relation de confiance consommateur-producteur sur les possibilités d’abus des chirurgiens
    L'Actualité Economique, 1980, 56, (2), 211-238 Downloads
    See also Working Paper (1979)
  2. The effects of unemployment benefits on U.S. unemployment rates: A comment
    Review of World Economics (Weltwirtschaftliches Archiv), 1980, 116, (3), 576-576 Downloads
    See also Working Paper (1980)

Editor

  1. Working Papers
    HEC Montreal, Canada Research Chair in Risk Management
 
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