Georges Dionne : Citation Profile


Are you Georges Dionne?

HEC Montréal (École des Hautes Études Commerciales)

26

H index

57

i10 index

2406

Citations

RESEARCH PRODUCTION:

136

Articles

451

Papers

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   45 years (1979 - 2024). See details.
   Cites by year: 53
   Journals where Georges Dionne has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 209 (7.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi189
   Updated: 2024-11-04    RAS profile: 2024-09-08    
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Relations with other researchers


Works with:

Li, Jingyuan (3)

Koumou, Nettey Boevi Gilles (3)

Yergeau, Gabriel (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Georges Dionne.

Is cited by:

Picard, Pierre (58)

Gollier, Christian (41)

TREICH, Nicolas (29)

Guillen, Montserrat (28)

Hammitt, James (25)

Cohen, Alma (25)

Loubergé, Henri (24)

EECKHOUDT, LOUIS (23)

Boyer, M. Martin (22)

Salanié, Bernard (22)

Pinquet, Jean (21)

Cites to:

EECKHOUDT, LOUIS (74)

Picard, Pierre (66)

Cummins, John (66)

Pinquet, Jean (59)

gourieroux, christian (51)

Chiappori, Pierre (51)

Salanié, Bernard (43)

Stulz, René (41)

Viscusi, W (38)

Stiglitz, Joseph (37)

Giot, Pierre (34)

Main data


Where Georges Dionne has published?


Journals with more than one article published# docs
L'Actualit Economique19
Journal of Risk and Uncertainty9
Economics Letters8
Journal of Banking & Finance7
The Geneva Risk and Insurance Review7
Canadian Journal of Economics6
Journal of Empirical Finance6
Risks4
ASTIN Bulletin4
Journal of Risk & Insurance4
The Review of Economics and Statistics4
Risk Management and Insurance Review3
Journal of Health Economics3
The European Journal of Finance3
Journal of Econometrics2
Energy Economics2
International Journal of Forecasting2
Journal of Political Economy2
Insurance: Mathematics and Economics2
Journal of Mathematical Economics2
The Geneva Papers on Risk and Insurance - Issues and Practice2
International Economic Review2
The Review of Economic Studies2
Canadian Journal of Economics/Revue canadienne d'conomique2

Working Papers Series with more than one paper published# docs
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise38
Post-Print / HAL5
Working Papers / HAL4
MPRA Paper / University Library of Munich, Germany3
Working Papers / Center for Research in Economics and Statistics2

Recent works citing Georges Dionne (2024 and 2023)


YearTitle of citing document
2023Linkages Between Rural Community Capitals and Healthcare Provision: A Survey of Small Rural Towns in Three U.S. Regions. (2023). Huck, Shirley ; Larson, Janice ; Yu, Cindy ; Kuhns, Maria ; Pender, John. In: USDA Miscellaneous. RePEc:ags:usdami:333533.

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2023Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events. (2023). Denuit, Michel ; Trufin, Julien ; Simon, Pierre-Alexandre. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023014.

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2024A Neural Frequency-Severity Model and Its Application to Insurance Claims. (2021). Lim, Dong-Young. In: Papers. RePEc:arx:papers:2106.10770.

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2023Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity. (2022). Peters, Gareth W ; Jang, Jiwook ; Truck, Stefan ; Sofronov, Georgy ; Shevchenko, Pavel V ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2202.10588.

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2023Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets. (2022). Magris, Martin ; Iosifidis, Alexandros ; Shabani, Mostafa. In: Papers. RePEc:arx:papers:2203.03613.

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2023Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362.

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2023Diversification quotients based on VaR and ES. (2023). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2301.03517.

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2023Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis. (2023). Cagnol, John ; Braouezec, Yann. In: Papers. RePEc:arx:papers:2309.15269.

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2024Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement. (2024). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2402.17941.

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2024The Relationship between Financial Inclusion and Financial Stability Banking Industry in G20 Emerging Market Countries: A Panel Data Evidence. (2024). Pertiwi, Rasyida ; Rohima, Siti ; Hidayat, Ariodillah ; Nurhaliza, Syella ; Hamidi, Ichsan ; Shodrokova, Xenaneira ; Andaiyani, Sri. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:6:p:113-132.

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2023The strategic choice of payment method in takeovers: The role of environmental, social and governance performance. (2023). Perego, Paolo ; Rigoni, Ugo ; Hussaini, Mussa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:200-219.

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2023Bayesian Mode Inference for Discrete Distributions in Economics and Finance. (2023). van Dijk, Herman K ; Labonne, Paul ; Hoogerheide, Lennart ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0122.

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2023Optimal self-protection and health risk perception: bridging the gap between risk theory and the Health Belief Model. (2023). Leandri, Marc ; Augeraud-Veron, Emmanuelle. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-12.

