Henri Loubergé

University of Geneva - Geneva School of Economics and Management

Professor Emeritus

Uni Mail

Bd du Pont-d'Arve 40

Geneva, 1211

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 17,474

SSRN RANKINGS

Top 17,474

in Total Papers Downloads

3,122

SSRN CITATIONS
Rank 19,159

SSRN RANKINGS

Top 19,159

in Total Papers Citations

12

CROSSREF CITATIONS

39

Scholarly Papers (10)

1.

Coping with Credit Risk

Number of pages: 20 Posted: 13 Jun 2001
Henri Loubergé and Harris Schlesinger
University of Geneva - Geneva School of Economics and Management and University of Alabama
Downloads 1,413 (14,858)
Citation 2

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2.
Downloads 644 ( 45,879)
Citation 20

Hybrid Cat-Bonds

Swiss Finance Institute Research Paper No. 07-27
Number of pages: 26 Posted: 10 Oct 2007
Pauline M. Barrieu and Henri Loubergé
London School of Economics & Political Science (LSE) and University of Geneva - Geneva School of Economics and Management
Downloads 640 (45,631)
Citation 4

Abstract:

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Risk management, Risk transfer, Catastrophes, Risk measures, Reinsurance, Optimal design

Hybrid Cat Bonds

Journal of Risk and Insurance, Vol. 76, Issue 3, pp. 547-578, September 2009
Number of pages: 32 Posted: 13 Oct 2009
Pauline M. Barrieu and Henri Loubergé
London School of Economics & Political Science (LSE) and University of Geneva - Geneva School of Economics and Management
Downloads 4 (727,482)
Citation 8
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3.

International Stock Market Correlations: A Sectoral Approach

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 41 Posted: 13 Dec 2007
Philipp Fasnacht and Henri Loubergé
University of Geneva and University of Geneva - Geneva School of Economics and Management
Downloads 423 (77,653)
Citation 4

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4.

Reinsurance and Securitisation of Life Insurance Risk: The Impact of Regulatory Constraints

Swiss Finance Institute Research Paper No. 11-57
Number of pages: 31 Posted: 28 Nov 2011
Pauline M. Barrieu and Henri Loubergé
London School of Economics & Political Science (LSE) and University of Geneva - Geneva School of Economics and Management
Downloads 297 (115,860)

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reinsurance, risk sharing, risk measures, longevity risk, insurance-linked securities

5.

Insuring a Risky Investment Project

Swiss Finance Institute Research Paper No. 25
Number of pages: 25 Posted: 26 Nov 2006
Henri Loubergé and Richard Watt
University of Geneva - Geneva School of Economics and Management and University of Canterbury - Economics and Finance
Downloads 203 (169,057)

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insurance coverage, risk aversion, normality, Giffen good, actuarially fair premium

6.

On the Demand for Budget Constrained Insurance

Number of pages: 42 Posted: 14 Apr 2005
Richard Watt and Henri Loubergé
Universidad Autonoma de Madrid and University of Geneva - Geneva School of Economics and Management
Downloads 67 (377,756)

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insurance coverage, risk aversion, normality, Giffen good, actuarially fair premium

7.

On the Shape of Non-Monetary Measures for Risks

Swiss Finance Institute Research Paper No. 16-77
Number of pages: 17 Posted: 20 Dec 2016 Last Revised: 04 Jan 2017
Christophe Courbage, Henri Loubergé and Béatrice Rey
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), University of Geneva - Geneva School of Economics and Management and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 38 (483,894)

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risk apportionment, superadditivity, RA-n utility premium

8.

On the Properties of Non-Monetary Measures for Risks

GATE, WP 1710 – February 2017
Number of pages: 17 Posted: 20 Feb 2017
Christophe Courbage, Henri Loubergé and Béatrice Rey
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), University of Geneva - Geneva School of Economics and Management and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 22 (570,775)
Citation 1

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risk apportionment, superadditivity, RA-n utility premium

9.

New Results for Additive and Multiplicative Risk Apportionment

GATE Working Paper Series WP 1915 - April 2019
Number of pages: 18 Posted: 16 May 2019
Henri Loubergé, Yannick Malevergne and Béatrice Rey
University of Geneva - Geneva School of Economics and Management, Université Paris I Panthéon-Sorbonne - Laboratoire PRISM and University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE)
Downloads 15 (617,098)

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Additive Risks, Constant Relative Risk Aversion, Multiplicative Risks, Preserved Preference Ranking, Risk Apportionment

Optimal Prevention for Multiple Risks

Journal of Risk and Insurance, Vol. 84, Issue 3, pp. 899-922, 2017
Number of pages: 24 Posted: 15 Aug 2017
Christophe Courbage, Henri Loubergé and Richard Peter
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), University of Geneva - Geneva School of Economics and Management and University of Iowa
Downloads 0
Citation 1
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Optimal Prevention for Multiple Risks

Journal of Risk and Insurance (Forthcoming)
Posted: 22 Aug 2013 Last Revised: 21 Jan 2017
Christophe Courbage, Henri Loubergé and Richard Peter
Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), University of Geneva - Geneva School of Economics and Management and University of Iowa

Abstract:

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self-protection, multiple risks, correlation