Details about Georges Dionne
Access statistics for papers by Georges Dionne.
Last updated 2025-01-06. Update your information in the RePEc Author Service.
Short-id: pdi189
Jump to Journal Articles Edited books Chapters Editor
Working Papers
2024
- Developments in risk and insurance economics: The past 50 years
Working Papers, HEC Montreal, Canada Research Chair in Risk Management 
See also Chapter Developments in Risk and Insurance Economics: The Past 50 Years, Palgrave Macmillan Books, Palgrave Macmillan (2025) (2025)
- High price impact trades identication and its implication for volatility and price efficiency
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
2023
- Adverse Sélection in Insurance
Post-Print, HAL
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2023)
- An extension of the consumption-based CAPM model
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2012) View citations (10)
- Causality in empirical analyses with emphasis on asymmetric information and risk management
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Chapter Causality in Empirical Analyses with Emphasis on Asymmetric Information and Risk Management, Springer Books, Springer (2025) (2025)
- Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions?
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (2)
See also Journal Article Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers, Energy Economics, Elsevier (2023) View citations (2) (2023)
- Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
2022
- A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (3)
See also Journal Article A re‐examination of the US insurance market's capacity to pay catastrophe losses, Risk Management and Insurance Review, American Risk and Insurance Association (2022) View citations (2) (2022)
- Determinants and real effects of joint hedging: An empirical analysis of the US petroleum industry
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- International High-Frequency Arbitrage for Cross-Listed Stocks
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article International high-frequency arbitrage for cross-listed stocks, International Review of Financial Analysis, Elsevier (2023) View citations (1) (2023)
- Reinsurance demand and liquidity creation: A search for bi-causality
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (4)
See also Journal Article Reinsurance demand and liquidity creation: A search for bicausality, Journal of Empirical Finance, Elsevier (2022) View citations (4) (2022)
- The Profitability of Lead-Lag Arbitrage at High-Frequency
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article The profitability of lead–lag arbitrage at high frequency, International Journal of Forecasting, Elsevier (2024) (2024)
2021
- Asymmetric Effects of the Limit Order Book on Price Dynamics
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
See also Journal Article Asymmetric effects of the limit order book on price dynamics, Journal of Empirical Finance, Elsevier (2022) View citations (1) (2022)
- Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation
Working Papers, Africa Institute for Research in Economics and Social Sciences
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2019)
See also Journal Article Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation, Risks, MDPI (2022) View citations (3) (2022)
- Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article Forecasting expected shortfall: Should we use a multivariate model for stock market factors?, International Journal of Forecasting, Elsevier (2023) View citations (1) (2023)
- Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
See also Journal Article Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) (2023)
- Road safety for fleets of vehicles
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2021)
- The costs and benefits of reinsurance
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (5)
Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2008) View citations (11)
See also Journal Article The costs and benefits of reinsurance, The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan (2021) View citations (8) (2021)
2020
- Sécurité routière des flottes et des conducteurs de véhicules lourds
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article Sécurité routière des flottes et des conducteurs de véhicules lourds, L'Actualité Economique, Société Canadienne de Science Economique (2020) (2020)
2019
- Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
See also Journal Article Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China, Scandinavian Journal of Economics, Wiley Blackwell (2021) View citations (2) (2021)
- Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
- Nonparametric testing for information asymmetry in the mortgage servicing market
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (2)
See also Journal Article Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market, Risks, MDPI (2024) (2024)
- The CDS-bond Basis: Negativity Persistence and Limits to Arbitrage
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article The dynamics of ex-ante weighted spread: an empirical analysis, Quantitative Finance, Taylor & Francis Journals (2020) (2020)
- The impact of central clearing on the market for single-name credit default swaps
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
See also Journal Article The impact of central clearing on the market for single-name credit default swaps, The North American Journal of Economics and Finance, Elsevier (2021) View citations (2) (2021)
2018
- Cyclical variations in liquidity risk of corporate bonds
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Dynamic Corporate Risk Management: Motivations and Real Implications
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (7)
See also Journal Article Dynamic corporate risk management: Motivations and real implications, Journal of Banking & Finance, Elsevier (2018) View citations (6) (2018)
- Machine Learning and Risk Management: SVDD Meets RQE
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Modelling and Estimating Individual and Firm Effects with Count Panel Data
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
Also in Cahiers de recherche, CIRPEE (2015)
See also Journal Article MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA, ASTIN Bulletin, Cambridge University Press (2018) View citations (5) (2018)
- Real implications of corporate risk management: Evidence from U.S. oil producers
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
- The Governance of Risk Management: The Importance of Directors’ Independence and Financial Knowledge
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
See also Journal Article The governance of risk management: The importance of directors’ independence and financial knowledge, Risk Management and Insurance Review, American Risk and Insurance Association (2019) View citations (5) (2019)
2017
- Insurance and Insurance Markets
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (3)
- Reinsurance Demand and Liquidity Creation
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (2)
2016
- Can Higher-Order Risks Explain the Credit Spread Puzzle?
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
2015
- Endogenous Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis
Cahiers de recherche, CIRPEE View citations (1)
- Optimal form of retention for securitized loans under moral hazard
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article Optimal Form of Retention for Securitized Loans under Moral Hazard, Risks, MDPI (2017) View citations (2) (2017)
- Policy making and climate risk insurability: How can (re)insurers contribute to economic resilience in climate risk events?
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Étude des comportements de sécurité routière des propriétaires, exploitants et conducteurs des véhicules lourds au Québec
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2015) View citations (1)
2014
- Does asymmetric information affect the premium in mergers and acquisitions?
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2010) View citations (4)
See also Journal Article Does asymmetric information affect the premium in mergers and acquisitions?, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2015) View citations (18) (2015)
- Economic Effects of Risk Classification Bans
Cahiers de recherche, CIRPEE View citations (25)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2014) View citations (3)
See also Journal Article Economic Effects of Risk Classification Bans, The Geneva Risk and Insurance Review, Palgrave Macmillan (2014) View citations (25) (2014)
- Effects of the Limit Order Book on Price Dynamics
Cahiers de recherche, CIRPEE View citations (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2014)
- Health Care Workers' Risk Perceptions of Personal and Work Activities and Willingness to Report for Work During an Influenza Pandemic
Cahiers de recherche, CIRPEE
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2014)
- Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse
Cahiers de recherche, CIRPEE
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2014)
See also Journal Article Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse, Journal of Banking & Finance, Elsevier (2015) View citations (6) (2015)
- Production Flexibility and Hedging
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2014)
See also Journal Article Production Flexibility and Hedging, Risks, MDPI (2015) View citations (1) (2015)
- When can expected utility handle first-order risk aversion?
