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Henri Loubergé

Personal Details

First Name:Henri
Middle Name:
Last Name:Loubergé
Suffix:
RePEc Short-ID:plo186
http://www.unige.ch/ses/dsec/staff/emeritus/louberge-henri.html
University of Geneva GSEM - Uni Mail 40, Blvd du Pont d'Arve CH - 1211 Geneva 4 Switzerland

Affiliation

(50%) Geneva School of Economics and Management
Université de Genève

Genève, Switzerland
http://www.unige.ch/gsem/

: (+ 41 22) 705-8263
(+ 41 22) 705-8293
40 Blv du Pont d'Arve - 1211 Geneva 4
RePEc:edi:depgech (more details at EDIRC)

(50%) Swiss Finance Institute

Genève/Zürich, Switzerland
http://www.swissfinanceinstitute.ch/

: 41 22 / 312 09 61
41 22 / 312 10 26
40 bd. du Pont d'Arve, Case postale 3, CH - 1211 Geneva 4
RePEc:edi:fameech (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Christophe Courbage & Henri Loubergé & Béatrice Rey, 2017. "On the properties of non-monetary measures for risks," Working Papers 1710, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  2. Christophe Courbage & Henri Loubergé & Béatrice Rey, 2016. "On the Shape of Non-Monetary Measures for Risks," Swiss Finance Institute Research Paper Series 16-77, Swiss Finance Institute.
  3. Barrieu, Pauline & Louberge, Henri, 2013. "Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints," LSE Research Online Documents on Economics 47396, London School of Economics and Political Science, LSE Library.
  4. Pauline Barrieu & Henri Loubergé, 2006. "Hybrid Cat-bonds," Swiss Finance Institute Research Paper Series 07-27, Swiss Finance Institute, revised Sep 2007.
  5. Henri Loubergé & Richard Watt, 2006. "Insuring a risky investment project," Swiss Finance Institute Research Paper Series 06-25, Swiss Finance Institute.
  6. Richard Watt & Henri Loubergé, 2005. "On the Demand for Budget Constrained Insurance," FAME Research Paper Series rp137, International Center for Financial Asset Management and Engineering.
  7. CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane, 2001. "Long-term risk management of nuclear waste : a real options approach," Les Cahiers de Recherche 767, HEC Paris.
  8. Henri LOUBERGÉ, & Harris SCHLESINGER, 2001. "Coping with Credit Risk," FAME Research Paper Series rp36, International Center for Financial Asset Management and Engineering.
  9. Louberge, H. & Outreville, J.-F., 2000. "Risk Taking in the Domain of Losses: Experiments in Several Countries," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2000.14, Institut d'Economie et Econométrie, Université de Genève.
  10. Henri LOUBERGE & Harris SCHLESINGER, 1999. "Optimal Catastrophe Insurance with Multiple Catastrophes," FAME Research Paper Series rp7, International Center for Financial Asset Management and Engineering.
  11. Louberge, H. & Kellezi, E. & Gilli, M., 1999. "Using Catastrophe-Linked Securities to Diversify Insurance Risk: a Financial Analysis of Cat Bonds," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 99.04, Institut d'Economie et Econométrie, Université de Genève.
  12. Louberge, H., 1998. "Developments in Risk and Insurance Economics: the Past 25 Years," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 98.16, Institut d'Economie et Econométrie, Université de Genève.
  13. Marc Chesney & Henri Loubergé & Rajna Gibson, 1996. "Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data," Working Papers hal-00602719, HAL.
  14. Louberge, H., 1994. "An Economists View on Risk Perceptions for Severe Accidents," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 94.13, Institut d'Economie et Econométrie, Université de Genève.
  15. James R. GARVEN & Henri Louberge, 1994. "Reinsurance, Taxes And Efficiency: A Contingent Claims Model Of Insurance Market Equilibrium," Finance 9404001, EconWPA.
  16. louberge, H., 1993. "L'utilisation de produits optionnels pour la gestion du risque de change," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 93.22, Institut d'Economie et Econométrie, Université de Genève.
  17. Chesney, M. & Christophi, C. & Gibson, R. & Louberge, H. & Schilaffer, B., 1992. "Market Efficiency and Index OPtion Pricing : An Empirical Study Based on the Swiss Financial Market," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 92.10, Institut d'Economie et Econométrie, Université de Genève.
  18. Louberge, H., 1992. "L'attitude face au risque de perte," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 92.14, Institut d'Economie et Econométrie, Université de Genève.
  19. Chesney, M. & Christophi, C. & Gibson, R. & Louberge, H. & Schilaffer, B., 1992. "Le contrat d'option sur indece SMI : analyse et tests empiriques preliminaires," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 92.11, Institut d'Economie et Econométrie, Université de Genève.
  20. Marc Chesney & Henri Loubergé, 1988. "L'évaluation des options sur devises : que faut-il retenir des recherches récentes ?," Working Papers hal-00612672, HAL.
  21. Briys, E. & Eeckhoudt, L. & Louberge, H., 1985. "Endogenous Risks and the Risk Premium," Cahiers de recherche 8530, Universite de Montreal, Departement de sciences economiques.
    repec:fth:geneec:94.11 is not listed on IDEAS
    repec:fth:geneec:92.08 is not listed on IDEAS
    repec:fth:geneec:99.03 is not listed on IDEAS
    repec:fth:geneec:99.01 is not listed on IDEAS
    repec:fth:geneec:92.04 is not listed on IDEAS
    repec:fth:geneec:98.07 is not listed on IDEAS
    repec:fth:geneec:99.04 is not listed on IDEAS
    repec:fth:geneec:92.05 is not listed on IDEAS
    repec:fth:geneec:00.03 is not listed on IDEAS
    repec:fth:geneec:93.15 is not listed on IDEAS

