Henri Loubergé
(Henri Louberge)

Personal Details

First Name:	Henri
Middle Name:
Last Name:	Louberge
Suffix:
RePEc Short-ID:	plo186
	[This author has chosen not to make the email address public]
	University of Geneva GSEM - Uni Mail 40, Blvd du Pont d'Arve CH - 1211 Geneva 4 Switzerland

Affiliation

Geneva School of Economics and Management
Université de Genève

Genève, Switzerland
http://www.unige.ch/gsem/
RePEc:edi:depgech (more details at EDIRC)

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. Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
   • Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
   • Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers halshs-02100855, HAL.
   • Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.

   Cited by:

   1. Heinzel, Christoph, 2023. "Comparing utility derivative premia under additive and multiplicative risks," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 23-40.

2. Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," Post-Print halshs-01951128, HAL.
   • Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
   • Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.

   Cited by:

   1. Cary Deck & Sebastian Ebert & Andreas Richter, 2018. "Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
      • Cary Deck & Sebastian Ebert & Andreas Richter, 2018. "Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 1-4, May.
   2. Marzia Donno & Marco Magnani & Mario Menegatti, 2020. "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 251-267, June.
   3. Christophe Courbage & Béatrice Rey, 2020. "On temperance and risk spreading," Theory and Decision, Springer, vol. 88(4), pages 527-539, May.
   4. Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers halshs-02100855, HAL.
      • Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
      • Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
      • Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.
   5. Heinzel, Christoph, 2023. "Comparing utility derivative premia under additive and multiplicative risks," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 23-40.
   6. Tomer Shushi, 2018. "Towards a Topological Representation of Risks and Their Measures," Risks, MDPI, vol. 6(4), pages 1-11, November.

3. Christophe Courbage & Henri Louberge & Richard Peter, 2013. "Optimal Prevention for Correlated Risks," Swiss Finance Institute Research Paper Series 13-50, Swiss Finance Institute.

   Cited by:

   1. Annette Hofmann & Richard Peter, 2016. "Self-Insurance, Self-Protection, and Saving: On Consumption Smoothing and Risk Management," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(3), pages 719-734, September.

4. Pauline BARRIEU & Henri LOUBERGE, 2011. "Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints," Swiss Finance Institute Research Paper Series 11-57, Swiss Finance Institute.
   • 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.
   • 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. J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira, 2008. "The Costs and Benefits of Reinsurance," Cahiers de recherche 08-04, HEC Montréal, Institut d'économie appliquée.
      • J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira, 2021. "The costs and benefits of reinsurance," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(2), pages 177-199, April.
      • Cummins, J. David & Dionne, Georges & Gagné, Robert & Nouira, Abdelhakim, 2021. "The costs and benefits of reinsurance," Working Papers 08-1, HEC Montreal, Canada Research Chair in Risk Management.
   2. Cheung, Ka Chun & Phillip Yam, Sheung Chi & Yuen, Fei Lung & Zhang, Yiying, 2020. "Concave distortion risk minimizing reinsurance design under adverse selection," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 155-165.
   3. Susanna Levantesi & Massimiliano Menzietti, 2017. "Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II," Risks, MDPI, vol. 5(2), pages 1-21, May.

5. Pauline Barrieu & Henri Loubergé, 2007. "Hybrid Cat-bonds," Swiss Finance Institute Research Paper Series 07-27, Swiss Finance Institute.
   • Pauline Barrieu & Henri Loubergé, 2009. "Hybrid Cat Bonds," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 547-578, September.

   Cited by:

   1. J. David Cummins & Mary A. Weiss, 2009. "Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk‐Transfer Solutions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 493-545, September.
   2. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
   3. 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.
   4. Stylianos Perrakis & Ali Boloorforoosh, 2018. "Catastrophe futures and reinsurance contracts: An incomplete markets approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(1), pages 104-128, January.
   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. Jeanne, Olivier & Borensztein, Eduardo & Cavallo, Eduardo, 2015. "The Welfare Gains from Macro-Insurance Against Natural Disasters," CEPR Discussion Papers 10915, C.E.P.R. Discussion Papers.
      • Borensztein, Eduardo & Cavallo, Eduardo & Jeanne, Olivier, 2017. "The welfare gains from macro-insurance against natural disasters," Journal of Development Economics, Elsevier, vol. 124(C), pages 142-156.
      • 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.
   7. 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.
   8. 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.
   9. 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.