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article When can expected utility handle first-order risk aversion?, Journal of Economic Theory, Elsevier (2014) View citations (9) (2014)
2013
- Comparative Ross risk aversion in the presence of mean dependent risks
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2012) View citations (3)
See also Journal Article Comparative Ross risk aversion in the presence of mean dependent risks, Journal of Mathematical Economics, Elsevier (2014) View citations (2) (2014)
- Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period
Cahiers de recherche, CIRPEE View citations (7)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2013)
See also Journal Article Default and liquidity regimes in the bond market during the 2002-2012 period, Canadian Journal of Economics, Canadian Economics Association (2013) View citations (7) (2013)
- Entry, imperfect competition, and futures market for the input
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (5)
Also in Cahiers de recherche, CIRPEE (2012) View citations (1)
See also Journal Article Entry, imperfect competition, and futures market for the input, International Journal of Industrial Organization, Elsevier (2014) View citations (4) (2014)
- Gestion des risques: histoire, définition et critique
Cahiers de recherche, CIRPEE
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2013)
- How Do Firms Hedge Risks? Empirical Evidence from U.S. Oil and Gas Producers
Cahiers de recherche, CIRPEE View citations (4)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2013) View citations (3)
- Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-level data
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2011)
- On debt service and renegotiation when debt-holders are more strategic
(Sur le service de la dette et la renégociation lorsque les détenteurs de la dette sont plus stratégiques)
Post-Print, HAL View citations (13)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2007)
Cahiers de recherche, CIRPEE (2007) View citations (1)
See also Journal Article On debt service and renegotiation when debt-holders are more strategic, Journal of Financial Intermediation, Elsevier (2013) View citations (14) (2013)
- Risk Management: History, Definition and Critique
Cahiers de recherche, CIRPEE View citations (40)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2013) View citations (10)
See also Journal Article Risk Management: History, Definition, and Critique, Risk Management and Insurance Review, American Risk and Insurance Association (2013) View citations (38) (2013)
- The Maturity Structure of Corporate Hedging: the Case of the U.S. Oil and Gas Industry
Cahiers de recherche, CIRPEE View citations (1)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2013)
2012
- A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance
Cahiers de recherche, CIRPEE View citations (7)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2012) View citations (2)
See also Journal Article A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance, Research in Transportation Economics, Elsevier (2013) View citations (6) (2013)
- Adverse Selection in Insurance Contracting
Cahiers de recherche, CIRPEE View citations (9)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2012) View citations (2)
- Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks
Cahiers de recherche, CIRPEE View citations (1)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2012)
- Risk Classification and Health Insurance
Cahiers de recherche, CIRPEE View citations (1)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2012)
- Risk classification in insurance contracting
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2011) View citations (5)
- Securitization and Optimal Retention under Moral Hazard
Cahiers de recherche, CIRPEE View citations (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2012) View citations (1)
See also Journal Article Securitization and optimal retention under moral hazard, Journal of Mathematical Economics, Elsevier (2014) View citations (10) (2014)
- The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data
Cahiers de recherche, CIRPEE View citations (4)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2012)
2011
- A theoretical extension of the consumption-based CAPM model
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2010)
- Book Review of: The Theory of Corporate Finance
Cahiers de recherche, CIRPEE
- Book review of The Theory of Corporate Finance
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Does Opportunistic Fraud in Automobile theft Insurance Fluctuate with the Business Cycle ?
Cahiers de recherche, CIRPEE View citations (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2011)
- First-order (Conditional) Risk Aversion, Background Risk and Risk Diversification
Cahiers de recherche, CIRPEE View citations (1)
- Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data
Post-Print, HAL View citations (30)
Also in Working Papers, HAL (2009) View citations (2)
See also Journal Article Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data, The Review of Economics and Statistics, MIT Press (2011) View citations (31) (2011)
- On the determinants of the implied default barrier
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2009) View citations (1)
See also Journal Article On the determinants of the implied default barrier, Journal of Empirical Finance, Elsevier (2012) View citations (8) (2012)
2010
- A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors
Cahiers de recherche, CIRPEE View citations (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2007)
Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2010)
Cahiers de recherche, CIRPEE (2007) View citations (14)
See also Journal Article A reduced form model of default spreads with Markov-switching macroeconomic factors, Journal of Banking & Finance, Elsevier (2011) View citations (19) (2011)
- Analyse empirique du pouvoir prédictif des infractions au Code de la sécurité routière sur les risques d’accident
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Corporate Risk Management and Dividend Signaling Theory
Cahiers de recherche, CIRPEE View citations (1)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2010)
See also Journal Article Corporate risk management and dividend signaling theory, Finance Research Letters, Elsevier (2011) View citations (7) (2011)
- Credit spread changes within switching regimes
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
Also in Cahiers de recherche, CIRPEE (2009) View citations (3)
See also Journal Article Credit spread changes within switching regimes, Journal of Banking & Finance, Elsevier (2014) View citations (21) (2014)
- Extremal Events in a Bank Operational Losses
Cahiers de recherche, CIRPEE
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2010)
- Le cacul de la valeur statistique d'une vie humaine
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2010) View citations (1)
MPRA Paper, University Library of Munich, Germany (2010)
See also Journal Article Le calcul de la valeur statistique d’une vie humaine, L'Actualité Economique, Société Canadienne de Science Economique (2010) (2010)
- Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France
Cahiers de recherche, CIRPEE View citations (13)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2010)
See also Journal Article SEPARATING MORAL HAZARD FROM ADVERSE SELECTION AND LEARNING IN AUTOMOBILE INSURANCE: LONGITUDINAL EVIDENCE FROM FRANCE, Journal of the European Economic Association, European Economic Association (2013) View citations (29) (2013)
- The Impact of Prudence on Optimal Prevention Revisited
Cahiers de recherche, CIRPEE View citations (5)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2010)
See also Journal Article The impact of prudence on optimal prevention revisited, Economics Letters, Elsevier (2011) View citations (26) (2011)
2009
- Basket Options on Heterogeneous Underlying Assets
Cahiers de recherche, CIRPEE View citations (1)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2009)
- Default risk in corporate yield spreads
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2005) View citations (11)
See also Journal Article Default Risk in Corporate Yield Spreads, Financial Management, Financial Management Association International (2010) View citations (12) (2010)
- Detecting Regime Shifts in Corporate Credit Spreads
Cahiers de recherche, CIRPEE View citations (3)
- Optimal auditing for insurance fraud
Post-Print, HAL View citations (34)
Also in Cahiers de recherche, CIRPEE (2003) View citations (11)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) View citations (6)
- Optimal auditing with scoring: theory and application to insurance fraud
MPRA Paper, University Library of Munich, Germany View citations (43)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2008)
Working Papers, HAL (2005) View citations (4)
See also Journal Article Optimal Auditing with Scoring: Theory and Application to Insurance Fraud, Management Science, INFORMS (2009) View citations (45) (2009)
- Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche
Cahiers de recherche, CIRPEE View citations (1)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2009)
See also Journal Article Performance analysis of a collateralized fund obligation (CFO) equity tranche, The European Journal of Finance, Taylor & Francis Journals (2013) (2013)
- Structured Finance, Risk Management, and the Recent Financial Crisis
Cahiers de recherche, CIRPEE View citations (8)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2009)
2008
- Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (13)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2008)
See also Journal Article Asymmetric Information and Adverse Selection in Mauritian Slave Auctions, The Review of Economic Studies, Review of Economic Studies Ltd (2009) View citations (23) (2009)
- Correlated Poisson Processes with Unobserved Heterogeneity: Estimating the Determinants of Paid and Unpaid Leave
IZA Discussion Papers, Institute of Labor Economics (IZA)
Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2008)
Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2008)
Cahiers de recherche, CIRPEE (2008)
- Detecting regime shifts in credit spreads
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article Detecting Regime Shifts in Credit Spreads, Journal of Financial and Quantitative Analysis, Cambridge University Press (2014) View citations (11) (2014)
- Point-record incentives, asymmetric information and dynamic data (revised version)
Working Papers, HAL
2007
- Bank Capital, Securitization and Credit Risk: an Empirical Evidence
MPRA Paper, University Library of Munich, Germany View citations (7)
- Determinants of Insurers' Performance in Risk Pooling, Risk Management, and Financial Intermediation Activities
Cahiers de recherche, CIRPEE
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2007)
Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2007)
- Estimating the Effect of a Change in Insurance Pricing Regime on Accidents with Endogenous Mobility
Cahiers de recherche, CIRPEE
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2007)
Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2007)
- Information Asymmetry in Mauritius Slave Auctions
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
- Point-record incentives, asymmetric information and dynamic data
Working Papers, HAL View citations (5)
- Poisson Models with Employer-Employee Unobserved Heterogeneity: An Application to Absence Data
Cahiers de recherche, HEC Montréal, Institut d'économie appliquée
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2007)
Cahiers de recherche, CIRPEE (2007)
- Predicted risk perception and risk-taking behavior: The case of impaired driving
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
See also Journal Article Predicted risk perception and risk-taking behavior: The case of impaired driving, Journal of Risk and Uncertainty, Springer (2007) View citations (13) (2007)
- Scaling Models for the Severity and Frequency of External Operational Loss Data
Cahiers de recherche, CIRPEE View citations (3)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2007)
See also Journal Article Scaling models for the severity and frequency of external operational loss data, Journal of Banking & Finance, Elsevier (2010) View citations (35) (2010)
- The value of a statistical life: A meta-analysis with a mixed effects regression model
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2006) View citations (1)
See also Journal Article The value of a statistical life: A meta-analysis with a mixed effects regression model, Journal of Health Economics, Elsevier (2009) View citations (70) (2009)
- What about Underevaluating Operational Value at Risk in the Banking Sector?