Articles

  1. Christophe Courbage & Henri Loubergé & Richard Peter, 2017. "Optimal Prevention for Multiple Risks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(3), pages 899-922, September.
  2. Henri Loubergé, 2015. "From The Geneva Papers on Risk and Insurance to The Geneva Risk and Insurance Review," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 40(2), pages 97-101, September.
  3. Gatopoulos, Georgios & Loubergé, Henri, 2013. "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, Elsevier, vol. 35(C), pages 54-75.
  4. Barrieu, Pauline & Loubergé, Henri, 2013. "Reinsurance and securitisation of life insurance risk: The impact of regulatory constraints," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 135-144.
  5. Pauline Barrieu & Henri Loubergé, 2009. "Hybrid Cat Bonds," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 547-578.
  6. Loubergé, Henri & Watt, Richard, 2008. "Insuring a risky investment project," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 301-310, February.
  7. Louberge, Henri & Villeneuve, Stephane & Chesney, Marc, 2002. "Long-term risk management of nuclear waste: a real options approach," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 157-180, November.
  8. Henri Louberge, 2001. "An Economist's View on Risk Perceptions for Severe Accidents," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 26(3), pages 452-458, July.
  9. Henri Louberge & Evis Kellezi & Manfred Gilli, 1999. "Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 22(2), pages 125-146.
  10. Henri Loubergé, 1998. "Risk and Insurance Economics 25 Years After," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 23(4), pages 540-567, October.
  11. Henri Loubergé, 1996. "Introductory Note," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 21(1), pages 5-6, June.
  12. Garven, James R. & Louberge, Henri, 1996. "Reinsurance, Taxes, and Efficiency: A Contingent Claims Model of Insurance Market Equilibrium," Journal of Financial Intermediation, Elsevier, vol. 5(1), pages 74-93, January.
  13. Philippe Cornu & Henri Loubergé, 1996. "Biais du taux de change à terme: une approche multifactorielle," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 132(II), pages 127-151, June.
  14. Henri Loubergé, 1995. "Insurance and Catastrophes: Comment," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 20(2), pages 185-187, December.
  15. Henri Loubergé, 1994. "The Social Response to Environmental Risk, Edited by Daniel W. Bromley and Kathleen Segerson," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 19(1), pages 73-76, June.
  16. Éric Briys & Henri Loubergé, 1989. "Déterminants de la demande d'assurance-dommages," Revue d'Économie Financière, Programme National Persée, vol. 11(3), pages 305-317.
  17. Louberge, Henri & Schlesinger, Harris, 1988. "Cutting the cake with a stranger : Egoism and altruism with imperfect information," Journal of Economic Behavior & Organization, Elsevier, vol. 10(4), pages 377-388, December.
  18. Pieter Van Tiel & Henri Loubergé, 1988. "Contrôle des changes et risque politique : une étude économétrique des cas français et suisse," Revue Économique, Programme National Persée, vol. 39(5), pages 951-972.
  19. Marc Chesney & Henri Loubergé, 1986. "Risk Aversion and the Composition of Wealth in the Demand for Full Insurance Coverage," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 122(III), pages 359-370, September.
  20. Briys, Eric P & Louberge, Henri, 1985. " On the Theory of Rational Insurance Purchasing: A Note," Journal of Finance, American Finance Association, vol. 40(2), pages 577-581, June.
  21. Henri Loubergé, 1981. "Le rôle des anticipations dans la formation du cours de change à terme. Quelques réflexions et résultats supplémentaires," Revue Économique, Programme National Persée, vol. 32(6), pages 1045-1073.
  22. Henri Loubergé, 1980. "Le risque de change existe-t-il?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 116(IV), pages 385-402, December.
  23. Loubergé Henri, 1979. "La Grandville (O. de) - Théorie de la croissance économique," Revue Économique, Programme National Persée, vol. 30(3), pages 551-554.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Barrieu, Pauline & Louberge, Henri, 2013. "Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints," LSE Research Online Documents on Economics 47396, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Susanna Levantesi & Massimiliano Menzietti, 2017. "Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II," Risks, MDPI, Open Access Journal, vol. 5(2), pages 1-21, May.