6. Henri Loubergé & Richard Watt, 2006. "Insuring a risky investment project," Swiss Finance Institute Research Paper Series 06-25, Swiss Finance Institute.
   • Loubergé, Henri & Watt, Richard, 2008. "Insuring a risky investment project," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 301-310, February.

   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.

7. CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane, 2001. "Long-term risk management of nuclear waste : a real options approach," HEC Research Papers Series 767, HEC Paris.
   • 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.
   • Henri Loubergé & Stéphane Villeneuve & Marc Chesney, 2002. "Long-Term Risk Management of Nuclear Waste: A Real Options Approach," Working Papers hal-00594373, HAL.

   Cited by:

   1. Abdullah Almansour and Margaret Insley, 2016. "The Impact of Stochastic Extraction Cost on the Value of an Exhaustible Resource: An Application to the Alberta Oil Sands," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
      • Abdullah Almansour & Margaret Insley, 2016. "The Impact of Stochastic Extraction Cost on the Value of an Exhaustible Resource: An Application to the Alberta Oil Sands," The Energy Journal, , vol. 37(2), pages 61-88, April.
      • 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.
   2. Iyer, Sriya & Velu, Chander, 2006. "Real options and demographic decisions," Journal of Development Economics, Elsevier, vol. 80(1), pages 39-58, June.
   3. 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.
      • Michel-Alexandre Cardin & Steven J. Steer & William J. Nuttall & Geoffrey T. Parks & Leonardo V.N. Gonçalves, 2010. "Minimizing the Cost of Innovative Nuclear Technology Through Flexibility: The Case of a Demonstration Accelerator-Driven Subcritical Reactor Park," Working Papers EPRG 1018, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
   4. Christian Gollier & Jean-Guy Devezeaux de Lavergne, 2001. "Analyse quantitative de la réversibilité du stockage des déchets nucléaires : valorisation des déchets," Économie et Prévision, Programme National Persée, vol. 149(3), pages 1-13.
      • 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.
   5. Lappi, Pauli & Lintunen, Jussi, 2021. "From cradle to grave? On optimal nuclear waste disposal," Energy Economics, Elsevier, vol. 103(C).
   6. 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.
   7. 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.
   8. 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.
   9. Ugo Bardi, 2016. "What Future for the Anthropocene? A Biophysical Interpretation," Biophysical Economics and Resource Quality, Springer, vol. 1(1), pages 1-7, August.
   10. 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.
   11. Bobtcheff, Catherine & Villeneuve, Stéphane, 2010. "Technology choice under several uncertainty sources," European Journal of Operational Research, Elsevier, vol. 206(3), pages 586-600, November.
       • BOBTCHEFF Catherine & VILLENEUVE Stephane, 2006. "Irreversible Investment in Competitive Projects: A New Motive for Waiting to Invest," LERNA Working Papers 06.20.213, LERNA, University of Toulouse.
   12. 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.
   13. 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.

8. Henri LOUBERGÉ, & Harris SCHLESINGER, 2001. "Coping with Credit Risk," FAME Research Paper Series rp36, International Center for Financial Asset Management and Engineering.
   • Henri Loubergé & Harris Schlesinger, 2005. "Coping with credit risk," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 6(2), pages 118-134, April.
   • Louberge, H. & Schlesinger, H., 2001. "Coping with Credit Risk," Papers 36, Manitoba - Department of Economics.

