Details about Henri Loubergé

Access statistics for papers by Henri Loubergé.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: plo186

Working Papers

2019

1. New Results for Additive and Multiplicative Risk Apportionment
   Working Papers, HAL
   Also in Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2019)

2018

2. On the properties of high-order non-monetary measures for risks
   Post-Print, HAL View citations (5)
   See also Journal Article On the properties of high-order non-monetary measures for risks, The Geneva Papers on Risk and Insurance Theory, Springer (2018) View citations (5) (2018)

2017

3. On the properties of non-monetary measures for risks
   Working Papers, HAL
   Also in Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2017)

2016

4. On the Shape of Non-Monetary Measures for Risks
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2013

5. Optimal Prevention for Correlated Risks
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
6. Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011)
   See also Journal Article Reinsurance and securitisation of life insurance risk: The impact of regulatory constraints, Insurance: Mathematics and Economics, Elsevier (2013) View citations (4) (2013)

2007

7. Hybrid Cat-bonds
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
   See also Journal Article Hybrid Cat Bonds, Journal of Risk & Insurance, The American Risk and Insurance Association (2009) View citations (8) (2009)

2006

8. Insuring a risky investment project
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   See also Journal Article Insuring a risky investment project, Insurance: Mathematics and Economics, Elsevier (2008) View citations (1) (2008)

2005

9. On the Demand for Budget Constrained Insurance
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering

2002

10. Long-Term Risk Management of Nuclear Waste: A Real Options Approach
    Working Papers, HAL View citations (8)
    Also in HEC Research Papers Series, HEC Paris (2001) View citations (3)
    See also Journal Article Long-term risk management of nuclear waste: a real options approach, Journal of Economic Dynamics and Control, Elsevier (2002) View citations (14) (2002)

2001

11. Coping with Credit Risk
    Working Papers, Manitoba - Department of Economics View citations (2)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2001) View citations (9)

1999

12. Optimal Catastrophe Insurance with Multiple Catastrophes
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)

1996

13. Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data
    Working Papers, HAL View citations (1)
    Also in Working Papers, HAL (1995) View citations (3)

1994

14. REINSURANCE, TAXES AND EFFICIENCY: A CONTINGENT CLAIMS MODEL OF INSURANCE MARKET EQUILIBRIUM
    Finance, University Library of Munich, Germany View citations (1)
    Also in Working Papers, Risk and Insurance Archive
    See also Journal Article Reinsurance, Taxes, and Efficiency: A Contingent Claims Model of Insurance Market Equilibrium, Journal of Financial Intermediation, Elsevier (1996) View citations (13) (1996)

1988

15. L'évaluation des options sur devises: que faut-il retenir des recherches récentes ?
    Working Papers, HAL

1985

16. Endogenous Risks and the Risk Premium
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (3)

Journal Articles

2018

1. On the properties of high-order non-monetary measures for risks
   The Geneva Papers on Risk and Insurance Theory, 2018, 43, (1), 77-94 View citations (5)
   Also in The Geneva Risk and Insurance Review, 2018, 43, (1), 77-94 (2018) View citations (8)
   See also Working Paper On the properties of high-order non-monetary measures for risks, Post-Print (2018) View citations (5) (2018)

2017

2. Optimal Prevention for Multiple Risks
   Journal of Risk & Insurance, 2017, 84, (3), 899-922 View citations (14)

2015

3. From The Geneva Papers on Risk and Insurance to The Geneva Risk and Insurance Review
   The Geneva Risk and Insurance Review, 2015, 40, (2), 97-101 View citations (1)

2013

4. Combined use of foreign debt and currency derivatives under the threat of currency crises: The case of Latin American firms
   Journal of International Money and Finance, 2013, 35, (C), 54-75 View citations (14)
5. Reinsurance and securitisation of life insurance risk: The impact of regulatory constraints
   Insurance: Mathematics and Economics, 2013, 52, (2), 135-144 View citations (4)
   See also Working Paper Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints, LSE Research Online Documents on Economics (2013) View citations (4) (2013)

2009

6. Hybrid Cat Bonds
   Journal of Risk & Insurance, 2009, 76, (3), 547-578 View citations (8)
   See also Working Paper Hybrid Cat-bonds, Swiss Finance Institute Research Paper Series (2007) View citations (1) (2007)

2008

7. Insuring a risky investment project
   Insurance: Mathematics and Economics, 2008, 42, (1), 301-310 View citations (1)
   See also Working Paper Insuring a risky investment project, Swiss Finance Institute Research Paper Series (2006) (2006)

2002

8. Long-term risk management of nuclear waste: a real options approach
   Journal of Economic Dynamics and Control, 2002, 27, (1), 157-180 View citations (14)
   See also Working Paper Long-Term Risk Management of Nuclear Waste: A Real Options Approach, Working Papers (2002) View citations (8) (2002)

2001

9. An Economist's View on Risk Perceptions for Severe Accidents
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2001, 26, (3), 452-458

1999

10. Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds
    Journal of Insurance Issues, 1999, 22, (2), 125-146 View citations (16)

1998

11. Risk and Insurance Economics 25 Years After
    The Geneva Papers on Risk and Insurance - Issues and Practice, 1998, 23, (4), 540-567 View citations (1)

1996

12. Biais du taux de change à terme: une approche multifactorielle
    Swiss Journal of Economics and Statistics (SJES), 1996, 132, (II), 127-151
13. Introductory Note
    The Geneva Risk and Insurance Review, 1996, 21, (1), 5-6
14. Reinsurance, Taxes, and Efficiency: A Contingent Claims Model of Insurance Market Equilibrium
    Journal of Financial Intermediation, 1996, 5, (1), 74-93 View citations (13)
    See also Working Paper REINSURANCE, TAXES AND EFFICIENCY: A CONTINGENT CLAIMS MODEL OF INSURANCE MARKET EQUILIBRIUM, Finance (1994) View citations (1) (1994)

1995

15. Insurance and Catastrophes: Comment
    The Geneva Risk and Insurance Review, 1995, 20, (2), 185-187

1994

16. The Social Response to Environmental Risk, Edited by Daniel W. Bromley and Kathleen Segerson
    The Geneva Risk and Insurance Review, 1994, 19, (1), 73-76

1989

17. Déterminants de la demande d'assurance-dommages
    Revue d'Économie Financière, 1989, 11, (3), 305-317

1988

18. Contrôle des changes et risque politique: une étude économétrique des cas français et suisse
    Revue Économique, 1988, 39, (5), 951-972
19. Cutting the cake with a stranger: Egoism and altruism with imperfect information
    Journal of Economic Behavior & Organization, 1988, 10, (4), 377-388 View citations (2)

1986

20. Risk Aversion and the Composition of Wealth in the Demand for Full Insurance Coverage
    Swiss Journal of Economics and Statistics (SJES), 1986, 122, (III), 359-370 View citations (6)

1985

21. On the Theory of Rational Insurance Purchasing: A Note
    Journal of Finance, 1985, 40, (2), 577-81 View citations (10)

1981

22. Le rôle des anticipations dans la formation du cours de change à terme. Quelques réflexions et résultats supplémentaires
    Revue Économique, 1981, 32, (6), 1045-1073

1980

23. Le risque de change existe-t-il?
    Swiss Journal of Economics and Statistics (SJES), 1980, 116, (IV), 385-402

1979

24. La Grandville (O. de) - Théorie de la croissance économique
    Revue Économique, 1979, 30, (3), 551-554