  2. Pauline Barrieu & Henri Loubergé, 2006. "Hybrid Cat-bonds," Swiss Finance Institute Research Paper Series 07-27, Swiss Finance Institute, revised Sep 2007.

    Cited by:

    1. Bjoern Hagendorff & Jens Hagendorff & Kevin Keasey, 2013. "The Shareholder Wealth Effects of Insurance Securitization: Preliminary Evidence from the Catastrophe Bond Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(3), pages 281-301, December.
    2. Eduardo Borensztein & Eduardo Cavallo & Olivier Jeanne, 2015. "The Welfare Gains from Macro-Insurance Against Natural Disasters," NBER Working Papers 21674, National Bureau of Economic Research, Inc.
    3. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
    4. Perrakis, Stylianos & Boloorforoosh, Ali, 2013. "Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3157-3168.
    5. Gibson, Rajna & Habib, Michel A. & Ziegler, Alexandre, 2014. "Reinsurance or securitization: The case of natural catastrophe risk," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 79-100.
    6. Marc Gürtler & Martin Hibbeln & Christine Winkelvos, 2016. "The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(3), pages 579-612, September.
    7. Lo, Chien-Ling & Lee, Jin-Ping & Yu, Min-Teh, 2013. "Valuation of insurers’ contingent capital with counterparty risk and price endogeneity," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5025-5035.

  3. Henri Loubergé & Richard Watt, 2006. "Insuring a risky investment project," Swiss Finance Institute Research Paper Series 06-25, Swiss Finance Institute.

    Cited by:

    1. Zhou, Chunyang & Wu, Wenfeng & Wu, Chongfeng, 2010. "Optimal insurance in the presence of insurer's loss limit," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 300-307, April.

  4. CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane, 2001. "Long-term risk management of nuclear waste : a real options approach," Les Cahiers de Recherche 767, HEC Paris.

    Cited by:

