Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
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Vol. 27 – No. 2 / December 2002<br />
<strong>The</strong> <strong>Geneva</strong> Risk and Insurance Review<br />
� Reinsuring Climatic Risk Using Optimally Designed Weather Bonds, by Pauline Barrieu and<br />
Nicole Ei Karoui<br />
� Risk Mutualization and Competition in Insurance Market, by Marie-Cécile Fagart,<br />
Nathalie Fombaron and Meglena Jeleva<br />
� On the Judgement Pro<strong>of</strong> Problem, by Richard Macminn<br />
� <strong>The</strong> Pricing <strong>of</strong> Event Risks with Parameter Uncertainty, by Kenneth A. Froot and<br />
Steven E. Posner<br />
Vol. 27 – No. 1 / June 2002<br />
� Experimental Economics and the <strong>The</strong>ory <strong>of</strong> Decision Making Under Risk and Uncertainty,<br />
by John D. Hey<br />
� On the Observability <strong>of</strong> Plans in Dynamic Choice Problems Involving Risk: Comment about J.<br />
Hey, by Marc Willinger<br />
� Stochastic Dominance and Conditional Expection – An Insurance <strong>The</strong>oretical Approach,<br />
by Anders Borglin and Hans Keiding<br />
� More on Properness: <strong>The</strong> case <strong>of</strong> Mean-Variance Preferences, by Fatma Lajeri-Chaherli<br />
� Asymptotic Fairness <strong>of</strong> Bonus-Malus Systems and Optimal Scales <strong>of</strong> Premiums,<br />
by A.Heras, J.L.Vilar and J.A.Gil<br />
Vol. 26 – No. 3 / December 2001<br />
� On the Characterisation <strong>of</strong> Investor Preferences by Changes in Wealth,<br />
by Christian S. Pedersen and Stephen E. Satchell<br />
� <strong>The</strong> Valuation <strong>of</strong> Insurance under Uncertainty: Does Information about Probability Matter?,<br />
by Carmela Di Mauro and Anna Maffioletti<br />
� Public Versus Private Insurance with Dual <strong>The</strong>ory: A Political Economy Argument,<br />
by Jean Hindriks<br />
Vol. 26 – No. 2 / December 2001<br />
� A Value at Risk Approach to Background Risk, by Elisa Luciano, Robert Kast<br />
� On Micr<strong>of</strong>oundations <strong>of</strong> the Dual <strong>The</strong>ory <strong>of</strong> Choice, by Sergei Guriev<br />
� Diffidence <strong>The</strong>orem, State-Dependent Preferences, and DARA, by Georges Dionne,<br />
Marie-Gloriose Ingabire<br />
� Finding Pareto Optimal Insurance Contracts, by Y.M. Ermoliev, S.D. Flåm<br />
Vol. 26 – No. 1 / June 2001<br />
� Social Security with Heterogeneous Populations Subject to Demographic Shocks,<br />
by Gabrielle Demange and Guy Laroque<br />
� A General <strong>The</strong>orem on the Comparative Statics <strong>of</strong> Changes in Risk, by Arthur Hau<br />
� Self-Insurance, Self-Protection and Market Insurance within the Dual <strong>The</strong>ory <strong>of</strong> Choice,<br />
by Christophe Courbage<br />
� A Finite Difference Approach to the Valuation <strong>of</strong> Path Dependent Life Insurance Liabilities,<br />
by Bjarke Jensen, Peter Lochte Jorgensen and Anders Grosen<br />
Vol. 25 – No. 2 / December 2000<br />
� Genetic Screening and Price Discrimination in Insurance Markets, by Michael Hoy and<br />
Peter Lambert<br />
� Exclusions and the Demand for Porperty Insurance, by Rod Garratt and John M. Marshall<br />
� Equilibrium in Competitive Insurance Markets Under Adverse Selection and Yaari’s Dual<br />
<strong>The</strong>ory <strong>of</strong> Risk, by Virginia R. Young and Mark J. Brown<br />
� Centralizing Insurance Fraud Investigation, by M. Martin Boyer<br />
� Self-Protection, Information and the Precautionary Principle, by Giovanni Immordino<br />
Vol. 25 – No. 1 / September 2000<br />
� Editor’s Note, by Louis Eeckhoudt<br />
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