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2023Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163.

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2023Unequal use of social insurance benefits: The role of employers. (2023). Stearns, Jenna ; Rossin-Slater, Maya ; Bedard, Kelly ; Bana, Sarah. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:2:p:633-660.

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2023Intraday VaR: A copula-based approach. (2023). Ye, Wuyi ; Liu, Xiaoquan ; Wang, Keli. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000774.

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2023Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298.

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2023May board committees reduce the probability of financial distress? A survival analysis on Italian listed companies. (2023). Santulli, Rosalia ; Gallucci, Carmen ; Brogi, Marina ; Lagasio, Valentina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000777.

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2023Systemic risk in non financial companies: Does governance matter?. (2023). Soana, Maria Gaia ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001175.

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2023A comparative study of firm value models: Default risk of corporate bonds. (2023). Ik, Sung. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004099.

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2024From courtrooms to corporations: The effect of bankruptcy court establishment on firm acquisitions. (2024). Li, Wen ; Wu, Kai ; Zhou, Zihan ; Ur, Obaid. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000679.

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2023Diversification quotients based on VaR and ES. (2023). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:185-197.

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2024Variance insurance contracts. (2024). Chi, Yichun ; Zhuang, Sheng Chao ; Yu, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:62-82.

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2023Financial conditions and incumbent quality responses to entry: Evidence from airlines on-time performance. (2023). Ren, Junqiushi. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:107:y:2023:i:c:s0969699722001715.

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2023Precaution with multiple instruments: The importance of substitution effects. (2023). Peter, Richard ; Heinzel, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:207:y:2023:i:c:p:392-412.

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2023Direct lying or playing the victim? An experimental study. (2023). akin, zafer. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:150-169.

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2024Optimal insurance deductibles under limited information. (2024). Schreiber, Florian ; Schmeiser, Hato ; Fey, Jan-Christian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:202-221.

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2024Valuing life over the life cycle. (2024). St-Amour, Pascal. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194.

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2023Corporate commodity exposure: A multi-country longitudinal study. (2023). lucey, brian ; Vigne, Samuel ; Laing, Elaine ; Han, XU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000193.

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2024Option pricing revisited: The role of price volatility and dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000715.

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2024Firm responses to a more generous insurance against high sick pay costs. (2024). Hall, Caroline ; Liljeberg, Linus ; Lindahl, Erica. In: Labour Economics. RePEc:eee:labeco:v:86:y:2024:i:c:s0927537123001525.

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2023Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report. (2023). Vanstone, Bruce J ; Stern, Steven ; Gepp, Adrian ; Bilson, Christopher ; Cornwell, Nikki. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002013.

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2024Bundled insurance coverage and asymmetric information: Claim patterns of automobile theft insurance in Taiwan. (2024). Li, Chu-Shiu ; Peng, Sheng-Chang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000301.

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2024Information asymmetry in reinsurance through various ceded contracts. (2024). Yang, Sand ; Wang, Kili C ; Hung, Kuo Ming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000532.

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2023Hierarchical generalized linear models, correlation and a posteriori ratemaking. (2023). Tchuenche, J M ; Diagne, M L ; Gning, Lucien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123000894.

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2023Bayes information updating and multiperiod supply chain screening. (2023). Luo, Yao ; Zhou, Jianheng. In: International Journal of Production Economics. RePEc:eee:proeco:v:256:y:2023:i:c:s0925527322003322.

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2023The performance of bidding companies in merger and acquisition deals: An empirical study of domestic acquisitions in Hong Kong and Mainland China. (2023). Gregoriou, Andros ; Benjasak, Chonlakan ; Chen, Yawen ; Ahmed, Rizwan ; Than, Ei Thuzar ; Falah, Nusiebeh Nahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:168-180.

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2023Predicting SMEs’ default risk: Evidence from bank-firm relationship data. (2023). Formisano, Vincenzo ; Gallucci, Carmen ; Pietrovito, Filomena ; Modina, Michele. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:254-268.

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2024Diffusion to peers in firm-hosted user innovation communities: Contributions by professional versus amateur users. (2024). , Jeroen ; Mulhuijzen, Max. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:1:s0048733323001816.

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2023A bibliometric review of liquidity creation. (2023). Pana, Elisabeta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002276.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2024Cooperative credit banks and sustainability: Towards a social credit scoring. (2024). Gallucci, Carmen ; Modina, Michele ; Zedda, Stefano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003124.

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2024Natural disasters, stock price volatility in the property-liability insurance market and sustainability: An unexplored link. (2024). Farraj, Nermeen Abi ; Naimy, Viviane ; Montero, Jose-Maria ; el Khoury, Rim. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123003038.