   Cited by:

   1. Gilroy, Bernard Michael & Broll, Udo, 2005. "Managing Credit Risk with Credit Derivatives," MPRA Paper 17678, University Library of Munich, Germany.
      • Udo Broll & B. Michael Gilroy & Elmar Lukas, 2007. "Managing Credit Risk With Credit Derivatives," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-13.
   2. Olivier de LA GRANDVILLE, 2002. "Immunization of Bond Portfolios: Some New Results," FAME Research Paper Series rp40, International Center for Financial Asset Management and Engineering.
   3. Michel A. Habib & Alexandre Ziegler, 2003. "Why Government Bonds Are Sold by Auction and Corporate Bonds by Posted-Price Selling," FAME Research Paper Series rp78, International Center for Financial Asset Management and Engineering.
   4. Leippold, Markus & Trojani, Fabio & Vanini, Paolo, 2004. "A geometric approach to multiperiod mean variance optimization of assets and liabilities," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1079-1113, March.
      • Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002. "A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities," FAME Research Paper Series rp48, International Center for Financial Asset Management and Engineering.
   5. Didier Cossin & Tomas Hricko & Daniel Aunon-Nerin & Zhijiang Huang, 2002. "Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets’ Information Suffcient to Evaluate Credit Risk?," FAME Research Paper Series rp65, International Center for Financial Asset Management and Engineering.
   6. Paul EHLING & Sofia B. RAMOS, 2003. "Geographical versus Industrial Diversification: A Mean Variance Spanning Approach," FAME Research Paper Series rp80, International Center for Financial Asset Management and Engineering.
   7. Pascal BOTTERON & Jean-François CASANOVA, 2003. "Start-ups Defined as Portfolios of Embedded Options," FAME Research Paper Series rp85, International Center for Financial Asset Management and Engineering.
   8. Domenico Cuoco & Hua He & Sergei Issaenko, 2001. "Optimal Dynamic rading Strategies with Risk Limits," FAME Research Paper Series rp60, International Center for Financial Asset Management and Engineering.
   9. Jean-François Bachmann & Guido Bolliger, 2003. "Who are the Best? Local Versus Foreign Analysts on the Latin American Stock Markets," FAME Research Paper Series rp75, International Center for Financial Asset Management and Engineering.
   10. Sofia B. Ramos, 2003. "Competition Between Stock Exchanges: A Survey," FAME Research Paper Series rp77, International Center for Financial Asset Management and Engineering.

9. 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.

10. 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.
    • Marc Chesney & Rajna Gibson & Henri Loubergé, 1995. "Arbitrage Trading and Index Option Trading at Soffex: an Empirical Study Using Daily and Intradaily Data," Working Papers hal-00607604, HAL.

    Cited by:

    1. Hoque, Ariful & Le, Thi & Hasan, Morshadul & Abedin, Mohammad Zoynul, 2024. "Does market efficiency matter for Shanghai 50 ETF index options?," Research in International Business and Finance, Elsevier, vol. 67(PB).
    2. Debaditya Mohanti & P. K. Priyan, 2014. "An Empirical Test of Market Efficiency of Indian Index Options Market Using the Black–Scholes Model and Dynamic Hedging Strategy," Paradigm, , vol. 18(2), pages 221-237, December.
    3. 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.

11. 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. Christoph Heinzel, 2016. "Precautionary Saving in the Large under Higher-Order Risk and Recursive Utility," FOODSECURE Working papers 43, LEI Wageningen UR.
    2. 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.
    3. AJ A. Bostian & Christoph Heinzel, 2016. "Consumption Smoothing and Precautionary Saving under Recursive Preferences," FOODSECURE Working papers 44, LEI Wageningen UR.

12. Garven, J. R. & H. Louberge, "undated". "Reinsurance, Taxes and Efficiency: A Contingent Claims Model of Insurance Market Equilibrium," Working Papers 010, Risk and Insurance Archive.
    • 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.
    • James R. GARVEN & Henri Louberge, 1994. "Reinsurance, Taxes And Efficiency: A Contingent Claims Model Of Insurance Market Equilibrium," Finance 9404001, University Library of Munich, Germany.

