Details about Eric Briys

Access statistics for papers by Eric Briys.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pbr831

Working Papers

2016

1. Credo Ut Intelligam
   Post-Print, HAL

2009

2. Information geometries and Microeconomic Theories
   Papers, arXiv.org

1996

3. On the Risk of Life Insurance Liabilities: Debunking Some Common Pitfalls
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (3)

1995

4. Optimal Insurance Design Under Background Risk
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (5)
   Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (5)

1991

5. The law of large (small?) numbers and the demand for insurance
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (3)
   Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1990)

1989

6. 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)

1988

7. 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 More on Insurance as a Giffen Good, Journal of Risk and Uncertainty, Springer (1989) View citations (23) (1989)

1985

8. Consumption Decisions Under Uncertainty: an Extension
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
9. Endogenous Risks and the Risk Premium
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (3)

Journal Articles

2022

1. Correction to: Fingerspitzengefühl
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2022, 47, (2), 493-493

2021

2. Fingerspitzengefühl
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2021, 46, (2), 248-265

1998

3. Optimal Hedging and the Partial Loss Offset Provision
   European Financial Management, 1998, 4, (3), 321-333 View citations (5)

1997

4. Valuing Risky Fixed Rate Debt: An Extension
   Journal of Financial and Quantitative Analysis, 1997, 32, (2), 239-248 View citations (92)

1994

5. Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications
   The Geneva Risk and Insurance Review, 1994, 19, (1), 53-72 View citations (33)
6. The pricing of forward-starting asian options
   Journal of Banking & Finance, 1994, 18, (5), 823-839 View citations (14)

1993

7. Optimal hedging in a futures market with background noise and basis risk
   European Economic Review, 1993, 37, (5), 949-960 View citations (30)
8. Optimal hedging when preferences are state dependent
   Journal of Futures Markets, 1993, 13, (5), 441-451 View citations (7)
9. Playing against (with?) the devil: Managing financial risks for better corporate return
   European Management Journal, 1993, 11, (3), 304-312

1992

10. Optimal currency hedge ratios and interest rate risk
    Journal of International Money and Finance, 1992, 11, (5), 431-445 View citations (11)
11. Optimal hedging with futures contracts: The case for fixed‐income portfolios
    Journal of Futures Markets, 1992, 12, (6), 693-703 View citations (1)

1991

12. Reliability of Risk Management: Market Insurance, Self-Insurance and Self-Protection Reconsidered
    The Geneva Risk and Insurance Review, 1991, 16, (1), 45-58 View citations (19)
13. The Pricing of Default-Free Interest Rate Cap, Floor, and Collar Agreements
    Journal of Finance, 1991, 46, (5), 1879-92 View citations (5)

1990

14. Optimal Hedging under Intertemporally Dependent Preferences
    Journal of Finance, 1990, 45, (4), 1315-24 View citations (7)

1989

15. Déterminants de la demande d'assurance-dommages
    Revue d'Économie Financière, 1989, 11, (3), 305-317
16. More on Insurance as a Giffen Good
    Journal of Risk and Uncertainty, 1989, 2, (4), 415-20 View citations (23)
    See also Working Paper MORE ON INSURANCE AS A GIFFEN GOOD, Cahiers de recherche (1988) (1988)

1987

17. Demande d’assurance, décisions de consommation et de portefeuille: une analyse en temps continu
    L'Actualité Economique, 1987, 63, (2), 200-212

1985

18. Relative Risk Aversion in Comparative Statics: Comment
    American Economic Review, 1985, 75, (1), 281-83 View citations (10)