Cahiers de recherche, CIRPEE View citations (1)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2007)
2006
- Adverse Selection in the Market for Slaves in Mauritius, 1825-1835
Cahiers de recherche, CIRPEE
- Book review of Foundations of Economic Analysis of Law, by Steven Shavell
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Conditions ensuring the decomposition of asset demand for all risk-averse investors
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors, The European Journal of Finance, Taylor & Francis Journals (2007) View citations (9) (2007)
- Consolidation and Value Creation in the Insurance Industry: the Role of Governance
Cahiers de recherche, CIRPEE View citations (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2006)
See also Journal Article Consolidation and value creation in the insurance industry: The role of governance, Journal of Banking & Finance, Elsevier (2008) View citations (17) (2008)
- Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities
Cahiers de recherche, CIRPEE View citations (10)
Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2006) View citations (5)
Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2006)
See also Journal Article Efficiency of insurance firms with endogenous risk management and financial intermediation activities, Journal of Productivity Analysis, Springer (2009) View citations (19) (2009)
- Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle
Cahiers de recherche, CIRPEE
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2006)
- Estimation of the Default Risk of Publicly Traded Canadian Companies
Staff Working Papers, Bank of Canada View citations (4)
Also in Cahiers de recherche, CIRPEE (2006) View citations (2)
Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2006)
- Heterogeneous Basket Options Pricing Using Analytical Approximations
Cahiers de recherche, CIRPEE View citations (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2006)
See also Journal Article Heterogeneous Basket Options Pricing Using Analytical Approximations, Multinational Finance Journal, Multinational Finance Journal (2011) (2011)
- Lottery Qualities
Cahiers de recherche, CIRPEE View citations (1)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2006) View citations (1)
See also Journal Article Lottery qualities, Journal of Risk and Uncertainty, Springer (2006) View citations (2) (2006)
- Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior
Cahiers de recherche, CIRPEE
2005
- Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange
Cahiers de recherche, CIRPEE View citations (4)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2005)
See also Journal Article Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange, Journal of Empirical Finance, Elsevier (2009) View citations (36) (2009)
- Mesure des effets incitatifs à la prudence au volant créés par les sanctions et évaluation du pouvoir prédictif des infractions sur le risque routier
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Modélisation et estimation des effets individuels et d’entreprise avec des données de panel: une application aux flottes de véhicules
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data
Cahiers de recherche, HEC Montréal, Institut d'économie appliquée View citations (6)
Also in Cahiers de recherche, CIRPEE (2005) View citations (23)
See also Journal Article New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data, ILR Review, Cornell University, ILR School (2007) View citations (93) (2007)
- New evidence on the determinants of absenteeism using linked employer-employee
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- 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 (28)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2005)
- Testing Explanations of Preference Reversal: a Model
Cahiers de recherche, CIRPEE
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2005)
- Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2004) View citations (2)
See also Journal Article Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles, ASTIN Bulletin, Cambridge University Press (2006) View citations (9) (2006)
2004
- Book review of: Credit risk: Pricing, measurement, and management
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2004) View citations (36)
See also Journal Article Comparative Mixed Risk Aversion: Definition and Application to Self-Protection and Willingness to Pay, Journal of Risk and Uncertainty, Springer (2004) View citations (39) (2004)
- Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors
Cahiers de recherche, CIRPEE View citations (3)
- La perception des risques d'accident et d'arrestation lors de conduite avec facultés affaiblies
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- On Risk Management Determinants: What Really Matters?
Cahiers de recherche, CIRPEE View citations (16)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2004)
See also Journal Article On risk management determinants: what really matters?, The European Journal of Finance, Taylor & Francis Journals (2013) View citations (24) (2013)
- On the Necessity of Using Lottery Qualities
Cahiers de recherche, CIRPEE View citations (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2004)
- Separating Moral Hazard from Adverse Selection in Automobile Insurance: Longitudinal Evidence from France
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)
Also in Cahiers de recherche, CIRPEE (2004) View citations (11)
Discussion Paper, Tilburg University, Center for Economic Research (2004) View citations (6)
Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2004)
- The (1992) bonus-malus system in Tunisia: An empirical evaluation
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2003) View citations (5)
See also Journal Article The (1992) Bonus‐Malus System in Tunisia: An Empirical Evaluation, Journal of Risk & Insurance, The American Risk and Insurance Association (2005) View citations (7) (2005)
- The foundations of banks’ risk regulation: A review of the literature
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Cahiers de recherche, CIRPEE (2003) View citations (7)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2003)
2003
- Banks' Capital, Securitization and Credit Risk: An Empirical for Canada
Cahiers de recherche, CIRPEE View citations (12)
- Banks’ capital, securitization and credit Risk: An empirical evidence for Canada
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) View citations (28)
- Modèle bayésien de tarification de l’assurance des flottes de véhicules
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2003)
See also Journal Article Modèle Bayésien de tarification de l’assurance des flottes de véhicules*, L'Actualité Economique, Société Canadienne de Science Economique (2004) (2004)
- Risk management and corporate governance
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
2002
- Book Review of Management
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (4)
- Book Review of: Risk Management, by Michel Crouhy, Dan Galai and Robert Mark
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
- 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 View citations (4)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2002)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) View citations (1)
- Les déterminants du comportement des banques canadiennes en matière de titrisation
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) View citations (4)
- Pricing of Automobile Insurance Under Asymmetric Information: a Study on Panel Data
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) View citations (1)
- Statistical Analysis of Value-of Life estimates using Hedonic Wage Method
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (4)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2002)
- 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
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2002)
2001
- Capital structures and compensation policies
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1999) View citations (2)
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)
- 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.
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2001)
- Commitment and Automobile Insurance in France, Quebec and Japan
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
- 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)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2001)
- Optimal Cognitive Processes for Lotteries
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. (2001)
Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2001)
- Stochastic Dominance and Optimal Portfolio
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2001)
Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2001) View citations (2)
See also Journal Article Stochastic dominance and optimal portfolio, Economics Letters, Elsevier (2001) View citations (2) (2001)
- The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2001) View citations (13)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2001) View citations (19)
2000
- Adverse Selection in Insurance Markets
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (14)
Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations (37)
Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2000) View citations (49)
- 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)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2000)
- Experience Rating Schemes for Fleets of Vehicles
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Post-Print, HAL (1999)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations (4)
Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2000) View citations (1)
See also Journal Article Experience Rating Schemes for Fleets of Vehicles*, ASTIN Bulletin, Cambridge University Press (2001) View citations (12) (2001)
- 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 (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2000)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations (2)
- Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (4)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2000)
Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2000)
See also Journal Article Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance, Journal of Risk and Uncertainty, Springer (2002) View citations (34) (2002)
- Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
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)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations (12)
See also Journal Article Risk management determinants affecting firms' values in the gold mining industry: new empirical results, Economics Letters, Elsevier (2003) View citations (34) (2003)
- The Empirical Measure of Information Problems with Emphasis on Insurance Fraud
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (2000) View citations (13)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2000) View citations (7)
- 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.
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (2000)
1999
- Corporate insurance with optimal financial contracting
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
See also Journal Article Corporate insurance with optimal financial contracting, Economic Theory, Springer (2000) View citations (24) (2000)
- Diffidence theorem and state dependent preferences
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1997) View citations (1)
Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1997)
- Full Pooling in Multi-Period Contracting with Adverse Selection and Noncommitment
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1999) View citations (3)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) View citations (4)
- Information structure, labor contracts and the strategic use of debt
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1998)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations (1)
- 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 Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1999)
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)
- Proper Risk Behavior
Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations (3)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1999) View citations (2)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) View citations (3)
1998
- 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 (2)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1998)
- 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)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1998)
See also Journal Article Environmental risk and extended liability: The case of green technologies, Journal of Public Economics, Elsevier (2003) View citations (33) (2003)
- Evidence of Adverse Selection in Automobile Insurance Markets
Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. View citations (10)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1998)
Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1998) View citations (10)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations (9)
Working Papers, Center for Research in Economics and Statistics (1998) View citations (21)
- Increases in risk and optimal portfolio
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1997)
Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1997) View citations (1)
- 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)
Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1998)
See also Journal Article La mesure empirique des problèmes d’information, L'Actualité Economique, Société Canadienne de Science Economique (1998) View citations (1) (1998)
- 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.
