Similar Search Results - EconBiz

Optimal Form of Retention for Securitized Loans Under Moral Hazard

Dionne, Georges - 2015

We address the moral hazard problem of securitization using a principal-agent model where the investor is the principal and the lender is the agent. Our model considers structured asset-backed securitization with a credit enhancement procedure. We assume that the originator can affect the...

Persistent link: https://www.econbiz.de/10013011183

Foundations of Insurance Economics : Readings in Economics and Finance

Dionne, Georges (ed.); Harrington, Scott E. (ed.) - 1992

significance is highlighted in the introduction, which surveys major areas in insurance economics. While it was not possible to … provide comprehensive coverage of insurance economics in this book, these readings provide an essential foundation to those … will be useful to graduate students and to researchers in economics, finance, and insurance. Our criteria for selecting …

Persistent link: https://www.econbiz.de/10013521535

The costs and benefits of reinsurance J. David Cummins; Georges Dionne; Robert Gagné; Abdelhakim Nouira

Cummins, John David; Dionne, Georges; Gagné, Robert; … - 2008

Persistent link: https://www.econbiz.de/10003742548

The costs and benefits of reinsurance

Cummins, John David; Dionne, Georges; Gagné, Robert; … - In: 35th Seminar of the European Group of Risk and …, (pp. 1-31). 2008

Persistent link: https://www.econbiz.de/10003852379

Efficiency of insurance firms with endogenous risk management and financial intermediation activities

Cummins, John David; Dionne, Georges; Gagné, Robert; … - In: Journal of productivity analysis 32 (2009) 2, pp. 144-159

Persistent link: https://www.econbiz.de/10003903690

Determinants of insurers' performance in risk pooling, risk management, and financial intermediation activities

Dionne, Georges (contributor); Gagné, Robert (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003472923

A practical application of extreme value theory to operational risk in banks

Dahen, Hela; Dionne, Georges; Zajdenweber, Daniel - In: The journal of operational risk 5 (2010/11) 2, pp. 63-78

Persistent link: https://www.econbiz.de/10003996359

Efficiency of insurance firms with endogenous risk management and financial intermediation activities

Cummins, John David; Dionne, Georges; Gagné, Robert; … - 2006

Persistent link: https://www.econbiz.de/10003395238

Corporate risk management and dividend signaling theory

Dionne, Georges; Ouederni, Karima - In: Finance research letters 8 (2011) 4, pp. 188-195

Persistent link: https://www.econbiz.de/10009425857

Risk management of nonstandard basket options with different underlying assets

Dionne, Georges; Gauthier, Geneviève; Ouertani, Nadia - In: The journal of futures markets 33 (2013) 4, pp. 299-326

Persistent link: https://www.econbiz.de/10009725659

A service of the