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2023Risk preferences, preventive behaviour, and the probability of a loss: Empirical evidence from the COVID-19 pandemic. (2023). Kalwij, Adriaan. In: Social Science & Medicine. RePEc:eee:socmed:v:334:y:2023:i:c:s0277953623005269.

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2023Does digital transformation matter for operational risk exposure?. (2023). Mollah, Sabur ; Uddin, Md Hamid ; Ali, Md Hakim ; Islam, Nazrul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523006042.

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2023Risk Management and Public Policies: How prevention challenges monopolistic insurance markets. (2023). Corcos, Anne ; Pannequin, Franois. In: Documents de recherche. RePEc:eve:wpaper:23-02.

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2023.

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2023Investigation and Modelling of Economic Systematic Risk and Capital Requirement: A Monte Carlo Simulation. (2023). Gassouma, Mohamed Sadok ; Benhamed, Adel. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:241-:d:1123093.

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2024Separating Equilibria with Search and Selection Effort: Evidence from the Auto Insurance Market. (2024). Zweifel, Peter ; Rowell, David. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:154-:d:1374218.

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2023.

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2023The Applications of Generalized Poisson Regression Models to Insurance Claim Data. (2023). Li, Shu ; Faroughi, Pouya ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:12:p:213-:d:1296011.

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2023The Impact of Board Governance on Firm Risk among China’s A-Share Market-Listed Companies from 2010 to 2019. (2023). Wang, Junli ; Lv, Wendong ; Xu, NA. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4067-:d:1077916.

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2023CEO Inside Debt and Employee Workplace Safety. (2023). Yu, Yangxin ; Li, Yueting ; Wu, Xuan. In: Journal of Business Ethics. RePEc:kap:jbuset:v:182:y:2023:i:1:d:10.1007_s10551-021-05033-6.

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2023Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default. (2023). Formisano, Vincenzo ; Modina, Michele ; Santullli, Rosalia ; Gallucci, Carmen. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:3:d:10.1007_s10997-021-09614-5.

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2023Pricing vulnerable basket spread options with liquidity risk. (2023). Wang, Xingchun ; Tang, Dan ; Dong, Ziming. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09192-0.

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2023CREDIT RISK ASSESSMENT USING DEFAULT MODELS: A REVIEW. (2023). Jumbe, George. In: OSF Preprints. RePEc:osf:osfxxx:ksb8n.

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2023Firm Finances and the Spread of COVID-19: Evidence from Nursing Homes. (2023). Weagley, Daniel ; Begley, Taylor A. In: Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:12:y:2023:i:1:p:1-35..

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2023Probability weighting and insurance demand in a unified framework. (2023). Ragin, Marc A ; Peter, Richard ; Jaspersen, Johannes G. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:48:y:2023:i:1:d:10.1057_s10713-022-00074-x.

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2023Cyber loss model risk translates to premium mispricing and risk sensitivity. (2023). Jang, Jiwook ; Truck, Stefan ; Shevchenko, Pavel V ; Sofronov, Georgy ; Malavasi, Matteo ; Peters, Gareth W. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00285-x.

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2023Risk mitigation services in cyber insurance: optimal contract design and price structure. (2023). Scherer, Matthias ; Zeller, Gabriela. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00289-7.

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2023Skipping the doctor: evidence from a case with extended self-certification of paid sick leave. (2023). Vaage, Kjell ; Torsvik, Gaute ; Ferman, Bruno. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:2:d:10.1007_s00148-021-00841-6.

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2023Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7.

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2023Reinsurance and Sustainability: Evidence from International Insurers. (2023). Bressan, Silvia. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_8.

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2023Generalized Additive Modelling of Dependent Frequency and Severity Distributions for Aggregate Claims. (2023). Adamic, Peter ; Desmond, Anthony Francis ; Chen, Tingting. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:12:y:2023:i:4:f:12_4_1.

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2023Bayesian Mode Inference for Discrete Distributions in Economics and Finance. (2023). van Dijk, Herman K ; Labonne, Paul ; Hoogerheide, Lennart ; Cross, Jamie. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230038.

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2023.

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2023Penalties for speeding and their effect on moving violations: Evidence from Quebec drivers. (2023). Penney, Jeffrey ; Morin, Lealand ; Chandler, Vincent. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:225-246.

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2023Basel accords and banking inefficiency: Evidence from the Italian local market. (2023). Barra, Cristian ; Papaccio, Anna ; Ruggiero, Nazzareno. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4079-4119.

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2023A new model for forecasting VaR and ES using intraday returns aggregation. (2023). Li, Handong ; Song, Shijia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1039-1054.

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2023Airline Safety Improvement Through Experience with Near‐Misses: A Cautionary Tale. (2016). Tinsley, Catherine H ; Dillon, Robin L ; Madsen, Peter . In: Risk Analysis. RePEc:wly:riskan:v:36:y:2016:i:5:p:1054-1066.

