Details about Georges Dionne

Homepage:	http://www.hec.ca/gestiondesrisques
Workplace:	HEC Montréal (École des Hautes Études Commerciales) (Business School), (more information at EDIRC)

Access statistics for papers by Georges Dionne.

Last updated 2009-11-26. Update your information in the RePEc Author Service.

Short-id: pdi189

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Working Papers

2009

1. Basket Options on Heterogeneous Underlying Assets
   Cahiers de recherche, CIRPEE View citations
2. Credit Spread Changes within Switching Regimes
   Cahiers de recherche, CIRPEE
3. Detecting Regime Shifts in Corporate Credit Spreads
   Cahiers de recherche, CIRPEE
4. Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data
   Working Papers, HAL
5. On the Determinants of the Implied Default Barrier
   Cahiers de recherche, CIRPEE
6. Optimal auditing with scoring: theory and application to insurance fraud
   MPRA Paper, University Library of Munich, Germany
   Also in Working Papers, HAL (2005)
7. Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche
   Cahiers de recherche, CIRPEE
8. Structured Finance, Risk Management, and the Recent Financial Crisis
   Cahiers de recherche, CIRPEE

2008

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

2007

12. A Reduced Form Model of Default Spreads with Markov Switching Macroeconomic Factors
    Cahiers de recherche, CIRPEE
13. Determinants of Insurers' Performance in Risk Pooling, Risk Management, and Financial Intermediation Activities
    Cahiers de recherche, CIRPEE
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2007)
14. Estimating the Effect of a Change in Insurance Pricing Regime on Accidents with Endogenous Mobility
    Cahiers de recherche, CIRPEE
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2007)
15. 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
16. On Debt Service and Renegotiation when Debt-holders Are More Strategic
    Cahiers de recherche, CIRPEE
17. Point-record incentives, asymmetric information and dynamic data
    Working Papers, HAL View citations
18. Poisson Models with Employer-Employee Unobserved Heterogeneity: An Application to Absence Data
    Cahiers de recherche, CIRPEE
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2007)
19. Scaling Models for the Severity and Frequency of External Operational Loss Data
    Cahiers de recherche, CIRPEE
20. What about Underevaluating Operational Value at Risk in the Banking Sector?
    Cahiers de recherche, CIRPEE

2006

21. Adverse Selection in the Market for Slaves in Mauritius, 1825-1835
    Cahiers de recherche, CIRPEE
22. Consolidation and Value Creation in the Insurance Industry: the Role of Governance
    Cahiers de recherche, CIRPEE
    See also Journal Article in Journal of Banking & Finance (2008)
23. Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities
    Cahiers de recherche, CIRPEE View citations
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2006) View citations
    See also Journal Article in Journal of Productivity Analysis (2009)
24. Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle
    Cahiers de recherche, CIRPEE
25. Estimation of the Default Risk of Publicly Traded Canadian Companies
    Cahiers de recherche, CIRPEE View citations
    Also in Working Papers, Bank of Canada (2006) View citations
26. Heterogeneous Basket Options Pricing Using Analytical Approximations
    Cahiers de recherche, CIRPEE
27. Lottery Qualities
    Cahiers de recherche, CIRPEE
    See also Journal Article in Journal of Risk and Uncertainty (2006)
28. Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior
    Cahiers de recherche, CIRPEE
29. The Value of a Statistical Life: a Meta-Analysis with a Mixed Effects Regression Model
    Cahiers de recherche, CIRPEE
    See also Journal Article in Journal of Health Economics (2009)

2005

30. Default Risk in Corporate Yield Spreads
    Cahiers de recherche, CIRPEE View citations
31. Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange
    Cahiers de recherche, CIRPEE View citations
32. New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée View citations
    Also in Cahiers de recherche, CIRPEE (2005) View citations
    See also Journal Article in Industrial and Labor Relations Review (2007)
33. Risk Management and Corporate Governance: the Importance of Independence and Financial Knowledge for the Board and the Audit Committee
    Cahiers de recherche, CIRPEE View citations
34. Testing Explanations of Preference Reversal: a Model
    Cahiers de recherche, CIRPEE

2004

35. Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors
    Cahiers de recherche, CIRPEE View citations
36. On Risk Management Determinants: What Really Matters?
    Cahiers de recherche, CIRPEE View citations
37. On the Necessity of Using Lottery Qualities
    Cahiers de recherche, CIRPEE View citations
38. Separating Moral Hazard from Adverse Selection in Automobile Insurance: Longitudinal Evidence from France
    Cahiers de recherche, CIRPEE View citations
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2004)
39. Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles
    Cahiers de recherche, CIRPEE