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1998)
- 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 Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1998)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998)
- Portfolio Response to a Shift in a Return Distribution: Comment
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 (1998)
Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1998)
Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1998)
- 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)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1998) View citations (1)
- 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 (3)
Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1998) View citations (5)
- The informational content of household decisions with applications to insurance under asymmetric information
Working Papers, HEC Montreal, Canada Research Chair in Risk Management
1997
- 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.
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1997)
See also Journal Article Analyse de l’effet des règles d’obtention d’un permis de conduire au Québec (1991) sur la sécurité routière, L'Actualité Economique, Société Canadienne de Science Economique (1999) (1999)
- Assurance valeur à neuf et vols d’automobiles: une étude statistique
Working Papers, HEC Montreal, Canada Research Chair in Risk Management View citations (1)
- 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 (5)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1997)
- 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.
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1997)
- Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry
Working Papers, HEC Montreal, Canada Research Chair in Risk Management 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)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1997) View citations (23)
- The Informational Content of Household Decisions
Working Papers, Center for Research in Economics and Statistics View citations (14)
- 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 (7)
Also in Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1997) View citations (1)
- 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 (2)
Also in Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques. (1996) View citations (1)
Working Papers, HEC Montreal, Canada Research Chair in Risk Management (1997)
See also Journal Article Une évaluation empirique de la nouvelle tarification de l’assurance automobile (1992) au Québec, L'Actualité Economique, Société Canadienne de Science Economique (1997) View citations (1) (1997)
1996
- 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)
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations (2)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1996) View citations (6)
See also Journal Article A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets, Journal of Risk and Uncertainty, Springer (1996) View citations (7) (1996)
- 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 Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996) View citations (6)
THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1996) View citations (4)
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1996) View citations (6)
See also Journal Article Investment Under Demand Uncertainty: The Newsboy Problem Revisited, The Geneva Risk and Insurance Review, Palgrave Macmillan (1996) View citations (4) (1996)
1995
- Incentives in Multi-Period Regulation and Procurement: A Graphical Analysis
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)
Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1995) View citations (1)
Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques (1995) View citations (2)
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations (2)
- 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 Inferring technological parameters from incomplete panel data, Journal of Econometrics, Elsevier (1998) View citations (20) (1998)
- 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)
- Medical Conditions and the Severity of Commercial Motor Vehicle (CMV) Drivers's Road Accidents
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
- Non-Convexities and Efficiency of Equilibria in Insurance Markets with Asymmetric Information
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (2)
Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (2)
Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1995) View citations (3)
See also Journal Article Non-convexities and the efficiency of equilibria in insurance markets with asymmetric information, Economics Letters, Elsevier (1996) View citations (5) (1996)
- 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 View citations (1)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations (1)
Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1995) View citations (2)
1994
- 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 (4)
See also Journal Article Debt, moral hazard and airline safety An empirical evidence, Journal of Econometrics, Elsevier (1997) View citations (49) (1997)
1993
- 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (9)
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (1)
See also Journal Article Adverse Selection, Commitment, and Renegotiation: Extension to and Evidence from Insurance Markets, Journal of Political Economy, University of Chicago Press (1994) View citations (89) (1994)
- An Economic Analysis of Insurance Fraud
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (25)
- 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 (4)
1992
- Measuring Technical Change and Productivity Growth Varying Output Qualities and Incomplete Panel Data
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (2)
- Optimal Design of Financial Contracts and Moral Hazard
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (13)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (13)
- 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)
- Simple Increases in Risk and Their Comparative Statics for Portfolio Management
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (1)
1991
- 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 (10)
- AN INTRODUCTION TO INSURANCE ECONOMICS
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 (1991) View citations (5)
- 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 (2)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991)
See also Journal Article Comparative Statics Under Multiple Sources of Risk with Applications to Insurance Demand, The Geneva Risk and Insurance Review, Palgrave Macmillan (1992) View citations (18) (1992)
1990
- 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 Increases in Risk and Linear Payoffs, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1993) View citations (25) (1993)
- INCREASES IN RISK AND THE DEMAND FOR INSURANCE
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (4)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)
- 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)
See also Journal Article Infractions au Code de la sécurité routière, infractions au Code criminel et gestion optimale de la sécurité routière, L'Actualité Economique, Société Canadienne de Science Economique (1991) View citations (2) (1991)
1989
- 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)
- 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)
- 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
- 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 (33)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988) View citations (2)
See also Journal Article A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component, ASTIN Bulletin, Cambridge University Press (1989) View citations (70) (1989)
- 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)
See also Journal Article Applications of the GB2 family of distributions in modeling insurance loss processes, Insurance: Mathematics and Economics, Elsevier (1990) View citations (39) (1990)
- 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 Automobile Insurance Ratemaking in the Presence of Asymmetrical Information, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1992) View citations (75) (1992)
- 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)
- 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 (24) (1989)
- 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 More on Insurance, Protection, and Risk, Canadian Journal of Economics, Canadian Economics Association (1989) View citations (4) (1989)
- 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 Qu’en est-il des rendements d’échelle dans les industries québécoises et ontariennes de transport par camion?, L'Actualité Economique, Société Canadienne de Science Economique (1988) (1988)
- 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 Workers' Compensation and Moral Hazard, The Review of Economics and Statistics, MIT Press (1991) View citations (50) (1991)
1987
- Applications of the Gb2 Family of Probability Distributions in Collective Risk Theory
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
- 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 Incertain et information: où en sommes-nous trente-cinq ans après le Colloque de Paris?, L'Actualité Economique, Société Canadienne de Science Economique (1987) View citations (1) (1987)
- Insurance with Undiversifiable Risk
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (2)
- 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 Investissement en incertitude: extension du problème de la taille optimale d’une usine, L'Actualité Economique, Société Canadienne de Science Economique (1987) (1987)
- Proportional risk aversion, taxation and labor supply under uncertainty
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1984) View citations (8)
1986
- 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)
- Public Information and Experience Rating
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
1985
- Accessibilite aux Ressources et Demande de Revascularisation du Myocarde
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
- Adverse selection, repeated insurance contracts and announcement strategy
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (37)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1984) View citations (1)
See also Journal Article Adverse Selection, Repeated Insurance Contracts and Announcement Strategy, The Review of Economic Studies, Review of Economic Studies Ltd (1985) View citations (40) (1985)
- An Analysis of the Quebec Automobile Insurance Regime
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
- Consumption Decisions Under Uncertainty: an Extension
