Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
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<strong>The</strong> <strong>Geneva</strong> Risk and Insurance Review<br />
� Pooling and Separating Equilibria in Insurance Markets with Adverse Selection and Distribution<br />
Costs, by Marie Allard, Jean-Paul Cresta and Jean-Charles Rochet<br />
� Explaining Insurance Policy Provisions via Adverse Selection, by Virginia R. Young and<br />
Mark J. Browne<br />
� Full Insurance, Bayesian Updated Premiuns, and Adverse Selection, by Richard Watt and<br />
Francisco J. Vasquez<br />
� Imperfect Agency and the Regulation <strong>of</strong> Hospitals, by Mattias Lundbäck<br />
Vol. 22 – No. 1 / June 1997<br />
� <strong>The</strong> Design <strong>of</strong> Optimal Insurance Contracts: A Topological Approach, by Sandrine Spaeter and<br />
Patrick Roger<br />
� Prudence, Demand Uncertainty, Background Risk, and the Law <strong>of</strong> Supply: A Non-Expected<br />
Utility Approach to the Firm, by Fanny Demers and Michel Demers<br />
� An Option-Princing Approach to the Costs <strong>of</strong> Expert Credit Insurance, by Sebastian T. Schich<br />
� First-Order Approach to Principal-Agent Problems: A Generalization, by Eskander Alvi<br />
Vol. 21 – No. 2 / December 1996<br />
� <strong>The</strong> Values <strong>of</strong> Insurance Companies Under Different Uncertain Portfolios, by Knut K. Aase and<br />
Isaac Meilijson<br />
� Risk Aversion with State Dependent Preferences in the Rank-Dependent Expected Utility<br />
<strong>The</strong>ory, by W. Henry Chiu<br />
� Investment Under Demand Uncertainty: <strong>The</strong> Newsboy Problem Revisited, by Georges Dionne<br />
and Tahar Mounsif<br />
� Consumer Risk Perceptions and Information in Insurance Markets with Adverse Selection,<br />
by James A. Ligon and Paul D. Thistle<br />
Vol. 21 – No. 1 / June 1996<br />
SPECIAL ISSUE ON INSURANCE AND FINANCIAL RISK MANAGEMENT<br />
GUEST EDITORS: HENRI LOUBERGé AND MARTI G. SUBRAHMANYAM<br />
� Introductory Note, by Henri Loubergé<br />
� <strong>The</strong> Term Structure <strong>of</strong> Interest Rates: Alternative Approaches and <strong>The</strong>ir Implications for the<br />
Valuation <strong>of</strong> Contingent Claims, by Marti G. Subrahmanyam<br />
� Some Remarks on Modeling the Term Structure <strong>of</strong> Interest Rates, by Günter Franke<br />
� Exotic Unit-Linked Life Insurance Contracts, by Steinar Ekern and Svein-Arne Persson<br />
� Uniqueness <strong>of</strong> the Fair Premium for Equity-Linked Life Insurance Contracts,<br />
by J. Aase Nielsen and Klaus Sandmann<br />
� Optimal Dynamic Hedging in Incomplete Future Markets, by Abraham Lioui,<br />
Pascal Nguyen Duc Trong, and Patrice Poncet<br />
� Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices,<br />
by Sun Heun Yoon and Sumon C. Mazumdar<br />
Vol. 20 – No. 2 / December 1995<br />
� Insurance and Catastrophes, by Richard Zeckhauser<br />
� Insurance and Catastrophes: <strong>The</strong> Changing Role <strong>of</strong> the Liability System, by W.Kip Viscusi<br />
� Insurance and Catastrophes: Comment, by Henri Loubergé<br />
� Insurance and Catastrophes: Comment, by Christian Gollier<br />
� Beneficial Changes in Random Variables via Copulas: An Application to Insurance,<br />
by Luisa Tibiletti<br />
� Demand for Insurance in a Portfolio Setting, by Jack Meyer and Michael B. Ormiston<br />
� A Note on Increased Probability <strong>of</strong> Loss and the Demand for Insurance,<br />
by You-Song Jang and Josef Hadar<br />
Vol. 20 – No. 1 / June 1995<br />
SPECIAL ISSUE ON NON-EXPECTED UTILITY AND RISK MANAGEMENT.<br />
GUEST EDITORS: CHRISTIAN GOLLIER AND MARK J. MACHINA<br />
� Editor’s Note, by Harris Schlesinger<br />
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