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2023A Bibliometric Overview of the State-of-the-Art in Bankruptcy Prediction Methods and Applications. (2023). Zopounidis, Constantin ; Doumpos, Michalis ; Kessioui, Salwa. In: World Scientific Book Chapters. RePEc:wsi:wschap:9789811260506_0006.

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Georges Dionne is editor of


Journal
Working Papers

Georges Dionne has edited the books:


YearTitleTypeCited

Works by Georges Dionne:


YearTitleTypeCited
2021Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation In: Working Papers.
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2022Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation.(2022) In: Risks.
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This paper has nother version. Agregated cites: 3
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2019Coherent diversification measures in portfolio theory: An axiomatic foundation.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 3
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2006Estimation of the Default Risk of Publicly Traded Canadian Companies In: Staff Working Papers.
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2006Estimation of the Default Risk of Publicly Traded Canadian Companies.(2006) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 3
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2006Estimation of the default risk of publicly traded Canadian companies.(2006) In: Working Papers.
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2010Default Risk in Corporate Yield Spreads In: Financial Management.
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2005Default Risk in Corporate Yield Spreads.(2005) In: Cahiers de recherche.
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2009Default risk in corporate yield spreads.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 8
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2013SEPARATING MORAL HAZARD FROM ADVERSE SELECTION AND LEARNING IN AUTOMOBILE INSURANCE: LONGITUDINAL EVIDENCE FROM FRANCE In: Journal of the European Economic Association.
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2010Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France.(2010) In: Cahiers de recherche.
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2010Separating moral hazard from adverse selection and learning in automobile insurance: Longitudinal evidence from France.(2010) In: Working Papers.
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2010Introduction to the 2010 Special Issue of JRI on Health Insurance In: Journal of Risk & Insurance.
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2011The Theory of Corporate Finance, by Jean Tirole In: Journal of Risk & Insurance.
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20112011 Editor Report In: Journal of Risk & Insurance.
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2014Introduction: Symposium on Convergence, Interconnectedness, and Crises: Insurance and Banking In: Journal of Risk & Insurance.
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2013Risk Management: History, Definition, and Critique In: Risk Management and Insurance Review.
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2013Risk Management : History, Definition and Critique.(2013) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 34
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2013Risk management: History, definition and critique.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 34
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2019The governance of risk management: The importance of directors’ independence and financial knowledge In: Risk Management and Insurance Review.
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2018The Governance of Risk Management: The Importance of Directors’ Independence and Financial Knowledge.(2018) In: Working Papers.
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2000Optimal Financial Portfolio and Dependence of Risky Assets In: THEMA Working Papers.
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2001Optimal Cognitive Processes for Lotteries In: THEMA Working Papers.
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2001The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance.(2001) In: Working Papers.
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2002Pricing of Automobile Insurance Under Asymmetric Information : a Study on Panel Data In: THEMA Working Papers.
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1995A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets.(1995) In: Cahiers de recherche.
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1996Investment under Demand Uncertainty : The Newsboy Problem Revisited In: THEMA Working Papers.
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1996Investment Under Demand Uncertainty: the Newsboy Problem Revisited..(1996) In: Cahiers de recherche.
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1997Insurance fraud estimation : more evidence from the Quebec automobile insurance industry In: THEMA Working Papers.
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1997Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry.(1997) In: Working Papers.
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1997Une évaluation empirique de la nouvelle tarification de lassurance automobile (1992) au Québec In: THEMA Working Papers.
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1997Une évaluation empirique de la nouvelle tarification de l’assurance automobile (1992) au Québec.(1997) In: L'Actualité Economique.
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1997Une évaluation empirique de la nouvelle tarification de lassurance automobile (1992) au Québec.(1997) In: Working Papers.
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1997The non-optimality of deductible contracts against fraudulent claims : an empirical evidence in automobile insurance In: THEMA Working Papers.
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1997Diffidence theorem and state dependent preferences In: THEMA Working Papers.
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1999Diffidence theorem and state dependent preferences.(1999) In: Working Papers.
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1997Increases in Risk and Optimal Portfolio.(1997) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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1998Increases in risk and optimal portfolio.(1998) In: Working Papers.
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1998Offre dassurance non vie : une revue de la littérature récente In: THEMA Working Papers.
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1998Offre dassurance non vie: une revue de la littérature récente.(1998) In: Working Papers.
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1998The informational content of household decisions with applications to insurance under adverse selection In: THEMA Working Papers.