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
- Dealing with Moral Hazard and Adverse Selection Simultaneously
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (10)
- Increasing Risk and Self-Protection Activities
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (2)
- 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 La tarification de l'assurance automobile et les incitations à la sécurité routière: Une étude empirique, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (1986) View citations (1) (1986)
- Moral Hazard and Experience Rating: an Empirical Analysis
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
- More on Geographical Distribution of Physicians and Market Failure
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
- Self-insurance, self-protection and increased risk aversion
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (170)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1984) View citations (16)
See also Journal Article Self-insurance, self-protection and increased risk aversion, Economics Letters, Elsevier (1985) View citations (185) (1985)
- The Economics of Road Safety
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (4)
See also Journal Article The economics of road safety, Transportation Research Part B: Methodological, Elsevier (1987) View citations (25) (1987)
1984
- Patient Mobility for Elective Surgical Interventions
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
See also Journal Article Patient mobility for elective surgical interventions, Social Science & Medicine, Elsevier (1985) (1985)
- The Effect of Capital Risk on Saving Decision
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
1983
- Adverse Selection and Repeated Insurance Contracts: Finite and Infinite Horizons
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (9)
- Securite Routiere: Efficacite, Subvention et Reglementation
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
See also Journal Article Sécurité routière: efficacité, subvention et réglementation, L'Actualité Economique, Société Canadienne de Science Economique (1984) (1984)
- The Riskiness of Equivalent Governmental Policies
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
1982
- Doctors and Their Workshops: a Review Article
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
See also Journal Article Doctors and their workshops: A review article, Journal of Health Economics, Elsevier (1985) View citations (11) (1985)
- Insurance and Saving: Some Further Results
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (2)
See also Journal Article Insurance and saving: some further results, Insurance: Mathematics and Economics, Elsevier (1984) View citations (39) (1984)
- Riscophobie et Etalement a Moyenne Constante: Analyse et Applications
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (2)
See also Journal Article Riscophobie et étalement à moyenne constante: analyse et applications, L'Actualité Economique, Société Canadienne de Science Economique (1983) View citations (5) (1983)
- Risk Aversion, Insurance and Gambling
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
- Search and Insurance (Revised)
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
- 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
- Adverse Selection and Repeated Insurance Contracts
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (9)
- L'influence des Ressources Sur L'utilisation des Interventions Chirurgicales
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
1980
- 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 Le risque moral et la sélection adverse: une revue critique de la littérature, L'Actualité Economique, Société Canadienne de Science Economique (1981) (1981)
- Moral Hazard and State-Dependent Utility Function
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (10)
- Search and Insurance
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
See also Journal Article Search and Insurance, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1984) View citations (9) (1984)
- The Effects of Insurance on the Possibilities of Fraud
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (8)
- 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 The effects of unemployment benefits on U.S. unemployment rates: A comment, Review of World Economics (Weltwirtschaftliches Archiv), Springer (1980) (1980)
1979
- 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 Analyse des effets de l’assurance et de la relation de confiance consommateur-producteur sur les possibilités d’abus des chirurgiens, L'Actualité Economique, Société Canadienne de Science Economique (1980) (1980)
- Moral Hazard and Search Activity
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
Journal Articles
2024
- An alternative representation of the C-CAPM with higher-order risks
The Geneva Risk and Insurance Review, 2024, 49, (2), 194-233
- Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market
Risks, 2024, 12, (12), 1-40
See also Working Paper Nonparametric testing for information asymmetry in the mortgage servicing market, Working Papers (2019) View citations (2) (2019)
- Publisher Correction: An alternative representation of the C-CAPM with higher-order risks
The Geneva Risk and Insurance Review, 2024, 49, (2), 234-234
- The profitability of lead–lag arbitrage at high frequency
International Journal of Forecasting, 2024, 40, (3), 1002-1021
See also Working Paper The Profitability of Lead-Lag Arbitrage at High-Frequency, Working Papers (2022) (2022)
2023
- Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers
Energy Economics, 2023, 124, (C) View citations (2)
See also Working Paper Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers, Working Papers (2023) View citations (2) (2023)
- Forecasting expected shortfall: Should we use a multivariate model for stock market factors?
International Journal of Forecasting, 2023, 39, (1), 314-331 View citations (1)
See also Working Paper Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?, Working Papers (2021) (2021)
- Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet
Journal of Applied Econometrics, 2023, 38, (2), 242-259
See also Working Paper Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet, Working Papers (2021) View citations (1) (2021)
- International high-frequency arbitrage for cross-listed stocks
International Review of Financial Analysis, 2023, 89, (C) View citations (1)
See also Working Paper International High-Frequency Arbitrage for Cross-Listed Stocks, Working Papers (2022) (2022)
2022
- A re‐examination of the US insurance market's capacity to pay catastrophe losses
Risk Management and Insurance Review, 2022, 25, (4), 515-549 View citations (2)
See also Working Paper A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses, Working Papers (2022) View citations (3) (2022)
- Asymmetric effects of the limit order book on price dynamics
Journal of Empirical Finance, 2022, 65, (C), 77-98 View citations (1)
See also Working Paper Asymmetric Effects of the Limit Order Book on Price Dynamics, Working Papers (2021) View citations (1) (2021)
- Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation
Risks, 2022, 10, (11), 1-19 View citations (3)
See also Working Paper Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation, Working Papers (2021) (2021)
- Reinsurance demand and liquidity creation: A search for bicausality
Journal of Empirical Finance, 2022, 66, (C), 137-154 View citations (4)
See also Working Paper Reinsurance demand and liquidity creation: A search for bi-causality, Working Papers (2022) View citations (4) (2022)
2021
- Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China
Scandinavian Journal of Economics, 2021, 123, (2), 453-477 View citations (2)
See also Working Paper Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China, Working Papers (2019) View citations (1) (2019)
- The costs and benefits of reinsurance
The Geneva Papers on Risk and Insurance - Issues and Practice, 2021, 46, (2), 177-199 View citations (8)
See also Working Paper The costs and benefits of reinsurance, Working Papers (2021) View citations (5) (2021)
- The impact of central clearing on the market for single-name credit default swaps
The North American Journal of Economics and Finance, 2021, 56, (C) View citations (2)
See also Working Paper The impact of central clearing on the market for single-name credit default swaps, Working Papers (2019) View citations (1) (2019)
2020
- 50 années de L'Actualité Économique: Un florilège de ses meilleurs articles
L'Actualité Economique, 2020, 96, (4), 459-461
- Sécurité routière des flottes et des conducteurs de véhicules lourds
L'Actualité Economique, 2020, 96, (3), 383-429
See also Working Paper Sécurité routière des flottes et des conducteurs de véhicules lourds, Working Papers (2020) (2020)
- The dynamics of ex-ante weighted spread: an empirical analysis
Quantitative Finance, 2020, 20, (4), 593-617
See also Working Paper The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis, Working Papers (2019) (2019)
2019
- The governance of risk management: The importance of directors’ independence and financial knowledge
Risk Management and Insurance Review, 2019, 22, (3), 247-277 View citations (5)
See also Working Paper The Governance of Risk Management: The Importance of Directors’ Independence and Financial Knowledge, Working Papers (2018) View citations (1) (2018)
2018
- Dynamic corporate risk management: Motivations and real implications
Journal of Banking & Finance, 2018, 95, (C), 97-111 View citations (6)
See also Working Paper Dynamic Corporate Risk Management: Motivations and Real Implications, Working Papers (2018) View citations (7) (2018)
- Health Care Workers’ Risk Perceptions and Willingness to Report for Work during an Influenza Pandemic
Risks, 2018, 6, (1), 1-18 View citations (5)
- MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA
ASTIN Bulletin, 2018, 48, (3), 1049-1078 View citations (5)
See also Working Paper Modelling and Estimating Individual and Firm Effects with Count Panel Data, Working Papers (2018) View citations (1) (2018)
- Real implications of corporate risk management: Review of main results and new evidence from a different methodology
L'Actualité Economique, 2018, 94, (4), 407-452 View citations (5)
2017
- Optimal Form of Retention for Securitized Loans under Moral Hazard
Risks, 2017, 5, (4), 1-13 View citations (2)
See also Working Paper Optimal form of retention for securitized loans under moral hazard, Working Papers (2015) (2015)
- The use of nonlinear hedging strategies by US oil producers: Motivations and implications
Energy Economics, 2017, 63, (C), 348-364 View citations (11)
2015
- Does asymmetric information affect the premium in mergers and acquisitions?