    Cited by:

    1. Lockett, Andy & Wright, Mike, 2001. "The syndication of venture capital investments," Omega, Elsevier, vol. 29(5), pages 375-390, October.
    2. 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.
    3. 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.
    4. Muhammed Altuntas & James Garven & Jannes Rauch, 2018. "On the Corporate Demand for Insurance: Evidence From the Global Reinsurance Market," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 21(2), pages 211-242, September.
    5. 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).
    6. 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.
    7. 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. 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.
       • Biener, Christian & Eling, Martin & Jia, Ruo, 2016. "The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope," Working Papers on Finance 1603, University of St. Gallen, School of Finance.
    9. 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.
    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. 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.
    12. 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.
    13. Vincent Y. Chang, 2019. "Does reinsurance purchasing enhance insurers’ competitiveness? Evidence from the U.S. property–liability insurance industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(4), pages 595-623, October.

Articles

1. Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
   • Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
   • Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," Post-Print halshs-01951128, HAL.
   See citations under working paper version above.
2. 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.

   Cited by:

   1. Romain Gauchon & Stéphane Loisel & Jean-Louis Rullière & Julien Trufin, 2020. "Optimal prevention of large risks with two types of claims," Post-Print hal-02314914, HAL.
   2. Richard Peter, 2021. "Who should exert more effort? Risk aversion, downside risk aversion and optimal prevention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1259-1281, June.
   3. Hun Seog, S. & Hong, Jimin, 2022. "Market insurance and endogenous saving with multiple loss states," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
   4. Bastit, Félix & Brunette, Marielle & Montagné-Huck, Claire, 2023. "Pests, wind and fire: A multi-hazard risk review for natural disturbances in forests," Ecological Economics, Elsevier, vol. 205(C).
   5. Richard Peter, 2024. "The economics of self-protection," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 49(1), pages 6-35, March.
   6. Benjamin L. Collier, 2020. "Strengthening Local Credit Markets Through Lender‐Level Index Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(2), pages 319-349, June.
   7. Fraser, Clive D., 2021. "Protection in numbers? Self-protection as a local public good," Journal of Mathematical Economics, Elsevier, vol. 96(C).
   8. Christophe Courbage & Richard Peter & Béatrice Rey, 2022. "Incentive and welfare effects of correlated returns," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(1), pages 5-34, March.
   9. Reichel, Lukas & Schmeiser, Hato & Schreiber, Florian, 2022. "On the optimal management of counterparty risk in reinsurance contracts," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 374-394.
   10. Sarah Bensalem, 2020. "Self-insurance and Non-concave Distortion Risk Measures," Working Papers hal-02936349, HAL.
   11. Sarah Bensalem & Nicolás Hernández Santibáñez & Nabil Kazi-Tani, 2019. "Prevention efforts, insurance demand and price incentives under coherent risk measures," Working Papers hal-01983433, HAL.
   12. Bensalem, Sarah & Santibáñez, Nicolás Hernández & Kazi-Tani, Nabil, 2020. "Prevention efforts, insurance demand and price incentives under coherent risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 369-386.
   13. Mario Menegatti, 2021. "Subsidizing risk prevention," Journal of Economics, Springer, vol. 134(2), pages 175-193, October.
   14. Sebastian Ebert, 2021. "Prudent Discounting: Experimental Evidence On Higher Order Time Risk Preferences," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(4), pages 1489-1511, November.

3. 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.

   Cited by:

   1. Henri Loubergé, 2021. "Tribute to Orio," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(2), pages 293-300, April.