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1998The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection.(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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1998Portfolio response to a shift in a return distribution : comment In: THEMA Working Papers.
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1998Portfolio Response to a Shift in a Return Distribution: Comment.(1998) In: Ecole des Hautes Etudes Commerciales de Montreal-.
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1998Portfolio Response to a Shift in a Return Distribution: Comment.(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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1998Portfolio response to a shift in a return distribution: Comment.(1998) In: Working Papers.
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1998La mesure empirique des problèmes dinformation In: THEMA Working Papers.
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1998La mesure empirique des problèmes d’information.(1998) In: L'Actualité Economique.
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1998La mesure empirique des problèmes dinformation.(1998) In: Working Papers.
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1998Information structure, labour contracts and the strategic use of debt In: THEMA Working Papers.
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1998Information Structure, Labour Contracts and the Strategic Use of Debt..(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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1999Information structure, labor contracts and the strategic use of debt.(1999) In: Working Papers.
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1999Proper risk behavior In: THEMA Working Papers.
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1999Proper risk behavior.(1999) In: Working Papers.
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1999Capital structures and compensation policies In: THEMA Working Papers.
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1999Capital Structure and Compensation Policies..(1999) In: Ecole des Hautes Etudes Commerciales de Montreal-.
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1999Capital Structures and Compensation Policies..(1999) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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2001Capital structures and compensation policies.(2001) In: Working Papers.
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1999Lévaluation des risques daccidents des transporteurs routiers : des résultats préliminaires In: THEMA Working Papers.
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1999Levaluation des risques daccidents des transporteurs routiers: des resultats preliminaires..(1999) In: Ecole des Hautes Etudes Commerciales de Montreal-.
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1999Levaluation des risques daccident des transporteurs routiers: des resultats preliminaires..(1999) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
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1999L’évaluation des risques d’accidents des transporteurs routiers : des résultats préliminaires.(1999) In: Working Papers.
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1999Full pooling in multi-period contracting with adverse selection and noncommitment In: THEMA Working Papers.
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1999Full Pooling in Multi-Period Contracting with Adverse Selection and Noncommitment.(1999) In: Working Papers.
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2000Une mesure empirique des diterminants qui affectent la gestion des risques des entreprises non financieres. In: Ecole des Hautes Etudes Commerciales de Montreal-.
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2001Commitment and Automobile Insurance Regulation in France, Quebec and Japan. In: Ecole des Hautes Etudes Commerciales de Montreal-.
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1997Analyse de leffet des règles dobtention dun permis de conduire au Québec (1991) sur la sécurité routière.(1997) In: Working Papers.
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1997Developpement dun systeme expert de detection automatique de la fraude a lassurance automobile. In: Ecole des Hautes Etudes Commerciales de Montreal-.
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1998Analysis of the Economic Impact of Medical and Optometric Driving Standards on Costs Incured by Trucking Firms and on the Social Costs of Traffic Accidents In: Ecole des Hautes Etudes Commerciales de Montreal-.
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1998Some Remarks About the Probability Weighting Function. In: Ecole des Hautes Etudes Commerciales de Montreal-.
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2004Separating Moral Hazard from Adverse Selection in Automobile Insurance : Longitudinal Evidence from France.(2004) In: Discussion Paper.
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2005Risk Management and Corporate Governance: the Importance of Independence and Financial Knowledge for the Board and the Audit Committee In: Cahiers de recherche.
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2007What about Underevaluating Operational Value at Risk in the Banking Sector? In: Cahiers de recherche.
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2009Detecting Regime Shifts in Corporate Credit Spreads In: Cahiers de recherche.
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2009Structured Finance, Risk Management, and the Recent Financial Crisis In: Cahiers de recherche.
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2011Is there Any Dependence Between Consumer Credit Line Utilization and Default Probability on a Term Loan? Evidence from Bank-Level Data In: Cahiers de recherche.
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2011Does Opportunistic Fraud in Automobile theft Insurance Fluctuate with the Business Cycle ? In: Cahiers de recherche.
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2011Risk Classification in Insurance Contracting In: Cahiers de recherche.
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2012Adverse Selection in Insurance Contracting In: Cahiers de recherche.
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2012Risk Classification and Health Insurance In: Cahiers de recherche.
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2012The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data In: Cahiers de recherche.
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2013How Do Firms Hedge Risks? Empirical Evidence from U.S. Oil and Gas Producers In: Cahiers de recherche.
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2014Health Care Workers Risk Perceptions of Personal and Work Activities and Willingness to Report for Work During an Influenza Pandemic In: Cahiers de recherche.
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2014Health care workers’ risk perceptions of personal and work activities and willingness to report for work during an influenza pandemic.(2014) In: Working Papers.