    1. Cardin, Michel-Alexandre & Zhang, Sizhe & Nuttall, William J., 2017. "Strategic real option and flexibility analysis for nuclear power plants considering uncertainty in electricity demand and public acceptance," Energy Economics, Elsevier, vol. 64(C), pages 226-237.
    2. Christian Gollier & Jean-Guy Devezeaux de Lavergne, 2001. "Analyse quantitative de la réversibilité du stockage des déchets nucléaires : valorisation des déchets," Economie & Prévision, La Documentation Française, vol. 149(3), pages 1-13.
    3. Ugo Bardi, 2016. "What Future for the Anthropocene? A Biophysical Interpretation," Biophysical Economics and Resource Quality, Springer, vol. 1(1), pages 1-7, August.
    4. Abdullah Almansour & Margaret Insley, 2013. "The impact of stochastic extraction cost on the value of an exhaustible resource: An application to the Alberta oil sands," Working Papers 1303, University of Waterloo, Department of Economics, revised Jun 2013.
    5. Iyer, Sriya & Velu, Chander, 2006. "Real options and demographic decisions," Journal of Development Economics, Elsevier, vol. 80(1), pages 39-58, June.
    6. Cardin, M.A. & Steer, S.J. & Nuttall, W.J. & Parks, G.T. & Gonçalves, L.V.N. & de Neufville, R., 2010. "Minimizing the Cost of Innovative Nuclear Technology Through Flexibility: The Case of a Demonstration Accelerator-Driven Subcritical Reactor Park," Cambridge Working Papers in Economics 1037, Faculty of Economics, University of Cambridge.
    7. Anastasios Michailidis & Konstadinos Mattas & Irene Tzouramani & Diamantis Karamouzis, 2009. "A Socioeconomic Valuation of an Irrigation System Project Based on Real Option Analysis Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 23(10), pages 1989-2001, August.
    8. Bobtcheff, Catherine & Villeneuve, Stéphane, 2010. "Technology choice under several uncertainty sources," European Journal of Operational Research, Elsevier, vol. 206(3), pages 586-600, November.
    9. Rothwell, Geoffrey & Wood, Thomas W. & Daly, Don & Weimar, Mark R., 2014. "Sustainability of light water reactor fuel cycles," Energy Policy, Elsevier, vol. 74(S1), pages 16-23.
    10. Richard Benjamin & Jeffrey Wagner, 2006. "Reconsidering the law and economics of low-level radioactive waste management," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 8(1), pages 33-53, December.
    11. Marreco, Juliana de Moraes & Carpio, Lucio Guido Tapia, 2006. "Flexibility valuation in the Brazilian power system: A real options approach," Energy Policy, Elsevier, vol. 34(18), pages 3749-3756, December.

  5. Henri LOUBERGÉ, & Harris SCHLESINGER, 2001. "Coping with Credit Risk," FAME Research Paper Series rp36, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Gilroy, Bernard Michael & Broll, Udo, 2005. "Managing Credit Risk with Credit Derivatives," MPRA Paper 17678, University Library of Munich, Germany.

  6. Henri LOUBERGE & Harris SCHLESINGER, 1999. "Optimal Catastrophe Insurance with Multiple Catastrophes," FAME Research Paper Series rp7, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Sam Cole, 2010. "The regional portfolio of disruptions, protection, and disasters," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 44(2), pages 251-272, April.

  7. Louberge, H. & Kellezi, E. & Gilli, M., 1999. "Using Catastrophe-Linked Securities to Diversify Insurance Risk: a Financial Analysis of Cat Bonds," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 99.04, Institut d'Economie et Econométrie, Université de Genève.

    Cited by:

    1. Massimo Mariani & Paola Amoruso, 2016. "The Effectiveness of Catastrophe Bonds in Portfolio Diversification," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1760-1767.
    2. Chang, Carolyn W. & Chang, Jack S.K. & Lu, WeLi, 2010. "Pricing catastrophe options with stochastic claim arrival intensity in claim time," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 24-32, January.
    3. Eckhard Platen & David Taylor, 2016. "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Research Paper Series 379, Quantitative Finance Research Centre, University of Technology, Sydney.
    4. Lin, X. Sheldon & Wang, Tao, 2009. "Pricing perpetual American catastrophe put options: A penalty function approach," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 287-295, April.
    5. Thorsten Schmidt, 2014. "Catastrophe Insurance Modeled by Shot-Noise Processes," Risks, MDPI, Open Access Journal, vol. 2(1), pages 1-22, February.
    6. Chang, Carolyn W. & Chang, Jack S.K. & Lu, WeiLi, 2008. "Pricing catastrophe options in discrete operational time," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 422-430, December.
    7. Pérez-Fructuoso, María José, 2017. "Tarificación de bonos sobre catástrofes (cat bonds) con desencadenantes de índices de pérdidas. Modelación mediante un proceso de Ornstein-Uhlenbeck || Pricing Loss Index Triggered Cat Bonds. An Ornst," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 24(1), pages 340-361, Diciembre.
    8. Lee, Jin-Ping & Yu, Min-Teh, 2007. "Valuation of catastrophe reinsurance with catastrophe bonds," Insurance: Mathematics and Economics, Elsevier, vol. 41(2), pages 264-278, September.
    9. Ma, Zong-Gang & Ma, Chao-Qun, 2013. "Pricing catastrophe risk bonds: A mixed approximation method," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 243-254.
    10. Têtu Alexandre & Lai Van Son & Soumaré Issouf & Gendron Michel, 2015. "Hedging Flood Losses Using Cat Bonds," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 9(2), pages 149-184, July.
    11. Lo, Chien-Ling & Lee, Jin-Ping & Yu, Min-Teh, 2013. "Valuation of insurers’ contingent capital with counterparty risk and price endogeneity," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5025-5035.
    12. Lin, Shih-Kuei & Chang, Chia-Chien & Powers, Michael R., 2009. "The valuation of contingent capital with catastrophe risks," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 65-73, August.
    13. Braun, Alexander, 2011. "Pricing catastrophe swaps: A contingent claims approach," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 520-536.
    14. Henri LOUBERGE & Harris SCHLESINGER, 1999. "Optimal Catastrophe Insurance with Multiple Catastrophes," FAME Research Paper Series rp7, International Center for Financial Asset Management and Engineering.