2003

40. Banks' Capital, Securitization and Credit Risk: An Empirical for Canada
    Cahiers de recherche, CIRPEE
41. Modèle bayésien de tarification de l’assurance des flottes de véhicules
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
42. Optimal Auditing for Insurance Fraud
    Cahiers de recherche, CIRPEE View citations
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) View citations
43. The (1992) Bonus-Malus System in Tunisia: An Empirical Evaluation
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
    See also Journal Article in Journal of Risk & Insurance (2005)
44. The Foundations of Banks' Risk Regulation: a Review of the Literature
    Cahiers de recherche, CIRPEE
45. The Foundationsof Banks' Risk Regulation: A Review of Literature
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

2002

46. Banks’ Capital, Securitization and Credit Risk: An Empirical Evidence for Canada
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
47. Book Review of Management
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
48. 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
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002)
49. Les déterminants du comportement des banques canadiennes en matière de titrisation
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
50. 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
51. Statistical Analysis of Value-of Life estimates using Hedonic Wage Method
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
52. 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

2001

53. 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.
54. Commitment and Automobile Insurance in France, Quebec and Japan
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
55. 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
56. Optimal Cognitive Processes for Lotteries
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2001)
57. Stochastic Dominance and Optimal Portfolio
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
    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)
58. The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2001) View citations

2000

59. 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
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations
60. 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
61. 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.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations
62. Optimal Financial Portfolio and Dependence of Risky Assets
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations
63. Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
    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)
64. Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. View citations
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations
    See also Journal Article in Economics Letters (2003)
65. The Empirical Measure of Information Problems with Emphasis on Insurance Fraud
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2000) View citations
66. 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

67. Capital Structure and Compensation Policies
    Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques.
    Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1999)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999)
68. 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.
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) View citations
69. 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 Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1999)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999)
70. Proper Risk Behavior
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) View citations

1998

71. 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
72. 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
    See also Journal Article in Journal of Public Economics (2003)
73. Evidence of Adverse Selection in Automobile Insurance Markets
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1998) View citations
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations
    Working Papers, Centre de Recherche en Economie et Statistique View citations
74. 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
75. La mesure empirique des problemes d'information
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations
76. 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.
77. 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)
78. 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)
79. 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.
80. 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
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations

1997

81. 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.
82. 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.
83. 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.
84. 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)
85. 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)
86. 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
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1996)
87. 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
88. 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
    Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1996)

1996

89. A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets
    Working Papers, Toulouse - GREMAQ View citations
    Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1996) View citations
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1996) View citations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
    See also Journal Article in Journal of Risk and Uncertainty (1996)
90. Investment Under Demand Uncertainty: The Newsboy Poblem Revidited
    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 (1996)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996) View citations
    See also Journal Article in The Geneva Risk and Insurance Review (1996)

1995

91. Incentives in Multi-Period Regulation and Procurement: A Graphical Analysis
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1995) View citations
    Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques (1995)
92. Infessing Technological Parameters from 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 (1995)
    See also Journal Article in Journal of Econometrics (1998)
93. 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.
94. Medical Conditions and the Severity of Commercial Motor Vehicle (CMV) Drivers's Road Accidents
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
95. Non-Convexities and Efficiency of Equilibria in Insurance Markets with Asymmetric Information
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1995) View citations
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
96. 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)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)

1994

97. Debts, moral hazard and airline safety: an empirica evidence
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1993) View citations
    See also Journal Article in Journal of Econometrics (1997)

1993

98. 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
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991)
    See also Journal Article in Journal of Political Economy (1994)
99. An Economic Analysis of Insurance Fraud
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
100. 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

1992

101. Measuring Technical Change and Productivity Growth Varying Output Qualities and Incomplete Panel Data
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992)
102. Optimal Design of Financial Contracts and Moral Hazard
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations
103. 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)
104. Simple Increases in Risk and Their Comparative Statics for Portfolio Management
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
     Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations

1991

105. ADVERSE SELECTION IN INSURANCE MARKETS: A SELECTIVE SURVEY
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations
106. 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) View citations
107. Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991)
     See also Journal Article in The Geneva Risk and Insurance Review (1992)