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2014Economic Effects of Risk Classification Bans In: Cahiers de recherche.
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2014Economic Effects of Risk Classification Bans.(2014) In: The Geneva Risk and Insurance Review.
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1979Moral Hazard and Search Activity In: Cahiers de recherche.
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1979Analyse des Effets de Lassurance et de la Relation de Confiance Consommateur-Producteur Sur les Possibilites Dabus des Chirurgiens In: Cahiers de recherche.
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1980Analyse des effets de l’assurance et de la relation de confiance consommateur-producteur sur les possibilités d’abus des chirurgiens.(1980) In: L'Actualité Economique.
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1980Le Risque Moral et la Selection Adverse: une Revue Critique de la Litterature In: Cahiers de recherche.
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1981Le risque moral et la sélection adverse : une revue critique de la littérature.(1981) In: L'Actualité Economique.
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1980The Effects of Unemployment Benefits on U.S. Unemployment Rates: a Comment In: Cahiers de recherche.
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1980The effects of unemployment benefits on U.S. unemployment rates: A comment.(1980) In: Review of World Economics (Weltwirtschaftliches Archiv).
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1980Moral Hazard and State-Dependent Utility Function In: Cahiers de recherche.
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1980The Effects of Insurance on the Possibilities of Fraud In: Cahiers de recherche.
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1981Adverse Selection and Repeated Insurance Contracts In: Cahiers de recherche.
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1981Linfluence des Ressources Sur Lutilisation des Interventions Chirurgicales In: Cahiers de recherche.
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1982Search and Insurance (Revised) In: Cahiers de recherche.
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1982Riscophobie et Etalement a Moyenne Constante: Analyse et Applications In: Cahiers de recherche.
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1983Riscophobie et étalement à moyenne constante : analyse et applications.(1983) In: L'Actualité Economique.
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1982The Choice Between Equivalent Variations in the Probability and Magnitude of Loss In: Cahiers de recherche.
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1982Risk Aversion, Insurance and Gambling In: Cahiers de recherche.
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1983Securite Routiere: Efficacite, Subvention et Reglementation In: Cahiers de recherche.
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1984Sécurité routière : efficacité, subvention et réglementation.(1984) In: L'Actualité Economique.
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1983The Riskiness of Equivalent Governmental Policies In: Cahiers de recherche.
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1983Adverse Selection and Repeated Insurance Contracts: Finite and Infinite Horizons In: Cahiers de recherche.
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1984The Effect of Capital Risk on Saving Decision In: Cahiers de recherche.
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1985Increasing Risk and Self-Protection Activities In: Cahiers de recherche.
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1985Accessibilite aux Ressources et Demande de Revascularisation du Myocarde. In: Cahiers de recherche.
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1985More on Geographical Distribution of Physicians and Market Failure In: Cahiers de recherche.
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1985Consumption Decisions Under Uncertainty: an Extension In: Cahiers de recherche.
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1985An Analysis of the Quebec Automobile Insurance Regime In: Cahiers de recherche.
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1985Moral Hazard and Experience Rating: an Empirical Analysis In: Cahiers de recherche.
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1985La Tarification de Lassurance Automobile et les Incitations a la Securite Routiere: une Etude Empirique In: Cahiers de recherche.
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1986La tarification de lassurance automobile et les incitations à la sécurité routière: Une étude empirique.(1986) In: Swiss Journal of Economics and Statistics (SJES).
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1985Dealing with Moral Hazard and Adverse Selection Simultaneously In: Cahiers de recherche.
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1986Public Information and Experience Rating In: Cahiers de recherche.
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1986Models and Methodologies in the Analysis of Regulation Effects in Airline Markets In: Cahiers de recherche.
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1987Insurance with Undiversifiable Risk In: Cahiers de recherche.
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1987Applications of the Gb2 Family of Probability Distributions in Collective Risk Theory In: Cahiers de recherche.
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1987Investissement En Incertitude Extension du Probleme de la Taille Optimale Dune Usine. In: Cahiers de recherche.
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1987Investissement en incertitude : extension du problème de la taille optimale d’une usine.(1987) In: L'Actualité Economique.
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1987Incertain et Information; Ou En Sommes-Nous Trente-Cinq Ans Apres le Colloque de Paris. In: Cahiers de recherche.
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1987Incertain et information : où en sommes-nous trente-cinq ans après le Colloque de Paris?.(1987) In: L'Actualité Economique.
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1988Essays on Economic Decisions Under Uncertainty: a Review Article In: Cahiers de recherche.
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1988ESSAYS ON ECONOMIC DECISIONS UNDER UNCERTAINTY: A REVIEW ARTICLE.(1988) In: Cahiers de recherche.
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1988Quen Est-Il des Rendements Dechelle Dans les Industries Quebecoises et Ontariennes de Transport Par Camion? In: Cahiers de recherche.
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1988QUEN EST-IL DES RENDEMENTS DECHELLE DANS LES INDUSTRIES QUEBECOISES ET ONTARIENNES DE TRANSPORT PAR CAMION?.(1988) In: Cahiers de recherche.
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1988Qu’en est-il des rendements d’échelle dans les industries québécoises et ontariennes de transport par camion?.(1988) In: L'Actualité Economique.
