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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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