Canadian Journal of Economics/Revue canadienne d'économique, 2015, 48, (3), 819-852 View citations (18)
Also in Canadian Journal of Economics, 2015, 48, (3), 819-852 (2015) View citations (19)
See also Working Paper Does asymmetric information affect the premium in mergers and acquisitions?, Working Papers (2014) (2014)
- 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 View citations (5)
- 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 View citations (6)
See also Working Paper Liquidity-adjusted Intraday Value at Risk modeling and Risk Management: an Application to Data from Deutsche Börse, Cahiers de recherche (2014) (2014)
- Production Flexibility and Hedging
Risks, 2015, 3, (4), 1-10 View citations (1)
See also Working Paper Production Flexibility and Hedging, Working Papers (2014) (2014)
2014
- Comparative Ross risk aversion in the presence of mean dependent risks
Journal of Mathematical Economics, 2014, 51, (C), 128-135 View citations (2)
See also Working Paper Comparative Ross risk aversion in the presence of mean dependent risks, Working Papers (2013) (2013)
- Credit spread changes within switching regimes
Journal of Banking & Finance, 2014, 49, (C), 41-55 View citations (21)
See also Working Paper Credit spread changes within switching regimes, Working Papers (2010) View citations (1) (2010)
- Detecting Regime Shifts in Credit Spreads
Journal of Financial and Quantitative Analysis, 2014, 49, (5-6), 1339-1364 View citations (11)
See also Working Paper Detecting regime shifts in credit spreads, Working Papers (2008) (2008)
- Economic Effects of Risk Classification Bans
The Geneva Risk and Insurance Review, 2014, 39, (2), 184-221 View citations (25)
See also Working Paper Economic Effects of Risk Classification Bans, Cahiers de recherche (2014) View citations (25) (2014)
- Entry, imperfect competition, and futures market for the input
International Journal of Industrial Organization, 2014, 35, (C), 70-83 View citations (4)
See also Working Paper Entry, imperfect competition, and futures market for the input, Working Papers (2013) View citations (5) (2013)
- Introduction: Symposium on Convergence, Interconnectedness, and Crises: Insurance and Banking
Journal of Risk & Insurance, 2014, 81, (3), 473-476
- Securitization and optimal retention under moral hazard
Journal of Mathematical Economics, 2014, 55, (C), 74-85 View citations (10)
See also Working Paper Securitization and Optimal Retention under Moral Hazard, Cahiers de recherche (2012) View citations (2) (2012)
- When can expected utility handle first-order risk aversion?
Journal of Economic Theory, 2014, 154, (C), 403-422 View citations (9)
See also Working Paper When can expected utility handle first-order risk aversion?, Working Papers (2014) (2014)
2013
- 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 View citations (6)
See also Working Paper A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance, Cahiers de recherche (2012) View citations (7) (2012)
- Default and liquidity regimes in the bond market during the 2002-2012 period
Canadian Journal of Economics, 2013, 46, (4), 1160-1195 View citations (7)
See also Working Paper Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period, Cahiers de recherche (2013) View citations (7) (2013)
- Does insurance fraud in automobile theft insurance fluctuate with the business cycle?
Journal of Risk and Uncertainty, 2013, 47, (1), 67-92 View citations (8)
- On debt service and renegotiation when debt-holders are more strategic
Journal of Financial Intermediation, 2013, 22, (3), 353-372 View citations (14)
See also Working Paper On debt service and renegotiation when debt-holders are more strategic, Post-Print (2013) View citations (13) (2013)
- On risk management determinants: what really matters?
The European Journal of Finance, 2013, 19, (2), 145-164 View citations (24)
See also Working Paper On Risk Management Determinants: What Really Matters?, Cahiers de recherche (2004) View citations (16) (2004)
- Performance analysis of a collateralized fund obligation (CFO) equity tranche
The European Journal of Finance, 2013, 19, (6), 518-553
See also Working Paper Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche, Cahiers de recherche (2009) View citations (1) (2009)
- Presidential Address: Default and liquidity regimes in the bond market during the 2002–2012 period
Canadian Journal of Economics/Revue canadienne d'économique, 2013, 46, (4), 1160-1195 View citations (2)
- Risk Management of Nonstandard Basket Options with Different Underlying Assets
Journal of Futures Markets, 2013, 33, (4), 299-326 View citations (1)
- Risk Management: History, Definition, and Critique
Risk Management and Insurance Review, 2013, 16, (2), 147-166 View citations (38)
See also Working Paper Risk Management: History, Definition and Critique, Cahiers de recherche (2013) View citations (40) (2013)
- 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 View citations (29)
See also Working Paper Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France, Cahiers de recherche (2010) View citations (13) (2010)
2012
- On the determinants of the implied default barrier
Journal of Empirical Finance, 2012, 19, (3), 395-408 View citations (8)
See also Working Paper On the determinants of the implied default barrier, Working Papers (2011) (2011)
2011
- 2011 Editor Report
Journal of Risk & Insurance, 2011, 78, (4), 1033-1042 View citations (1)
- A reduced form model of default spreads with Markov-switching macroeconomic factors
Journal of Banking & Finance, 2011, 35, (8), 1984-2000 View citations (19)
See also Working Paper A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors, Cahiers de recherche (2010) View citations (2) (2010)
- Corporate risk management and dividend signaling theory
Finance Research Letters, 2011, 8, (4), 188-195 View citations (7)
See also Working Paper Corporate Risk Management and Dividend Signaling Theory, Cahiers de recherche (2010) View citations (1) (2010)
- Heterogeneous Basket Options Pricing Using Analytical Approximations
Multinational Finance Journal, 2011, 15, (1-2), 47-85
See also Working Paper Heterogeneous Basket Options Pricing Using Analytical Approximations, Cahiers de recherche (2006) View citations (2) (2006)
- Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data
The Review of Economics and Statistics, 2011, 93, (1), 218-227 View citations (31)
See also Working Paper Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data, Post-Print (2011) View citations (30) (2011)
- The Theory of Corporate Finance, by Jean Tirole
Journal of Risk & Insurance, 2011, 78, (3), 791-793 View citations (1)
- The impact of prudence on optimal prevention revisited
Economics Letters, 2011, 113, (2), 147-149 View citations (26)
See also Working Paper The Impact of Prudence on Optimal Prevention Revisited, Cahiers de recherche (2010) View citations (5) (2010)
2010
- Default Risk in Corporate Yield Spreads
Financial Management, 2010, 39, (2), 707-731 View citations (12)
See also Working Paper Default risk in corporate yield spreads, Working Papers (2009) (2009)
- Introduction to the 2010 Special Issue of JRI on Health Insurance
Journal of Risk & Insurance, 2010, 77, (1), 1-3
- Le calcul de la valeur statistique d’une vie humaine
L'Actualité Economique, 2010, 86, (4), 487-530
See also Working Paper Le cacul de la valeur statistique d'une vie humaine, Working Papers (2010) (2010)
- Scaling models for the severity and frequency of external operational loss data
Journal of Banking & Finance, 2010, 34, (7), 1484-1496 View citations (35)
See also Working Paper Scaling Models for the Severity and Frequency of External Operational Loss Data, Cahiers de recherche (2007) View citations (3) (2007)
2009
- Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
The Review of Economic Studies, 2009, 76, (4), 1269-1295 View citations (23)
See also Working Paper Asymmetric Information and Adverse Selection in Mauritian Slave Auctions, Swiss Finance Institute Research Paper Series (2008) View citations (13) (2008)
- Efficiency of insurance firms with endogenous risk management and financial intermediation activities
Journal of Productivity Analysis, 2009, 32, (2), 145-159 View citations (19)
See also Working Paper Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities, Cahiers de recherche (2006) View citations (10) (2006)
- 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 View citations (36)
See also Working Paper Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange, Cahiers de recherche (2005) View citations (4) (2005)