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1988Workers Compensation and Moral Hazard. In: Cahiers de recherche.
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1988WORKERS COMPENSATION AND MORAL HAZARD..(1988) In: Cahiers de recherche.
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1991Workers Compensation and Moral Hazard..(1991) In: The Review of Economics and Statistics.
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1989Proportional Risk Aversion and Saving Decisions Under Uncertainty In: Cahiers de recherche.
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1989PROPORTIONAL RISK AVERSION AND SAVING DECISIONS UNDER UNCERTAINTY.(1989) In: Cahiers de recherche.
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1989Risk Pooling, Contract Structure and Organizational Form of Insurance Firms In: Cahiers de recherche.
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1989RISK POOLING, CONTRACT STRUCTURE AND ORGANIZATIONAL FORM OF INSURANCE FIRMS.(1989) In: Cahiers de recherche.
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1989Moral Hazard, Optimal Auditing and Workers Compensation In: Cahiers de recherche.
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1989MORAL HAZARD, OPTIMAL AUDITING AND WORKERS COMPENSATION.(1989) In: Cahiers de recherche.
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1990Increases in Risk and the Demand for Insurance. In: Cahiers de recherche.
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1990INCREASES IN RISK AND THE DEMAND FOR INSURANCE..(1990) In: Cahiers de recherche.
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1990Infractions au Code de la Securite Routiere, Infractions au Code Criminel, et Gestion Optimale de la Securite Routiere. In: Cahiers de recherche.
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1990INFRACTIONS AU CODE DE LA SECURITE ROUTIERE, INFRACTIONS AU CODE CRIMINEL, ET GESTION OPTIMALE DE LA SECURITE ROUTIERE..(1990) In: Cahiers de recherche.
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1991Infractions au Code de la sécurité routière, infractions au Code criminel et gestion optimale de la sécurité routière.(1991) In: L'Actualité Economique.
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1991An Introduction to Insurance Economics. In: Cahiers de recherche.
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1991AN INTRODUCTION TO INSURANCE ECONOMICS..(1991) In: Cahiers de recherche.
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1991Adverse Selection in Insurance Markets: a Selective Survey. In: Cahiers de recherche.
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1991ADVERSE SELECTION IN INSURANCE MARKETS: A SELECTIVE SURVEY..(1991) In: Cahiers de recherche.
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1991Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand. In: Cahiers de recherche.
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1991Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand..(1991) In: Cahiers de recherche.
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1992Comparative Statics Under Multiple Sources of Risk with Applications to Insurance Demand.(1992) In: The Geneva Risk and Insurance Review.
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1992Measuring Technical Change and Productivity Growth Varying Output Qualities and Incomplete Panel Data. In: Cahiers de recherche.
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1992Simple Increases in Risk and Their Comparative Statics for Portfolio Management. In: Cahiers de recherche.
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1992Rendement dechelle, progres technique et croissance de la productivite dans les industries quebecoises ei ontarienne de transport par camions; 1981-1988. In: Cahiers de recherche.
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1992Optimal Design of Financial Contracts and Moral Hazard. In: Cahiers de recherche.
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1995Medical Conditions and the Severity of Commercial Motor Vehicle (CMV) Driverss Road Accidents. In: Cahiers de recherche.
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1995Medical Conditions and the Severity of Commercial Motor Vehicle (CMV) Driverss Road Accidents..(1995) In: Cahiers de recherche.
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1993An Economic Analysis of Insurance Fraud. In: Cahiers de recherche.
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1993Medical Conditions, Risk Exposure and Truck Driverss Accidents: An Analysis with Count Data Regression Models. In: Cahiers de recherche.
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1990Drèzes Essays on Economic Decisions under Uncertainty In: The Geneva Risk and Insurance Review.
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2001Diffidence Theorem, State-Dependent Preferences, and DARA* In: The Geneva Risk and Insurance Review.
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2024An alternative representation of the C-CAPM with higher-order risks In: The Geneva Risk and Insurance Review.
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2024Publisher Correction: An alternative representation of the C-CAPM with higher-order risks In: The Geneva Risk and Insurance Review.
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2000A Model for the Detection of Insurance Fraud* In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2007Bank Capital, Securitization and Credit Risk: an Empirical Evidence In: MPRA Paper.
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1996Progrès technique et croissance de la productivité : estimations sur un panel incomplet de firmes ayant des qualités de production différentes In: Économie et Prévision.
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2020Sécurité routière des flottes et des conducteurs de véhicules lourds In: L'Actualité Economique.
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2020Sécurité routière des flottes et des conducteurs de véhicules lourds.(2020) In: Working Papers.
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2018Real implications of corporate risk management : Review of main results and new evidence from a different methodology In: L'Actualité Economique.
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202050 années de LActualité Économique : Un florilège de ses meilleurs articles In: L'Actualité Economique.
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1983La mobilité des patients et les modèles de création de demande : le cas du Québec In: L'Actualité Economique.
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1987Essays on Economic Decisions Under Uncertainty, par JACQUES H. DRÈZE. — Cambridge University Press, 1987, 424 p. In: L'Actualité Economique.
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1993Rendements d’échelle, progrès technique et croissance de la productivité dans les industries québécoise et ontarienne de transport par camion, 1981-1988 In: L'Actualité Economique.
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1999Corporate insurance with optimal financial contracting In: Working Papers.
