Working Papers

From HEC Montreal, Canada Research Chair in Risk Management
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2006_006: Efficiency of insurance firms with endogenous risk management and financial intermediation activities

David Cummins, Georges Dionne, Robert Gagné and Abdelhakim Nouira

2006_005: Estimation of the default risk of publicly traded Canadian companies

Georges Dionne, Sadok Laajimi, Sofiane Mejri and Madalina Petrescu

2006_004: Predicted risk perception and risk-taking behavior: The case of impaired driving

Georges Dionne, Claude Fluet and Denise Desjardins

2006_002: Asymmetric information and adverse selection in Mauritian slave auctions

Georges Dionne, Pascal St-Amour and Désiré Vencatachellum

2006_001: Heterogeneous basket options pricing using analytical approximations

Georges Dionne, Geneviève Gauthier, Nadia Ouertani and Nabil Tahani

2005_009: Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange

Georges Dionne, Pierre Duchesne and Maria Pacurar

2005_008: Default risk in corporate yield spreads

Georges Dionne, Geneviève Gauthier, Khemais Hammami, Mathieu Maurice and Jean-Guy Simonato

2005_007: Modélisation et estimation des effets individuels et d’entreprise avec des données de panel: une application aux flottes de véhicules

Jean-François Angers, Denise Desjardins, Georges Dionne and François Guertin

2005_006: Mesure des effets incitatifs à la prudence au volant créés par les sanctions et évaluation du pouvoir prédictif des infractions sur le risque routier

Georges Dionne and Jean Pinquet

2005_005: New evidence on the determinants of absenteeism using linked employer-employee

Georges Dionne and Benoit Dostie

2005_003: Risk management and corporate governance: The importance of independence and financial knowledge for the board and the audit committee

Georges Dionne and Thouraya Triki

2005_002: Testing explanations of preference reversal: A model

Yves Alarie and Georges Dionne

2004_007: Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles

Jean-François Angers, Denise Desjardins, Georges Dionne and François Guertin

2004_006: Book review of: Credit risk: Pricing, measurement, and management

Georges Dionne

2004_005: Separating moral hazard from adverse selection in automobile insurance: Longitudinal evidence from France

Georges Dionne, Pierre-Carl Michaud and Maki Dahchour

2004_004: On risk management determinants: What really matters?

Georges Dionne and Thouraya Triki

2004_003: On the necessity of using lottery qualities

Yves Alarie and Georges Dionne

2004_002: La perception des risques d'accident et d'arrestation lors de conduite avec facultés affaiblies

Georges Dionne, Claude Fluet, Denise Desjardins and Stéphane Messier

2004_001: Conditions ensuring the decomposition of asset demand for all risk-averse investors

Khaïs Dachraoui and Georges Dionne

2003_008: The foundations of banks’ risk regulation: A review of the literature

Georges Dionne

2003_007: The (1992) bonus-malus system in Tunisia: An empirical evaluation

Georges Dionne and Olfa Ghali

2003_006: Modèle bayésien de tarification de l’assurance des flottes de véhicules

Jean-François Angers, Denise Desjardins and Georges Dionne

2003_004: Risk management and corporate governance

Danielle Blanchard and Georges Dionne

2003_002: Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay

Kais Dachraoui, Georges Dionne, Louis Eeckhoudt and Philippe Godfroid

2003_001: Banks’ capital, securitization and credit Risk: An empirical evidence for Canada

Georges Dionne and Tarek Harchaoui

2002_006: Traffic safety diagnostic and application of countermeasures for rural roads in Burkina Faso

Dominique Lord, Hamidou Mamadou Abdou, Antoine N’Zué, Georges Dionne and Claire Laberge-Nadeau

2002_005: Optimal auditing with ccoring: Theory and application to insurance fraud

Georges Dionne, Florence Giuliano and Pierre Picard

2002_004: Les déterminants du comportement des banques canadiennes en matière de titrisation

Rachid Aqdim, Georges Dionne and Tarek Harchaoui

2002_003: Book Review of: Risk Management, by Michel Crouhy, Dan Galai and Robert Mark

Héla Dahen and Georges Dionne

2002_002: How to make a public choice about the value of a statistical life: The case of road safety

Georges Dionne and Paul Lanoie

2002_001: Statistical analysis of value-of-life estimates using hedonic wage method

Georges Dionne and Pierre-Carl Michaud

2001_006: Pricing of Automobile Insurance Under Asymmetric Information: a Study on Panel Data

Maki Dahchour and Georges Dionne

2001_005: The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance

Georges Dionne, Mathieu Maurice, Jean Pinquet and Charles Vanasse

2001_004: Commitment and automobile insurance regulation in France, Quebec and Japan

Georges Dionne

2001_003: La perception du risque d'être arrêté chez les camionneurs et transporteurs routiers

Georges Dionne, Denise Desjardins, Marie-Gloriose Ingabire and Rachid Aqdim

2001_002: Optimal cognitive processes for lotteries

Yves Alarie and Georges Dionne

2001_001: Stochastic dominance and optimal portfolio

Kais Dachraoui and Georges Dionne

2000_012: Optimal financial portfolio and dependence of risky assets

Kais Dachraoui and Georges Dionne

2000_011: Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results

Georges Dionne and Martin Garand

2000_010: Comparative mixed risk aversion

Kais Dachraoui, Georges Dionne, Louis Eeckhoudt and Philippe Godfroid

2000_009: Une mesure empirique des déterminants qui affectent la gestion des risques des entreprises non financières

Georges Dionne and Martin Garand

2000_005: Adverse Selection in Insurance Markets

Georges Dionne, Neil Doherty and Nathalie Fombaron

2000_004: The Empirical Measure of Information Problems with Emphasis on Insurance Fraud

Georges Dionne

2000_003: Experience Rating Schemes for Fleets of Vehicles

Denise Desjardins, Georges Dionne and Jean Pinquet

2000_001: Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance

Georges Dionne and Robert Gagné

2000_000: The informational content of household decisions with applications to insurance under asymmetric information

Georges Dionne, Christian Gouriéroux and Charles Vanasse

1999_004: Full Pooling in Multi-Period Contracting with Adverse Selection and Noncommitment

Georges Dionne and Claude Fluet

1999_003: Capital structures and compensation policies

Kais Dachraoui and Georges Dionne

1999_002: L’évaluation des risques d’accidents des transporteurs routiers: des résultats préliminaires

Georges Dionne, Denise Desjardins and Jean Pinquet

1999_001: Proper risk behavior

Kais Dachraoui, Georges Dionne, Louis Eeckhoudt and Philippe Godfroid