4. 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. Julián Caballero, 2020. "Corporate dollar debt and depreciations: all's well that ends well?," BIS Working Papers 879, Bank for International Settlements.
      • Caballero, Julián, 2021. "Corporate dollar debt and depreciations: All’s well that ends well?," Journal of Banking & Finance, Elsevier, vol. 130(C).
   2. Anna Boldizsár & Zalán Kocsis & Zsuzsa Nagy-Kékesi & Gábor Sztanó, 2020. "FX Forward Market in Hungary: General Characteristics and Impact of the COVID Crisis," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 19(3), pages 5-51.
   3. Jorge Fernández B. & M. Ignacia Valencia B. & Francisco Vásquez L., 2019. "Descalce cambiario del sector corporativo no financiero chileno y su efecto en resultados," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 22(1), pages 102-130, April.
   4. 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.
   5. 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.
   6. Huimin Guo & Zheyao Pan & Gary Gang Tian, 2021. "State ownership and the risk‐reducing effect of corporate derivative use: Evidence from China," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(5-6), pages 1092-1133, May.
   7. Wenqi Luo & Jiexian Cheng, 2023. "Transition to sustainable business models for green economic recovery: role of financial literacy, innovation and environmental sustainability," Economic Change and Restructuring, Springer, vol. 56(6), pages 3787-3810, December.
   8. Kim, Soon Sung & Chung, Jaiho & Hwang, Joon Ho & Pyun, Ju Hyun, 2020. "The effectiveness of foreign debt in hedging exchange rate exposure: Multinational enterprises vs. exporting firms," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
   9. 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.
   10. 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.
   11. Fang, Wei & Liu, Zhen & Surya Putra, Ahmad Romadhoni, 2022. "Role of research and development in green economic growth through renewable energy development: Empirical evidence from South Asia," Renewable Energy, Elsevier, vol. 194(C), pages 1142-1152.
   12. Du, Jiangze & Wang, Jying-Nan & Hsu, Yuan-Teng & Lai, Kin Keung, 2018. "The importance of hedging currency risk: Evidence from CNY and CNH," Economic Modelling, Elsevier, vol. 75(C), pages 81-92.

5. 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.
   • 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.
   • Pauline BARRIEU & Henri LOUBERGE, 2011. "Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints," Swiss Finance Institute Research Paper Series 11-57, Swiss Finance Institute.
   See citations under working paper version above.
6. Pauline Barrieu & Henri Loubergé, 2009. "Hybrid Cat Bonds," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 547-578, September.
   • Pauline Barrieu & Henri Loubergé, 2007. "Hybrid Cat-bonds," Swiss Finance Institute Research Paper Series 07-27, Swiss Finance Institute.
   See citations under working paper version above.
7. Loubergé, Henri & Watt, Richard, 2008. "Insuring a risky investment project," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 301-310, February.
   • Henri Loubergé & Richard Watt, 2006. "Insuring a risky investment project," Swiss Finance Institute Research Paper Series 06-25, Swiss Finance Institute.
   See citations under working paper version above.
8. 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.
   • CHESNEY, Marc & LOUBERGE, Henri & VILLENEUVE, Stéphane, 2001. "Long-term risk management of nuclear waste : a real options approach," HEC Research Papers Series 767, HEC Paris.
   • Henri Loubergé & Stéphane Villeneuve & Marc Chesney, 2002. "Long-Term Risk Management of Nuclear Waste: A Real Options Approach," Working Papers hal-00594373, HAL.
   See citations under working paper version above.
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.

   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. 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.
      • Eckhard Platen & David Taylor, 2016. "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Papers 1610.09875, arXiv.org.
   3. Y. Esmaeelzade Aghdam & A. Neisy & A. Adl, 2024. "Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 423-435, January.
   4. Ivan Damnjanovic & Zafer Aslan & John Mander, 2010. "Market‐Implied Spread for Earthquake CAT Bonds: Financial Implications of Engineering Decisions," Risk Analysis, John Wiley & Sons, vol. 30(12), pages 1753-1770, December.
   5. 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.
   6. 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.
   7. Chang Carolyn W. & Feng Yalan, 2021. "Hurricane Bond Price Dependency on Underlying Hurricane Parameters," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 15(1), pages 1-21, January.
   8. Ben Ammar, Semir & Braun, Alexander & Eling, Martin, 2015. "Alternative Risk Transfer and Insurance-Linked Securities: Trends, Challenges and New Market Opportunities," I.VW HSG Schriftenreihe, University of St.Gallen, Institute of Insurance Economics (I.VW-HSG), volume 56, number 56.
   9. Braun, Alexander, 2011. "Pricing catastrophe swaps: A contingent claims approach," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 520-536.
   10. Zac J. Taylor, 2020. "The real estate risk fix: Residential insurance-linked securitization in the Florida metropolis," Environment and Planning A, , vol. 52(6), pages 1131-1149, September.
   11. Riza Andrian Ibrahim & Sukono & Herlina Napitupulu & Rose Irnawaty Ibrahim, 2024. "Earthquake Bond Pricing Model Involving the Inconstant Event Intensity and Maximum Strength," Mathematics, MDPI, vol. 12(6), pages 1-21, March.
   12. Fabio Pizzutilo & Elisabetta Venezia, 2018. "Are catastrophe bonds effective financial instruments in the transport and infrastructure industries? Evidence from international financial markets," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(2), pages 256-267, April.
   13. 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.
   14. Riza Andrian Ibrahim & Sukono & Herlina Napitupulu, 2022. "Multiple-Trigger Catastrophe Bond Pricing Model and Its Simulation Using Numerical Methods," Mathematics, MDPI, vol. 10(9), pages 1-17, April.
   15. Sukono & Riza Andrian Ibrahim & Moch Panji Agung Saputra & Yuyun Hidayat & Hafizan Juahir & Igif Gimin Prihanto & Nurfadhlina Binti Abdul Halim, 2022. "Modeling Multiple-Event Catastrophe Bond Prices Involving the Trigger Event Correlation, Interest, and Inflation Rates," Mathematics, MDPI, vol. 10(24), pages 1-18, December.