- Introduction to the SCOR‐JRI Special Issue on New Forms of Risk Financing and Risk Engineering
Journal of Risk & Insurance, 2009, 76, (3), 459-462
- Introduction to the Special Issue on Long‐Term Care Insurance and Health Insurance
Journal of Risk & Insurance, 2009, 76, (1), 1-4
- Optimal Auditing with Scoring: Theory and Application to Insurance Fraud
Management Science, 2009, 55, (1), 58-70 View citations (45)
See also Working Paper Optimal auditing with scoring: theory and application to insurance fraud, MPRA Paper (2009) View citations (43) (2009)
- 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 (70)
See also Working Paper The value of a statistical life: A meta-analysis with a mixed effects regression model, Working Papers (2007) (2007)
2008
- Consolidation and value creation in the insurance industry: The role of governance
Journal of Banking & Finance, 2008, 32, (1), 56-68 View citations (17)
See also Working Paper Consolidation and Value Creation in the Insurance Industry: the Role of Governance, Cahiers de recherche (2006) View citations (2) (2006)
- Dynamics of insurance markets: Structure, conduct, and performance in the 21st century
Journal of Banking & Finance, 2008, 32, (1), 1-3
- Empirical evaluation of the asset-allocation puzzle
Economics Letters, 2008, 100, (2), 304-307 View citations (1)
2007
- Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors
The European Journal of Finance, 2007, 13, (5), 397-404 View citations (9)
See also Working Paper Conditions ensuring the decomposition of asset demand for all risk-averse investors, Working Papers (2006) (2006)
- New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data
ILR Review, 2007, 61, (1), 108-120 View citations (93)
See also Working Paper New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data, Cahiers de recherche (2005) View citations (6) (2005)
- Predicted risk perception and risk-taking behavior: The case of impaired driving
Journal of Risk and Uncertainty, 2007, 35, (3), 237-264 View citations (13)
See also Working Paper Predicted risk perception and risk-taking behavior: The case of impaired driving, Working Papers (2007) View citations (1) (2007)
2006
- Lottery qualities
Journal of Risk and Uncertainty, 2006, 32, (3), 195-216 View citations (2)
See also Working Paper Lottery Qualities, Cahiers de recherche (2006) View citations (1) (2006)
- Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles
ASTIN Bulletin, 2006, 36, (1), 25-77 View citations (9)
See also Working Paper Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles, Working Papers (2005) (2005)
2005
- The (1992) Bonus‐Malus System in Tunisia: An Empirical Evaluation
Journal of Risk & Insurance, 2005, 72, (4), 609-633 View citations (7)
See also Working Paper The (1992) bonus-malus system in Tunisia: An empirical evaluation, Working Papers (2004) (2004)
2004
- 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 (39)
See also Working Paper Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay, Working Papers (2004) (2004)
- Modèle Bayésien de tarification de l’assurance des flottes de véhicules*
L'Actualité Economique, 2004, 80, (2), 253-303
See also Working Paper Modèle bayésien de tarification de l’assurance des flottes de véhicules, Working Papers (2003) (2003)
- 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 View citations (16)
- 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
- Environmental risk and extended liability: The case of green technologies
Journal of Public Economics, 2003, 87, (5-6), 1025-1060 View citations (33)
See also Working Paper Environmental Risk and Extended Liability: the Case of Green Technologies, Ecole des Hautes Etudes Commerciales de Montreal- (1998) View citations (1) (1998)
- Risk management determinants affecting firms' values in the gold mining industry: new empirical results
Economics Letters, 2003, 79, (1), 43-52 View citations (34)
See also Working Paper Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results, Working Papers (2000) (2000)
2002
- Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance
Journal of Risk and Uncertainty, 2002, 24, (3), 213-30 View citations (34)
See also Working Paper Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance, THEMA Working Papers (2000) View citations (4) (2000)
2001
- Deductible Contracts Against Fraudulent Claims: Evidence From Automobile Insurance
The Review of Economics and Statistics, 2001, 83, (2), 290-301 View citations (40)
- Diffidence Theorem, State-Dependent Preferences, and DARA&ast
The Geneva Risk and Insurance Review, 2001, 26, (2), 139-154 View citations (4)
- Experience Rating Schemes for Fleets of Vehicles*
ASTIN Bulletin, 2001, 31, (1), 81-105 View citations (12)
See also Working Paper Experience Rating Schemes for Fleets of Vehicles, Working Papers (2000) (2000)
- Lottery Decisions and Probability Weighting Function
Journal of Risk and Uncertainty, 2001, 22, (1), 21-33 View citations (15)
- Stochastic dominance and optimal portfolio
Economics Letters, 2001, 71, (3), 347-354 View citations (2)
See also Working Paper Stochastic Dominance and Optimal Portfolio, THEMA Working Papers (2001) View citations (2) (2001)
- Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment
Journal of Political Economy, 2001, 109, (2), 444-473 View citations (129)
2000
- 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 (17)
- Corporate insurance with optimal financial contracting
Economic Theory, 2000, 16, (1), 77-105 View citations (24)
See also Working Paper Corporate insurance with optimal financial contracting, Working Papers (1999) (1999)
- original papers: Full pooling in multi-period contracting with adverse selection and noncommitment
Review of Economic Design, 2000, 5, (1), 1-21 View citations (3)
1999
- 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
See also Working Paper 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- (1997) (1997)
1998
- Inferring technological parameters from incomplete panel data
Journal of Econometrics, 1998, 87, (2), 303-327 View citations (20)
See also Working Paper Infessing Technological Parameters from Incomplete Panel Data, Cahiers de recherche (1995) (1995)
- La mesure empirique des problèmes d’information
L'Actualité Economique, 1998, 74, (4), 585-606 View citations (1)
See also Working Paper La mesure empirique des problemes d'information, Working Papers (1998) View citations (2) (1998)
1997
- Debt, moral hazard and airline safety An empirical evidence
Journal of Econometrics, 1997, 79, (2), 379-402 View citations (49)
See also Working Paper Debts, moral hazard and airline safety: an empirica evidence, CEPREMAP Working Papers (Couverture Orange) (1994) (1994)
- Une évaluation empirique de la nouvelle tarification de l’assurance automobile (1992) au Québec
L'Actualité Economique, 1997, 73, (1), 47-80 View citations (1)
See also Working Paper Une évaluation empirique de la nouvelle tarification de l'assurance automobile (1992) au Québec, THEMA Working Papers (1997) View citations (2) (1997)
1996
- 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 (7)
See also Working Paper A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets, Working Papers (1996) View citations (5) (1996)
- Count data models for a credit scoring system
Journal of Empirical Finance, 1996, 3, (3), 303-325 View citations (26)
- Investment Under Demand Uncertainty: The Newsboy Problem Revisited
The Geneva Risk and Insurance Review, 1996, 21, (2), 179-189 View citations (4)
See also Working Paper Investment Under Demand Uncertainty: The Newsboy Poblem Revidited, Working Papers (1996) View citations (2) (1996)
- Non-convexities and the efficiency of equilibria in insurance markets with asymmetric information
Economics Letters, 1996, 52, (1), 31-40 View citations (5)
See also Working Paper Non-Convexities and Efficiency of Equilibria in Insurance Markets with Asymmetric Information, Cahiers de recherche (1995) View citations (2) (1995)
- 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 View citations (2)
1994
- Adverse Selection, Commitment, and Renegotiation: Extension to and Evidence from Insurance Markets
Journal of Political Economy, 1994, 102, (2), 209-35 View citations (89)
See also Working Paper Adverse Selection, Commitment and Renegotiation: Extension to and Evidence from Insurance Markets, Working Papers (1993) View citations (8) (1993)
- Moral hazard, renegotiation and debt
Economics Letters, 1994, 46, (2), 113-119 View citations (10)
1993
- Increases in Risk and Linear Payoffs
International Economic Review, 1993, 34, (2), 309-19 View citations (25)
See also Working Paper INCREASES IN RISK AND LINEAR PAYOFFS, Cahiers de recherche (1990) View citations (2) (1990)
