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

11

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3,593

SSRN CITATIONS
Rank 35,945

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Top 35,945

in Total Papers Citations

9

CROSSREF CITATIONS

19

Scholarly Papers (11)

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 1,455 (25,047)
Citation 2

Abstract:

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2.

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 706 (69,158)
Citation 4

Abstract:

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

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 525 (100,436)
Citation 4

Abstract:

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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 352 (159,634)
Citation 1

Abstract:

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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 227 (250,033)

Abstract:

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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 95 (506,731)

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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 91 (520,706)

Abstract:

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risk apportionment, superadditivity, RA-n utility premium

8.

Developments in Risk and Insurance Economics: The Past 50 Years

Number of pages: 100 Posted: 25 Mar 2024
Henri Loubergé and Georges Dionne
University of Geneva - Geneva School of Economics and Management and HEC Montreal - Department of Finance
Downloads 53 (696,389)
Citation 1

Abstract:

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Insurance economics, optimal insurance protection, optimal self-protection, insurance pricing, insurance demand, economics of risk and uncertainty, financial economics, risk management, asymmetric information, insurance markets, climate finance

9.

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 46 (740,397)
Citation 1

Abstract:

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risk apportionment, superadditivity, RA-n utility premium

10.

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 43 (760,966)

Abstract:

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

11.

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