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Developments in Risk and Insurance Economics: the Past 25 Years.

Louberge, H. - Geneva School of Economics and Management, Université … - 1998

were only possible because steady advances were made in the economics of risk and uncertainty and in financial theory. …

Persistent link: https://www.econbiz.de/10005780560

Terms-of-Trade Uncertainty and the Distribution of Income.

Appelbaum, E.; Kohli, U. - Geneva School of Economics and Management, Université … - 1993

Persistent link: https://www.econbiz.de/10005780565

Environmental Protection: The Market or the State? Self Regulation versus Institutional Change.

Burgenmeier, B; Butare, T. - Geneva School of Economics and Management, Université … - 1994

Persistent link: https://www.econbiz.de/10005780566

Uncertainty and Global Warming Policy.

Baranzini, A.; Chesney, M.; Morisset, J. - Geneva School of Economics and Management, Université … - 1994

Persistent link: https://www.econbiz.de/10005780570

Long Term Risk Management of Nuclear Waste: a Contingent Claim Analysis.

Chesney, M.; Louberge, H.; Villeneuve, S. - Geneva School of Economics and Management, Université … - 1999

In this paper, we investigate the optimal timing and location for deep geological disposal of nuclear waste. Our model is based on the real options approach to investment under uncertainty. In this context, the problem is similar to the optimal exercise policy for a perpetual American spread option.

Persistent link: https://www.econbiz.de/10005780574

Multivariate Risk Premium and its Relation to Partial Multivariate Risk Premiums

Courbage, C. - Geneva School of Economics and Management, Université … - 1998

In this paper, we present a version of the multivariate risk premium for additive risks and the necessary and … sufficient conditions to compare global attitudes towards multivariate risk. The link between this risk premium and well …-known partial multivariate risk premiums is then investigated. …

Persistent link: https://www.econbiz.de/10005780580

How to Diversify Internationally? A Comparison of Conditional and Unconditional Asset Allocation Methods.

Barras, L.; Isakov, D. - Geneva School of Economics and Management, Université … - 2001

internationally because of the larger potential for risk reduction stemming, from the lower correlation existing between assets of …

Persistent link: https://www.econbiz.de/10005478993

An Economists View on Risk Perceptions for Severe Accidents.

Louberge, H. - Geneva School of Economics and Management, Université … - 1994

Persistent link: https://www.econbiz.de/10005486625

Market Insurance, Self-Insurance and Self-Protection -an Analysis Under the Dual Theory of Choice.

Courbage, C. - Geneva School of Economics and Management, Université … - 1999

hypothesis. In particular, background risk, non-reliability, insolvency and asymmetric information are considered. …

Persistent link: https://www.econbiz.de/10005486627

Efficiency and the Risk Premium in the Forward Exchange Market.

Merino, S.A. - Geneva School of Economics and Management, Université … - 1997

This paper tests the existence of a risk premium in the one-month and three-month forward exchange markets. …

Persistent link: https://www.econbiz.de/10005207737