  8. Marc Chesney & Henri Loubergé & Rajna Gibson, 1996. "Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data," Working Papers hal-00602719, HAL.

    Cited by:

    1. Heinz Zimmermann & Claudia Zogg-Wetter, 1997. "Preisbildung am schweizerischen SMI-Futuresmarkt: Arbitrage und dynamische Preisbeziehungen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(II), pages 95-132, June.

  9. James R. GARVEN & Henri Louberge, 1994. "Reinsurance, Taxes And Efficiency: A Contingent Claims Model Of Insurance Market Equilibrium," Finance 9404001, EconWPA.

    Cited by:

    1. Biener, Christian & Eling, Martin & Jia, Ruo, 2017. "The structure of the global reinsurance market: An analysis of efficiency, scale, and scope," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 213-229.
    2. Harrington, Scott E. & Niehaus, Greg, 2003. "Capital, corporate income taxes, and catastrophe insurance," Journal of Financial Intermediation, Elsevier, vol. 12(4), pages 365-389, October.
    3. Lockett, Andy & Wright, Mike, 2001. "The syndication of venture capital investments," Omega, Elsevier, vol. 29(5), pages 375-390, October.
    4. Biener, Christian & Eling, Martin & Jia, Ruo, 2016. "The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry," Working Papers on Finance 1602, University of St. Gallen, School of Finance.
    5. Upreti, Vineet & Adams, Mike, 2015. "The strategic role of reinsurance in the United Kingdom’s (UK) non-life insurance market," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 206-219.
    6. James F. Moore, 1999. "Tail Estimation and Catastrophe Security Pricing: Can We Tell What Target We Hit if We Are Shooting in the Dark?," Center for Financial Institutions Working Papers 99-14, Wharton School Center for Financial Institutions, University of Pennsylvania.
    7. Ning Wang & Yiling Deng, 2016. "Market responses to loss shocks and insurers' post-catastrophe performance in the US property-casualty insurance market," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 11(3), pages 231-246.
    8. Schlütter, Sebastian, 2011. "The role of frictional costs for insurance pricing and insurer default risk," ICIR Working Paper Series 07/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
    9. Adams, Mike & Hardwick, Philip & Zou, Hong, 2008. "Reinsurance and corporate taxation in the United Kingdom life insurance industry," Journal of Banking & Finance, Elsevier, vol. 32(1), pages 101-115, January.
    10. Henri LOUBERGE & Harris SCHLESINGER, 1999. "Optimal Catastrophe Insurance with Multiple Catastrophes," FAME Research Paper Series rp7, International Center for Financial Asset Management and Engineering.

  10. Briys, E. & Eeckhoudt, L. & Louberge, H., 1985. "Endogenous Risks and the Risk Premium," Cahiers de recherche 8530, Universite de Montreal, Departement de sciences economiques.

    Cited by:

    1. Courbage, Christophe, 1999. "Primes de risque et soins de santé," L'Actualité Economique, Société Canadienne de Science Economique, vol. 75(4), pages 665-672, décembre.
    2. Christoph Heinzel, 2016. "Precautionary Saving in the Large under Higher-Order Risk and Recursive Utility," FOODSECURE Working papers 43, LEI Wageningen UR.
    3. AJ A. Bostian & Christoph Heinzel, 2016. "Consumption Smoothing and Precautionary Saving under Recursive Preferences," FOODSECURE Working papers 44, LEI Wageningen UR.