1990

108. INCREASES IN RISK AND LINEAR PAYOFFS
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)
     See also Journal Article in International Economic Review (1993)
109. INCREASES IN RISK AND THE DEMAND FOR INSURANCE
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)
110. 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)

1989

111. 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
112. PROPORTIONAL RISK AVERSION AND SAVING DECISIONS UNDER UNCERTAINTY
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)
113. RISK POOLING, CONTRACT STRUCTURE AND ORGANIZATIONAL FORM OF INSURANCE FIRMS
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)

1988

114. 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
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988) View citations
115. 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)
116. AUTOMOBILE INSURANCE RATEMAKING IN THE PRESENCE OF ASYMMETRIC INFORMATION
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)
     See also Journal Article in Journal of Applied Econometrics (1992)
117. 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)
118. 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)
     See also Journal Article in Journal of Risk and Uncertainty (1989)
119. MORE ON INSURANCE, PROTECTION AND RISK
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)
     See also Journal Article in Canadian Journal of Economics (1989)
120. 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
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)
121. WORKERS' COMPENSATION AND MORAL HAZARD
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
     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

122. Applications of the Gb2 Family of Probability Distributions in Collective Risk Theory
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
123. 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
124. Insurance with Undiversifiable Risk
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
125. Investissement En Incertitude Extension du Probleme de la Taille Optimale D'une Usine
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1986

126. Models and Methodologies in the Analysis of Regulation Effects in Airline Markets
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
127. Public Information and Experience Rating
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1985

128. Accessibilite aux Ressources et Demande de Revascularisation du Myocarde
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
129. An Analysis of the Quebec Automobile Insurance Regime
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
130. Consumption Decisions Under Uncertainty: an Extension
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
131. Dealing with Moral Hazard and Adverse Selection Simultaneously
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
132. Increasing Risk and Self-Protection Activities
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
133. 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)
134. More on Geographical Distribution of Physicians and Market Failure
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
135. The Economics of Road Safety
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
     See also Journal Article in Transportation Research Part B: Methodological (1987)

1984

136. Adverse Selection, Repeated Insurance Contracts and Announcement Strategy
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
     See also Journal Article in Review of Economic Studies (1985)
137. Patient Mobility for Elective Surgical Interventions
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
138. Proportional Risk Aversion, Taxation and Labor Supply Under Uncertainty
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
139. Self-Insurance, Self-Protection and Increased Risk Aversion
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
     See also Journal Article in Economics Letters (1985)
140. The Effect of Capital Risk on Saving Decision
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1983

141. Adverse Selection and Repeated Insurance Contracts: Finite and Infinite Horizons
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
142. Securite Routiere: Efficacite, Subvention et Reglementation
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
143. The Riskiness of Equivalent Governmental Policies
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1982

144. 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)
145. Insurance and Saving: Some Further Results
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
     See also Journal Article in Insurance: Mathematics and Economics (1984)
146. Riscophobie et Etalement a Moyenne Constante: Analyse et Applications
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
147. Risk Aversion, Insurance and Gambling
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
148. Search and Insurance (Revised)
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
149. The Choice Between Equivalent Variations in the Probability and Magnitude of Loss
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1981

150. Adverse Selection and Repeated Insurance Contracts
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
151. L'influence des Ressources Sur L'utilisation des Interventions Chirurgicales
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1980

152. Le Risque Moral et la Selection Adverse: une Revue Critique de la Litterature
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
153. Moral Hazard and State-Dependent Utility Function
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
154. Search and Insurance
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
     See also Journal Article in International Economic Review (1984)
155. The Effects of Insurance on the Possibilities of Fraud
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
156. 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

157. 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 View citations
158. Moral Hazard and Search Activity
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

Undated

159. Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
     Swiss Finance Institute Research Paper Series, Swiss Finance Institute
     See also Journal Article in Review of Economic Studies (2009)
160. The Informational Content of Household Decisions
     Working Papers, Centre de Recherche en Economie et Statistique View citations

Journal Articles

2009

1. Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
   Review of Economic Studies, 2009, 76, (4), 1269-1295
   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
   See also Working Paper (2006)
3. The value of a statistical life: A meta-analysis with a mixed effects regression model
   Journal of Health Economics, 2009, 28, (2), 444-464 View citations
   See also Working Paper (2006)

2008

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

2007

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

2006

10. Lottery qualities
    Journal of Risk and Uncertainty, 2006, 32, (3), 195-216 View citations
    See also Working Paper (2006)

