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

  • University of Geneva - Geneva School of Economics and Management

  • Swiss Finance Institute

SCHOLARLY PAPERS

10

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3,122

SSRN CITATIONS
Rank 19,159

SSRN RANKINGS

Top 19,159

in Total Papers Citations

12

CROSSREF CITATIONS

39

Scholarly Papers (10)

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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.

Hybrid Cat-Bonds

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

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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

10.

Optimal Prevention for Multiple Risks

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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
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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

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self-protection, multiple risks, correlation