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.

    Cited by:

    1. Anatoliy Swishchuk, 2021. "Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models," Risks, MDPI, vol. 9(6), pages 1-13, June.

11. 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.
    • Garven, J. R. & H. Louberge, "undated". "Reinsurance, Taxes and Efficiency: A Contingent Claims Model of Insurance Market Equilibrium," Working Papers 010, Risk and Insurance Archive.
    • James R. GARVEN & Henri Louberge, 1994. "Reinsurance, Taxes And Efficiency: A Contingent Claims Model Of Insurance Market Equilibrium," Finance 9404001, University Library of Munich, Germany.
    See citations under working paper version above.
12. 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.

13. 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.

    Cited by:

    1. Benlagha, Noureddine & Hemrit, Wael, 2020. "Internet use and insurance growth: evidence from a panel of OECD countries," Technology in Society, Elsevier, vol. 62(C).
    2. J. Francois Outreville, 2014. "Risk Aversion, Risk Behavior, and Demand for Insurance: A Survey," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 37(2), pages 158-186.
    3. Henri LOUBERGE & Harris SCHLESINGER, 1999. "Optimal Catastrophe Insurance with Multiple Catastrophes," FAME Research Paper Series rp7, International Center for Financial Asset Management and Engineering.
    4. Emily Norman Zietz, 2003. "An Examination of the Demand for Life Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 6(2), pages 159-191, September.
    5. 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.
    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.

14. 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. 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.
    2. Michael Theil, 2003. "The Value of Personal Contact in Marketing Insurance: Client Judgments of Representativeness and Mental Availability," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 6(2), pages 145-157, September.
    3. Emily Norman Zietz, 2003. "An Examination of the Demand for Life Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 6(2), pages 159-191, September.
    4. 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.
    5. 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.
    6. 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, December.
    7. 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.
    8. Peter N, Bell, 2014. "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper 54394, University Library of Munich, Germany.
    9. Peter Zweifel, 2021. "Bridging the gap between risk and uncertainty in insurance," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(2), pages 200-213, April.

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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 8 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 (5) 2007-12-01 2015-07-11 2017-04-23 2019-04-22 2019-05-13. Author is listed
2. NEP-UPT: Utility Models and Prospect Theory (5) 2017-02-12 2017-04-23 2017-04-30 2019-04-22 2019-05-13. Author is listed
3. NEP-IAS: Insurance Economics (2) 2007-12-01 2015-07-11
4. NEP-MIC: Microeconomics (2) 2005-04-16 2019-04-22
5. NEP-BAN: Banking (1) 2015-07-11
6. NEP-FIN: Finance (1) 2005-04-16
7. NEP-FMK: Financial Markets (1) 2007-12-01
8. NEP-ORE: Operations Research (1) 2019-04-22

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