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Causality in empirical analyses with emphasis on asymmetric information and risk management
Dionne, Georges
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2023
Persistent link: https://www.econbiz.de/10014417876
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Road safety for fleets of vehicles
Dionne, Georges
;
Desjardins, Denise
;
Anger, Jean-François
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2021
Persistent link: https://www.econbiz.de/10012545749
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3
Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet
Desjardins, Denise
;
Dionne, Georges
;
Lu, Yang
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2021
Persistent link: https://www.econbiz.de/10012545770
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4
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
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2021
Persistent link: https://www.econbiz.de/10012545817
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5
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
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2021
Persistent link: https://www.econbiz.de/10012591155
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6
A re-examination of the U.S. insurance market's capacity to pay catastrophe losses
Dionne, Georges
;
Desjardins, Denise
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2022
Persistent link: https://www.econbiz.de/10013253118
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7
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
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2022
Persistent link: https://www.econbiz.de/10013279729
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8
Insurers' M&A in the United States during the 1990-2022 period : is the Fed monetary policy a causal factor?
Dionne, Georges
;
Fenou, Akouété
;
Mnasri, Mohamed
-
2024
Persistent link: https://www.econbiz.de/10014583388
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Consolidation of the US property and casualty insurance industry : is climate risk a causal factor for mergers and acquisitions? : (final report)
Dionne, Georges
;
Fenou, Akouété
;
Mnasr, Mohamed
-
2023
Persistent link: https://www.econbiz.de/10014234012
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10
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
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2023
Persistent link: https://www.econbiz.de/10014234014
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