Articles

  1. Gatopoulos, Georgios & Loubergé, Henri, 2013. "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, Elsevier, vol. 35(C), pages 54-75.

    Cited by:

    1. Keffala, Mohamed Rochdi, 2015. "How using derivatives affects bank stability in emerging countries? Evidence from the recent financial crisis," Research in International Business and Finance, Elsevier, vol. 35(C), pages 75-87.
    2. Libo Yin & Liyan Han, 2015. "Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 151-181, January.
    3. Mohamed Rochdi Keffala, 2017. "Are Derivatives Implicated in the Recent Financial Crisis? Evidence from Banks in Emerging Countries," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-41, March.
    4. Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.

  2. Barrieu, Pauline & Loubergé, Henri, 2013. "Reinsurance and securitisation of life insurance risk: The impact of regulatory constraints," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 135-144.
    See citations under working paper version above.
  3. Pauline Barrieu & Henri Loubergé, 2009. "Hybrid Cat Bonds," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 547-578.
    See citations under working paper version above.
  4. Loubergé, Henri & Watt, Richard, 2008. "Insuring a risky investment project," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 301-310, February.
    See citations under working paper version above.
  5. Louberge, Henri & Villeneuve, Stephane & Chesney, Marc, 2002. "Long-term risk management of nuclear waste: a real options approach," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 157-180, November.
    See citations under working paper version above.
  6. Henri Louberge & Evis Kellezi & Manfred Gilli, 1999. "Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 22(2), pages 125-146. See citations under working paper version above.
  7. Garven, James R. & Louberge, Henri, 1996. "Reinsurance, Taxes, and Efficiency: A Contingent Claims Model of Insurance Market Equilibrium," Journal of Financial Intermediation, Elsevier, vol. 5(1), pages 74-93, January.
    See citations under working paper version above.
  8. Louberge, Henri & Schlesinger, Harris, 1988. "Cutting the cake with a stranger : Egoism and altruism with imperfect information," Journal of Economic Behavior & Organization, Elsevier, vol. 10(4), pages 377-388, December.

    Cited by:

    1. Katz, Eliakim & Rosenberg, Jacob, 2005. "An economic interpretation of institutional volunteering," European Journal of Political Economy, Elsevier, vol. 21(2), pages 429-443, June.
    2. Khalil, Elias L., 2004. "What is altruism?," Journal of Economic Psychology, Elsevier, vol. 25(1), pages 97-123, February.

  9. Briys, Eric P & Louberge, Henri, 1985. " On the Theory of Rational Insurance Purchasing: A Note," Journal of Finance, American Finance Association, vol. 40(2), pages 577-581, June.

    Cited by:

    1. Briys, Eric, 1987. "Demande d’assurance, décisions de consommation et de portefeuille : une analyse en temps continu," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 200-212, juin et s.
    2. Michael Braun & Alexander Muermann, 2004. "The Impact of Regret on the Demand for Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(4), pages 737-767.
    3. Glenn W. Harrison & Jia Min Ng, 2016. "Evaluating The Expected Welfare Gain From Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(1), pages 91-120, January.
    4. Peter N, Bell, 2014. "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper 54394, University Library of Munich, Germany.
    5. Yann Braouezec, 2015. "Public versus Private Insurance System with (and without) Transaction Costs: Optimal Segmentation Policy of an Informed monopolistPublic versus Private Insurance System with (and without) Transaction ," Working Papers 2013-ECO-23, IESEG School of Management, revised May 2014.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2007-12-01 2015-07-11 2017-04-23
  2. NEP-UPT: Utility Models & Prospect Theory (3) 2017-02-12 2017-04-23 2017-04-30
  3. NEP-IAS: Insurance Economics (2) 2007-12-01 2015-07-11
  4. NEP-BAN: Banking (1) 2015-07-11
  5. NEP-FIN: Finance (1) 2005-04-16
  6. NEP-FMK: Financial Markets (1) 2007-12-01
  7. NEP-MIC: Microeconomics (1) 2005-04-16

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