2005

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

2004

12. Comparative Mixed Risk Aversion: Definition and Application to Self-Protection and Willingness to Pay
    Journal of Risk and Uncertainty, 2004, 29, (3), 261-276 View citations
13. 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
14. 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

2003

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

2002

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

2001

18. Deductible Contracts Against Fraudulent Claims: Evidence From Automobile Insurance
    The Review of Economics and Statistics, 2001, 83, (2), 290-301 View citations
19. Diffidence Theorem, State-Dependent Preferences, and DARA&ast
    The Geneva Risk and Insurance Review, 2001, 26, (2), 139-154
20. Lottery Decisions and Probability Weighting Function
    Journal of Risk and Uncertainty, 2001, 22, (1), 21-33 View citations
21. Stochastic dominance and optimal portfolio
    Economics Letters, 2001, 71, (3), 347-354
    See also Working Paper (2001)
22. Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment
    Journal of Political Economy, 2001, 109, (2), 444-473 View citations

2000

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

1998

26. Inferring technological parameters from incomplete panel data
    Journal of Econometrics, 1998, 87, (2), 303-327 View citations
    See also Working Paper (1995)

1997

27. Debt, moral hazard and airline safety An empirical evidence
    Journal of Econometrics, 1997, 79, (2), 379-402 View citations
    See also Working Paper (1994)

1996

28. 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
    See also Working Paper (1996)
29. Count data models for a credit scoring system
    Journal of Empirical Finance, 1996, 3, (3), 303-325 View citations
30. Investment Under Demand Uncertainty: The Newsboy Problem Revisited
    The Geneva Risk and Insurance Review, 1996, 21, (2), 179-189
    See also Working Paper (1996)
31. Non-convexities and the efficiency of equilibria in insurance markets with asymmetric information
    Economics Letters, 1996, 52, (1), 31-40 View citations

1994

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

1993

34. Increases in Risk and Linear Payoffs
    International Economic Review, 1993, 34, (2), 309-19 View citations
    See also Working Paper (1990)
35. Insurance with Undiversifiable Risk: Contract Structure and Organizational Form of Insurance Firms
    Journal of Risk and Uncertainty, 1993, 6, (2), 187-203 View citations
36. Relatively weak increases in risk and their comparative statics
    Economics Letters, 1993, 41, (3), 269-272 View citations

1992

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

1991

39. Workers' Compensation and Moral Hazard
    The Review of Economics and Statistics, 1991, 73, (2), 236-44 View citations
    See also Working Paper (1988)

1990

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

1989

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

1988

45. 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

1987

46. Adverse selection and finite-horizon insurance contracts
    European Economic Review, 1987, 31, (4), 843-861 View citations
47. Description and Analysis of the Quebec Automobile Insurance Plan
    Canadian Public Policy, 1987, 13, (2), 181-195 View citations
48. More on the geographical distribution of physicians
    Journal of Health Economics, 1987, 6, (4), 365-374 View citations
49. The economics of road safety
    Transportation Research Part B: Methodological, 1987, 21, (5), 413-431 View citations
    See also Working Paper (1985)

1986

50. 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
    See also Working Paper (1985)

1985

51. Adverse Selection, Repeated Insurance Contracts and Announcement Strategy
    Review of Economic Studies, 1985, 52, (4), 719-23 View citations
    See also Working Paper (1984)
52. Doctors and their workshops: A review article
    Journal of Health Economics, 1985, 4, (1), 21-33 View citations
    See also Working Paper (1982)
53. 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
54. Self-insurance, self-protection and increased risk aversion
    Economics Letters, 1985, 17, (1-2), 39-42 View citations
    See also Working Paper (1984)

1984

55. Insurance and saving: some further results
    Insurance: Mathematics and Economics, 1984, 3, (2), 101-110 View citations
    See also Working Paper (1982)
56. Search and Insurance
    International Economic Review, 1984, 25, (2), 357-67 View citations
    See also Working Paper (1980)

1983

57. Variations in the Probability and Magnitude of Loss: Their Impact on Risk
    Canadian Journal of Economics, 1983, 16, (3), 411-19 View citations

1980

58. The effects of unemployment benefits on U.S. unemployment rates: A comment
    Review of World Economics (Weltwirtschaftliches Archiv), 1980, 116, (3), 576-576
    See also Working Paper (1980)

Editor

1. Journal of Risk & Insurance
   The American Risk and Insurance Association