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Bernard, Carole's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,666 |
Total
Citations
88 |
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1.
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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01 Apr 09
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Last Revised:
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23 May 11
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1,998
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7
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Madoff, split-strike conversion strategy, performance measurement
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2.
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Gornall, William
University of Waterloo
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07 Mar 08
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Last Revised:
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29 Jan 12
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770
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4
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Household finance, structured products, retail investor, locally-capped contracts
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3.
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Bernard, Carole
University of Waterloo Cui, Zhenyu
University of Waterloo
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19 May 10
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Last Revised:
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24 Jan 12
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585
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Stochastic volatility, Volatility derivative, timer option, quadratic variation, correlation, Heston model, Hull and White model.
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4.
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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11 Jul 09
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Last Revised:
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24 Jan 12
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468
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48
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Parisian Options, Monte Carlo, Discrete Monitoring, Control Variate, Early Exercise, Executive Stock Options, Mr. Thain.
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5.
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Bernard, Carole
University of Waterloo Ghossoub, Mario
University of Montreal
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30 Apr 09
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Last Revised:
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19 Jul 10
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445
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9
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Cumulative Prospect Theory, Portfolio Choice, Behavioral Finance, Omega Measure
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6.
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Explicit Representation of Cost-Efficient Strategies
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Versions (2)
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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Posted:
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30 Jul 10
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Last Revised:
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18 Apr 13
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429
(31,115)
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4
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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122
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4
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Stochastic Dominance, Efficiency Cost, Expected Utility Optimization, Portfolio Choice
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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30 Jul 10
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Last Revised:
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18 Apr 13
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307
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Law-invariant increasing preferences, Stochastic Dominance, Expected Utility, State-dependent preferences, Copulas
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7.
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Bernard, Carole
University of Waterloo Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Quittard-Pinon, Francois
University of Lyon 1
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26 Mar 05
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Last Revised:
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14 Apr 10
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301
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1
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Change of Numéraire, HJM model, Barrier Option, Markovian Approximation
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8.
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Bernard, Carole
University of Waterloo Maj, Mateusz
Free University of Brussels (VUB) - Faculty of Economic, Social and Political Sciences Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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14 Apr 10
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Last Revised:
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07 Dec 11
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298
(48,567)
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2
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cost-efficiency, optimal design, Black-Scholes
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9.
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Bernard, Carole
University of Waterloo Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Gornall, William
University of Waterloo
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247
(59,922)
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Asian options, Tse and Mok formula, pricing
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10.
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Bernard, Carole
University of Waterloo Brechmann, Eike Christian
Technische Universität München (TUM) Czado, Claudia
Technische Universität München (TUM)
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245
(60,746)
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11.
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Bernard, Carole
University of Waterloo He, Xue Dong
Columbia University - Department of Industrial Engineering and Operations Research Yan, Jia-an
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences Zhou, Xun Yu
Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
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11 Jul 11
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Last Revised:
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11 Dec 12
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241
(61,490)
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optimal insurance design, rank-dependent expected utility, inverse-S shaped probability distortion, indemnity, quantile formulation, deductible
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12.
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Bernard, Carole
University of Waterloo Ludkovski , Mike
University of California, Santa Barbara
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07 Jan 11
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Last Revised:
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24 Jan 12
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218
(68,437)
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Optimal Insurance Design, Multiplicative background risk, Counterparty risk, Reinsurance market, Stop-loss Insurance
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13.
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Bernard, Carole
University of Waterloo Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Quittard-Pinon, Francois
University of Lyon 1
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17 Jan 06
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Last Revised:
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27 Dec 10
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188
(79,385)
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Participating Contracts, Safety Loading, Default Risk, Interest Rate Risk, Market Value, Fair Value Principle, Premium Principle, Equity Default Swap
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14.
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Bernard, Carole
University of Waterloo Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Quittard-Pinon, Francois
University of Lyon 1
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| Posted: |
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30 Jan 06
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Last Revised:
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01 Mar 10
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160
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1
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Participating Life Insurance Policies, Contingent Claims Valuation, Default Risk, Stochastic Interest Rates, Dubins-Schwarz theorem
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15.
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Bernard, Carole
University of Waterloo Jiang, Xiao
University of Waterloo Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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| Posted: |
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13 Feb 12
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Last Revised:
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11 May 12
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141
(103,246)
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bounds, copulas, Frechet Hoeffding bounds, quasi-copula, optimal investment, state dependent constraints
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16.
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Bernard, Carole
University of Waterloo Cui, Zhenyu
University of Waterloo
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140
(103,842)
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Exchange options, Stochastic interest rates
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17.
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Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Bernard, Carole
University of Waterloo Quittard-Pinon, Francois
University of Lyon 1
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133
(108,470)
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3
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18.
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Bernard, Carole
University of Waterloo Cui, Zhenyu
University of Waterloo McLeish, Don
affiliation not provided to SSRN
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126
(113,407)
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Characteristic function, Monte Carlo, Option pricing, Parisian option, Heston model
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19.
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Bernard, Carole
University of Waterloo Cui, Zhenyu
University of Waterloo
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115
(122,001)
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1
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Discrete variance swaps, Heston model, Hull-White model
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20.
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Financial Bounds for Insurance Claims
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Bernard, Carole
University of Waterloo Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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Posted:
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23 Aug 11
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Last Revised:
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11 Feb 12
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114
(122,817)
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Bernard, Carole
University of Waterloo Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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| Posted: |
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13 Oct 11
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Last Revised:
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11 Feb 12
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114
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Cost-efficiency, Jensen’s inequality, Fréchet bounds, Indifference pricing
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Bernard, Carole
University of Waterloo Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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| Posted: |
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23 Aug 11
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Last Revised:
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09 Feb 12
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0
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21.
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Bernard, Carole
University of Waterloo Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
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83
(152,707)
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Mean-variance, Fraud detection, Optimal portfolio, Correlation constraints
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22.
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Bernard, Carole
University of Waterloo Cui, Zhenyu
University of Waterloo McLeish, Don
affiliation not provided to SSRN
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80
(156,212)
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Moment explosion, Heston model, Asymptotics for large maturity, Essential smoothness, Large deviations principle
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23.
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Bernard, Carole
University of Waterloo Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
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77
(159,954)
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1
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Executive stock options, Parisian options, Optimal compensation
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24.
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Bernard, Carole
University of Waterloo
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50
(200,328)
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reinsurance market, optimal design, insurance policies, intermediation, risk management, risk sharing, basis risk, moral hazard, securitization, reinsurance premium
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25.
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Bernard, Carole
University of Waterloo Hardy, Mary R.
University of Waterloo MacKay, Anne
University of Waterloo
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11
(306,905)
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Variable annuities, pricing, GMMB, GMDB
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26.
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Bernard, Carole
University of Waterloo Tian, Weidong
University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration
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3
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4
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