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2000Corporate insurance with optimal financial contracting.(2000) In: Economic Theory.
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1997Assurance valeur à neuf et vols d’automobiles: une étude statistique In: Working Papers.
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1998The informational content of household decisions with applications to insurance under asymmetric information In: Working Papers.
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2002Book Review of: Risk Management, by Michel Crouhy, Dan Galai and Robert Mark In: Working Papers.
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2003Risk management and corporate governance In: Working Papers.
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2006Conditions ensuring the decomposition of asset demand for all risk-averse investors In: Working Papers.
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2007Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors.(2007) In: The European Journal of Finance.
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2004La perception des risques daccident et darrestation lors de conduite avec facultés affaiblies In: Working Papers.
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2004Book review of: Credit risk: Pricing, measurement, and management In: Working Papers.
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2005New evidence on the determinants of absenteeism using linked employer-employee In: Working Papers.
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2005Mesure des effets incitatifs à la prudence au volant créés par les sanctions et évaluation du pouvoir prédictif des infractions sur le risque routier In: Working Papers.
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2005Modélisation et estimation des effets individuels et d’entreprise avec des données de panel : une application aux flottes de véhicules In: Working Papers.
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2006Book review of Foundations of Economic Analysis of Law, by Steven Shavell In: Working Papers.
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2010Analyse empirique du pouvoir prédictif des infractions au Code de la sécurité routière sur les risques d’accident In: Working Papers.
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2011Book review of The Theory of Corporate Finance In: Working Papers.
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2016Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis In: Working Papers.
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2016The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis In: Working Papers.
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2015Policy making and climate risk insurability: How can (re)insurers contribute to economic resilience in climate risk events? In: Working Papers.
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2016Can Higher-Order Risks Explain the Credit Spread Puzzle? In: Working Papers.
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2019The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis In: Working Papers.
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2020The dynamics of ex-ante weighted spread: an empirical analysis.(2020) In: Quantitative Finance.
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2017Insurance and Insurance Markets In: Working Papers.
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2017Reinsurance Demand and Liquidity Creation In: Working Papers.
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2018Cyclical variations in liquidity risk of corporate bonds In: Working Papers.
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2018Real implications of corporate risk management: Evidence from U.S. oil producers In: Working Papers.
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2018Machine Learning and Risk Management: SVDD Meets RQE In: Working Papers.
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2019Nonparametric testing for information asymmetry in the mortgage servicing market In: Working Papers.
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2019The CDS-bond Basis: Negativity Persistence and Limits to Arbitrage In: Working Papers.
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2021The new international regulation of market risk: Roles of VaR and CVaR in model validation In: Working Papers.
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2021The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation.(2021) In: Working Papers.
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2021Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet In: Working Papers.
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2022Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation In: Working Papers.
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2022Determinants and real effects of joint hedging: An empirical analysis of the US petroleum industry In: Working Papers.
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2023Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions? In: Working Papers.
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2023Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation In: Working Papers.
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2023Causality in empirical analyses with emphasis on asymmetric information and risk management In: Working Papers.
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2024Developments in risk and insurance economics: The past 50 years In: Working Papers.
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2024Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor In: Working Papers.
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2000original papers : Full pooling in multi-period contracting with adverse selection and noncommitment In: Review of Economic Design.
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2004Public Choice about the Value of a Statistical Life for Cost-Benefit Analyses: The Case of Road Safety In: Journal of Transport Economics and Policy.
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1989An Empirical Analysis of Moral Hazard and Experience Rating. In: The Review of Economics and Statistics.
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2001Deductible Contracts Against Fraudulent Claims: Evidence From Automobile Insurance In: The Review of Economics and Statistics.
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2001Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment In: Journal of Political Economy.
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2013Presidential Address: Default and liquidity regimes in the bond market during the 2002–2012 period In: Canadian Journal of Economics/Revue canadienne d'économique.
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2013Risk Management of Nonstandard Basket Options with Different Underlying Assets In: Journal of Futures Markets.
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