8
H index
8
i10 index
271
Citations
Eric Briys : Citation Profile
HEC Paris (École des Hautes Études Commerciales) | RESEARCH PRODUCTION: 17 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1985 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Eric Briys. | Is cited by:
| Cites to:
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Main data
Where Eric Briys has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 2 |
| The Geneva Papers on Risk and Insurance - Issues and Practice | 2 |
| The Geneva Risk and Insurance Review | 2 |
Recent works citing Eric Briys (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors. (2023). Brauner, Claude-Michel ; Liang, Jin ; Dong, Yuchao. In: Papers. RePEc:arx:papers:2301.10898. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042. Full description at Econpapers || Download paper |
| 2023 | Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479. Full description at Econpapers || Download paper |
| 2023 | Green technology choices under the cap-and-trade mechanism with insurer green finance in a dragon-king environment. (2023). Lin, Jyh-Horng ; Huang, Fu-Wei ; Chen, Shi. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006193. Full description at Econpapers || Download paper |
| 2023 | Insurer financing for borrowing producers in a supply chain under alternative carbon allowance trades. (2023). Chang, Ching-Hui ; Lin, Jyh-Jiuan ; Zhou, Wei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001822. Full description at Econpapers || Download paper |
| 2023 | Cap-and-trade mechanisms, green technology investment, and shadow insurance in a black swan environment. (2023). Lin, Jyh-Horng ; Chen, Lingzhi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002748. Full description at Econpapers || Download paper |
| 2023 | Enhancing borrowing-firm equity through renewable energy adoption, consumer green awareness, and insurer sustainable finance. (2023). Lin, Jyh-Horng ; Wu, Guanyang. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004358. Full description at Econpapers || Download paper |
| 2023 | Whos afraid of a Texas hedge?. (2023). Vedenov, Dmitry ; Power, Gabriel J. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005674. Full description at Econpapers || Download paper |
| 2023 | Assessing insurer green finance in response to manufacturing carbon emissions trading in a dragon-king environment: A capped barrier cap option approach. (2023). Lin, Jyh-Horng ; Lu, Tinghui ; Lai, Yingkuan. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006795. Full description at Econpapers || Download paper |
| 2024 | Carbon leakage perspective: Unveiling policy dilemmas in emission trading and carbon tariffs under insurer green finance. (2024). Huang, Fu-Wei ; Zhao, Yonghong ; Chen, Shi ; Lin, Jyh-Horng ; Wang, Bin. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007909. Full description at Econpapers || Download paper |
| 2024 | Social enterprise, renewable energy, and cap-and-trade under sustainable insurance. (2024). Lin, Jyh-Horng ; Wang, Bin ; Bai, Hanhan ; Chen, Shi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002433. Full description at Econpapers || Download paper |
| 2024 | Analyzing the interest rate risk of equity-indexed annuities via scenario matrices. (2024). Hieber, Peter ; Gunther, Sascha. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:15-28. Full description at Econpapers || Download paper |
| 2024 | Estimating Asset Parameters Using Levy’s Moment Matching Method. (2024). Miyake, Masatoshi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:170-:d:1379979. Full description at Econpapers || Download paper |
| 2023 | Cross Risk Apportionment and Non-financial Correlated Background Uncertainty. (2023). Osaki, Yusuke ; Asano, Takao. In: KIER Working Papers. RePEc:kyo:wpaper:1098. Full description at Econpapers || Download paper |
| 2024 | Corporate bonds: fixed versus stochastic coupons—an empirical study. (2024). Karim, Muhammad Mahmudul ; Baaquie, Belal Ehsan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00343-y. Full description at Econpapers || Download paper |
| 2023 | The impact of war on insurer safety: a contingent claim model analysis. (2023). Lin, Panpan ; Huang, Fu-Wei ; Chang, Ching-Hui. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02191-y. Full description at Econpapers || Download paper |
| 2023 | Pricing risky corporate bonds: An empirical study. (2023). Karim, Muhammad Mahmudul ; Baaquie, Belal Ehsan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:90-121. Full description at Econpapers || Download paper |
Works by Eric Briys:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1985 | Relative Risk Aversion in Comparative Statics: Comment. In: American Economic Review. [Full Text][Citation analysis] | article | 10 |
| 2009 | Information geometries and Microeconomic Theories In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Optimal Hedging and the Partial Loss Offset Provision In: European Financial Management. [Full Text][Citation analysis] | article | 5 |
| 1990 | Optimal Hedging under Intertemporally Dependent Preferences. In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 1991 | The Pricing of Default-Free Interest Rate Cap, Floor, and Collar Agreements. In: Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 1991 | The law of large (small?) numbers and the demand for insurance In: LIDAM Reprints CORE. [Citation analysis] | paper | 3 |
| 1990 | THE LAW OF LARGE (SMALL?) NUMBERS AND THE DEMAND FOR INSURANCE..(1990) In: G.R.E.Q.A.M.. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1997 | Valuing Risky Fixed Rate Debt: An Extension In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 92 |
| 1993 | Optimal hedging in a futures market with background noise and basis risk In: European Economic Review. [Full Text][Citation analysis] | article | 30 |
| 1993 | Playing against (with?) the devil: Managing financial risks for better corporate return In: European Management Journal. [Full Text][Citation analysis] | article | 0 |
| 1994 | The pricing of forward-starting asian options In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 1992 | Optimal currency hedge ratios and interest rate risk In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2016 | Credo Ut Intelligam In: Post-Print. [Citation analysis] | paper | 0 |
| 1989 | More on Insurance as a Giffen Good. In: Journal of Risk and Uncertainty. [Citation analysis] | article | 23 |
| 1988 | More on Insurance As a Giffen Good.(1988) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 1988 | MORE ON INSURANCE AS A GIFFEN GOOD.(1988) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 1985 | Endogenous Risks and the Risk Premium In: Cahiers de recherche. [Citation analysis] | paper | 3 |
| 1985 | Consumption Decisions Under Uncertainty: an Extension In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1989 | Proportional Risk Aversion and Saving Decisions Under Uncertainty In: Cahiers de recherche. [Citation analysis] | paper | 3 |
| 1989 | PROPORTIONAL RISK AVERSION AND SAVING DECISIONS UNDER UNCERTAINTY.(1989) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1995 | Optimal Insurance Design Under Background Risk. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 5 |
| 1995 | Optimal Insurance Design Under Background Risk..(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1991 | Reliability of Risk Management: Market Insurance, Self-Insurance and Self-Protection Reconsidered In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 19 |
| 1994 | Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 31 |
| 2021 | Fingerspitzengefühl In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 0 |
| 2022 | Correction to: Fingerspitzengefühl In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 0 |
| 1989 | Déterminants de la demande dassurance-dommages In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 1987 | Demande d’assurance, décisions de consommation et de portefeuille : une analyse en temps continu In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 1993 | Optimal hedging when preferences are state dependent In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
| 1996 | On the Risk of Life Insurance Liabilities: Debunking Some Common Pitfalls In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 3 |
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