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Mohamed Mnasri

HEC Montreal

SCHOLARLY PAPERS

8

DOWNLOADS

832

TOTAL CITATIONS

1

Scholarly Papers (8)

1.

Consolidation of the US Property and Casualty Insurance Industry: Is Climate Risk a Causal Factor for Mergers and Acquisitions?

Number of pages: 110 Posted: 25 Feb 2023 Last Revised: 13 Jun 2023
Georges Dionne, Akouété Fenou and Mohamed Mnasri
HEC Montreal - Department of Finance, HEC Montreal - Department of Finance and HEC Montreal
Downloads 241 (324,656)
Citation 1

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Mergers and acquisition, US insurance industry, property and casualty insurance, life insurance, health insurance, climate risk, capital management, reinsurance, ILS, CAT bonds, premium management, risk regulation.

2.

The Effect of Inflation on US Insurance Markets 

Number of pages: 80 Posted: 23 Apr 2025
Georges Dionne, Akouété Fenou and Mohamed Mnasri
HEC Montreal - Department of Finance, HEC Montreal - Department of Finance and HEC Montreal
Downloads 151 (524,371)

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Inflation, US insurance industry, Markov model, COVID-19 pandemic, Life insurance, P&C insurance, AM Best

Determinants and Real Effects of Joint Hedging an Empirical Analysis of the Us Petroleum Industry

Number of pages: 54 Posted: 05 Sep 2022
Georges Dionne, Rayane El Hriki and Mohamed Mnasri
HEC Montreal - Department of Finance, HEC Montreal and HEC Montreal
Downloads 58 (1,006,630)

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Joint hedging, enterprise risk management, oil price, gas price, hedging intensity, bivariate probit, causality, firm value

4.

Insurers' M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor?

Number of pages: 81 Posted: 25 Mar 2024
Georges Dionne, Akouété Fenou and Mohamed Mnasri
HEC Montreal - Department of Finance, HEC Montreal - Department of Finance and HEC Montreal
Downloads 118 (608,822)

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Merger and acquisition, life insurance, nonlife insurance, US insurance market, DID methodology, SDID model, quantitative easing monetary policy, life insurance annuity, variable annuity, risk management C21, D40, D80, G14, G22, G34

5.

Determinants and Real Effects of Joint Hedging: An Empirical Analysis of Us Oil and Gas Producers

Energy Economics, volume 124, 2023[10.1016/j.eneco.2023.106801]
Number of pages: 79 Posted: 31 May 2023 Last Revised: 03 Oct 2025
Georges Dionne, Rayane El Hraiki and Mohamed Mnasri
HEC Montreal - Department of Finance, HEC Montreal and HEC Montreal
Downloads 96 (725,554)

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Joint hedging, enterprise risk management, oil price, gas price, hedging intensity, bivariate probit, causality, firm value.

6.

COVID-19, US Macroeconomic Tail Risk, And Inflation Forecasts

Number of pages: 46 Posted: 16 Sep 2025
HEC Montreal, HEC Montreal - Department of Finance, HEC Montreal - HEC Montreal and HEC Montreal - Department of Finance
Downloads 85 (803,225)

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BVAR, t-distribution, Inflation Forecast, Macroeconomic Tail Risk, Stochastic Volatility, Phillips Curve, COVID-19

7.

The effect of inflation on US insurance markets: A Markov-switching model analysis

Number of pages: 77 Posted: 28 Apr 2025 Last Revised: 28 Nov 2025
Georges Dionne, Akouété Fenou and Mohamed Mnasri
HEC Montreal - Department of Finance, HEC Montreal - Department of Finance and HEC Montreal
Downloads 70 (916,100)

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Inflation, US insurance industry, Markov model, COVID-19 pandemic

8.

The effect of inflation on US insurance markets A Markov-switching model analysis

Number of pages: 34 Posted: 22 Apr 2026
HEC Montreal - Department of Finance, HEC Montreal and HEC Montreal
Downloads 13 (1,541,665)

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Inflation, US insurance industry, Markov model, MS-GARCH model, COVID-19 inflation