- Insurance with Undiversifiable Risk: Contract Structure and Organizational Form of Insurance Firms
Journal of Risk and Uncertainty, 1993, 6, (2), 187-203 View citations (64)
- Relatively weak increases in risk and their comparative statics
Economics Letters, 1993, 41, (3), 269-272 View citations (5)
- 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
1992
- Automobile Insurance Ratemaking in the Presence of Asymmetrical Information
Journal of Applied Econometrics, 1992, 7, (2), 149-65 View citations (75)
See also Working Paper AUTOMOBILE INSURANCE RATEMAKING IN THE PRESENCE OF ASYMMETRIC INFORMATION, Cahiers de recherche (1988) View citations (1) (1988)
- 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 (18)
See also Working Paper Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand, Cahiers de recherche (1991) View citations (2) (1991)
1991
- 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 View citations (2)
See also Working Paper INFRACTIONS AU CODE DE LA SECURITE ROUTIERE, INFRACTIONS AU CODE CRIMINEL, ET GESTION OPTIMALE DE LA SECURITE ROUTIERE, Cahiers de recherche (1990) (1990)
- Workers' Compensation and Moral Hazard
The Review of Economics and Statistics, 1991, 73, (2), 236-44 View citations (50)
See also Working Paper WORKERS' COMPENSATION AND MORAL HAZARD, Cahiers de recherche (1988) View citations (6) (1988)
1990
- Applications of the GB2 family of distributions in modeling insurance loss processes
Insurance: Mathematics and Economics, 1990, 9, (4), 257-272 View citations (39)
See also Working Paper APPLICATIONS OF THE GB2 FAMILY OF DISTRIBUTIONS IN THE MODELING INSURANCE LOSS PROCESSE, Cahiers de recherche (1988) (1988)
- Drèze's Essays on Economic Decisions under Uncertainty
The Geneva Risk and Insurance Review, 1990, 15, (2), 193-202
1989
- A Generalization of Automobile Insurance Rating Models: The Negative Binomial Distribution with a Regression Component
ASTIN Bulletin, 1989, 19, (2), 199-212 View citations (70)
See also Working Paper A GENERALIZATION OF AUTOMOBILE INSURANCE RATING MODELS: THE NEGATIVE BINOMIAL DISTRIBUTION WITH A REGRESSION COMPONENT, Cahiers de recherche (1988) View citations (33) (1988)
- An Empirical Analysis of Moral Hazard and Experience Rating
The Review of Economics and Statistics, 1989, 71, (1), 128-34 View citations (40)
- More on Insurance as a Giffen Good
Journal of Risk and Uncertainty, 1989, 2, (4), 415-20 View citations (24)
See also Working Paper MORE ON INSURANCE AS A GIFFEN GOOD, Cahiers de recherche (1988) (1988)
- More on Insurance, Protection, and Risk
Canadian Journal of Economics, 1989, 22, (1), 202-04 View citations (4)
See also Working Paper MORE ON INSURANCE, PROTECTION AND RISK, Cahiers de recherche (1988) View citations (1) (1988)
1988
- 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
- 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
See also Working Paper QU'EN EST-IL DES RENDEMENTS D'ECHELLE DANS LES INDUSTRIES QUEBECOISES ET ONTARIENNES DE TRANSPORT PAR CAMION?, Cahiers de recherche (1988) View citations (3) (1988)
1987
- Adverse selection and finite-horizon insurance contracts
European Economic Review, 1987, 31, (4), 843-861 View citations (11)
- Description and Analysis of the Quebec Automobile Insurance Plan
Canadian Public Policy, 1987, 13, (2), 181-195 View citations (12)
- Essays on Economic Decisions Under Uncertainty, par JACQUES H. DRÈZE. — Cambridge University Press, 1987, 424 p
L'Actualité Economique, 1987, 63, (2), 282-289 View citations (1)
- Incertain et information: où en sommes-nous trente-cinq ans après le Colloque de Paris?
L'Actualité Economique, 1987, 63, (2), 5-39 View citations (1)
See also Working Paper Incertain et Information; Ou En Sommes-Nous Trente-Cinq Ans Apres le Colloque de Paris, Cahiers de recherche (1987) (1987)
- Investissement en incertitude: extension du problème de la taille optimale d’une usine
L'Actualité Economique, 1987, 63, (2), 256-281
See also Working Paper Investissement En Incertitude Extension du Probleme de la Taille Optimale D'une Usine, Cahiers de recherche (1987) (1987)
- More on the geographical distribution of physicians
Journal of Health Economics, 1987, 6, (4), 365-374 View citations (22)
- The economics of road safety
Transportation Research Part B: Methodological, 1987, 21, (5), 413-431 View citations (25)
See also Working Paper The Economics of Road Safety, Cahiers de recherche (1985) View citations (4) (1985)
1986
- 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 View citations (1)
See also Working Paper La Tarification de L'assurance Automobile et les Incitations a la Securite Routiere: une Etude Empirique, Cahiers de recherche (1985) (1985)
1985
- Adverse Selection, Repeated Insurance Contracts and Announcement Strategy
The Review of Economic Studies, 1985, 52, (4), 719-723 View citations (40)
See also Working Paper Adverse selection, repeated insurance contracts and announcement strategy, LIDAM Reprints CORE (1985) View citations (37) (1985)
- Doctors and their workshops: A review article
Journal of Health Economics, 1985, 4, (1), 21-33 View citations (11)
See also Working Paper Doctors and Their Workshops: a Review Article, Cahiers de recherche (1982) (1982)
- Patient mobility for elective surgical interventions
Social Science & Medicine, 1985, 20, (12), 1307-1312
See also Working Paper Patient Mobility for Elective Surgical Interventions, Cahiers de recherche (1984) (1984)
- 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
- Self-insurance, self-protection and increased risk aversion
Economics Letters, 1985, 17, (1-2), 39-42 View citations (185)
See also Working Paper Self-insurance, self-protection and increased risk aversion, LIDAM Reprints CORE (1985) View citations (170) (1985)
1984
- Insurance and saving: some further results
Insurance: Mathematics and Economics, 1984, 3, (2), 101-110 View citations (39)
See also Working Paper Insurance and Saving: Some Further Results, Cahiers de recherche (1982) View citations (2) (1982)
- Search and Insurance
International Economic Review, 1984, 25, (2), 357-67 View citations (9)
See also Working Paper Search and Insurance, Cahiers de recherche (1980) (1980)
- Sécurité routière: efficacité, subvention et réglementation
L'Actualité Economique, 1984, 60, (2), 200-222
See also Working Paper Securite Routiere: Efficacite, Subvention et Reglementation, Cahiers de recherche (1983) (1983)
1983
- La mobilité des patients et les modèles de création de demande: le cas du Québec
L'Actualité Economique, 1983, 59, (4), 729-752 View citations (1)
- Riscophobie et étalement à moyenne constante: analyse et applications
L'Actualité Economique, 1983, 59, (2), 208-229 View citations (5)
See also Working Paper Riscophobie et Etalement a Moyenne Constante: Analyse et Applications, Cahiers de recherche (1982) View citations (2) (1982)
- Variations in the Probability and Magnitude of Loss: Their Impact on Risk
Canadian Journal of Economics, 1983, 16, (3), 411-19 View citations (9)
1981
- Le risque moral et la sélection adverse: une revue critique de la littérature
L'Actualité Economique, 1981, 57, (2), 193-224
See also Working Paper Le Risque Moral et la Selection Adverse: une Revue Critique de la Litterature, Cahiers de recherche (1980) (1980)
1980
- 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
See also Working Paper Analyse des Effets de L'assurance et de la Relation de Confiance Consommateur-Producteur Sur les Possibilites D'abus des Chirurgiens, Cahiers de recherche (1979) (1979)
- 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 The Effects of Unemployment Benefits on U.S. Unemployment Rates: a Comment, Cahiers de recherche (1980) (1980)
Edited books
2025
- Handbook of Insurance
Springer Books, Springer
2013
- Handbook of Insurance
Springer Books, Springer View citations (192)
Chapters
2025
- Causality in Empirical Analyses with Emphasis on Asymmetric Information and Risk Management
Springer
See also Working Paper Causality in empirical analyses with emphasis on asymmetric information and risk management, HEC Montreal, Canada Research Chair in Risk Management (2023) (2023)
- Developments in Risk and Insurance Economics: The Past 50 Years
Palgrave Macmillan
See also Working Paper Developments in risk and insurance economics: The past 50 years, HEC Montreal, Canada Research Chair in Risk Management (2024) (2024)
Editor
- Working Papers
HEC Montreal, Canada Research Chair in Risk Management
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|
EconPapers is hosted by the
School of Business at Örebro University.