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Optimal Design of Financial Contracts and Moral Hazard.

Dionne, G.; Viala, P. - Centre Interuniversitaire de Recherche en Économie … - 1992

Persistent link: https://www.econbiz.de/10005345994

Increases in Risk and Linear Payoffs.

Dionne, G.; Eeckhoudt, L. - Département de Sciences Économiques, Université de … - 1990

Persistent link: https://www.econbiz.de/10005353230

Risk Aversion, Insurance and Gambling

Dionne, G.; Eeckhoudt, L. - Département de Sciences Économiques, Université de … - 1982

Persistent link: https://www.econbiz.de/10005353271

Increases in Risk and the Demand for Insurance.

Alarie, Y.; Eeckhoudt, L.; Dionne, G. - Département de Sciences Économiques, Université de … - 1990

Persistent link: https://www.econbiz.de/10005353289

Automobile Insurance Ratemaking in the Presence of Asymmetric Information.

Dionne, G.; Vanasse, C. - Département de Sciences Économiques, Université de … - 1988

Nous Montrons Que la Methodologie Utilisee Pour Integrer les Deux Approches Peut Etre Incoherente. Nous Proposons on Modele Statistique Qui Integre Adequatement les Deux Approches. Nous Presentons des Modeles de Poisson et de Binomiale Negative Avec Composantes de Regression Afin D'utiliser...

Persistent link: https://www.econbiz.de/10005353310

Simple Increases in Risk and Their Comparative Statics for Portfolio Management.

Dionne, G.; Gollier, C. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005353359

Comparative Mixed Risk Aversion.

Dachraoui, K.; Dionne, G.; Eeckhoudt, L.; Godfroid, P. - HEC Montréal (École des Hautes Études Commerciales) - 2000

Recently, Caballi and Pomansky (1996) proposed a formal definition of mixed risk aversion and characterized stochastic … dominance in presence of such utility functions. However they did not study comparative mixed risk aversion. In this note we … give a sufficient condition for analytic comparative mixed risk aversion. …

Persistent link: https://www.econbiz.de/10005775503

Portfolio Response to a Shift in a Return Distribution: Comment

Dachraoui, K.; Dionne, G. - HEC Montréal (École des Hautes Études Commerciales) - 1998

In this paper we show how a shift in a return distribution affects the composition of an optimal portfolio in the case of one riskless asset and two risky assets. We obtain that, in general, such a shift modifies the composition of the mutual fund. We also show that the separating conditions...

Persistent link: https://www.econbiz.de/10005775505

Commitment and Automobile Insurance Regulation in France, Quebec and Japan.

Dionne, G. - HEC Montréal (École des Hautes Études Commerciales) - 2001

selection, whereas bonus-malus (or merit-rating) schemes are introduced because risk categories lack homogeneity or fairness and …

Persistent link: https://www.econbiz.de/10005775506

Evidence of Adverse Selection in Automobile Insurance Markets

Dionne, G.; Gourieroux, C.; Vanasse, C. - HEC Montréal (École des Hautes Études Commerciales) - 1998

, accident costs, risk aversion and moral hazard. We then discuss an econometric modeling based on latent variables and we derive …

Persistent link: https://www.econbiz.de/10005775509