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Contributions significatives
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La liste complète des contributions est disponible dans le curriculum vitae version longue. Articles Dionne, G., Triki, T. «On Risk Management Determinants: What Really Matters?», European Journal of Finance (à paraître). Dionne, G., Gauthier, G., Ouertani, N. «Risk Management of Non-standard Basket Options with Different underlying assets», Journal of Futures Markets (à paraître). Dionne, G., Michaud, P.C., Dahchour, M., «Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France», Journal of the European Economic Association (à paraître). Aboul-Enein, S., Dionne, G., Papageorgiou, N., «Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche», The European Journal of Finance (à paraître). Dionne, G., Ouederni, K., « Corporate Risk Management and Dividend Signaling Theory », Finance Research Letters 8, 188-195, décembre 2011. Dionne, G., Li, J., «The Impact of Prudence on Optimal Prevention Revisited», Economics Letters 113, 147-149, novembre 2011. Dionne, G., Gauthier, G., Hammami, K., Maurice, M., Simonato, J.G., «A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors», Journal of Banking and Finance 35, 8, 1984-2000, août 2011. Dionne, G., Pinquet, J., Maurice, M., Vanasse, C. «Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data», The Review of Economics and Statistics 93, 1, 218-227, février 2011. Dahen, H., Dionne, G., Zajdenweber, D., «A practical application of extreme value theory to operational risk in banks», Journal of Operational Risk 5, 2, 63-78, été 2010. Dahen, H., Dionne, G., «Scaling Models for the Severity and Frequency of External Operational Loss Data», Journal of Banking and Finance 34, 1484-1496, juillet 2010. Dionne, G., Hammami, K., Gauthier, G., Maurice, M., Simonato, J.G., «Default Risk in Corporate Yield Spreads», Financial Management 39, 2, 707-731, juin 2010. Dionne, G., Duchesne, P., Pacurar, M., «Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange», Journal of Empirical Finance 16, 5, 777-792, décembre 2009. Cummins, D., Dionne, G., Gagné, R., Nouira, A., «Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities», Journal of Productivity Analysis 32, 2, 145-159, octobre 2009. Dionne, G., St-Amour, P., Vencatachellum, D., «Asymmetric Information and Adverse Selection in Mauritian Slave Auctions», Review of Economic Studies 76, 1269-1295, octobre 2009. Bellavance, F., Dionne, G., Lebeau, M., «The Value of a Statistical Life: A Meta-Analysis with a Mixed Effects Regression Model», Journal of Health Economics 28, 2, 444-464, mars 2009. Dionne, G., Giuliano, F., Picard, P., «Optimal Auditing with Scoring: Theory and Application to Insurance Fraud», Management Science 55, 58-70, janvier 2009. Boubakri, N., Dionne, G., Triki, T., «Consolidation and Value Creation in the Insurance Industry: The Role of Governance», Journal of Banking and Finance 32, 56-68, janvier 2008. Dionne, G., Fluet, C., Desjardins, D., «Predicted Risk Perception and Risk-taking Behavior: The Case of Impaired Driving», Journal of Risk and Uncertainty 35, 3, 237-264, décembre 2007. Dionne, G., Dostie, B., «New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data», Industrial and Labor Relations Review 61, 1, 108-120, octobre 2007. Dachraoui, K., Dionne, G., «Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors», European Journal of Finance 13, 397-404, juillet 2007. Alarie, Y., Dionne, G., «Lottery Qualities», Journal of Risk and Uncertainty 32, 195-216, mai 2006. Angers, J.F., Desjardins, D., Dionne, G., Guertin, F., «Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles», Astin Bulletin 36, 1, 25-77, mai 2006. Dachraoui, K., Dionne, G., Eeckhoudt, L., Godfroid, P. «Comparative Mixed Risk Aversion : Definition and Application to Self-Protection and Willingness to Pay», Journal of Risk and Uncertainty 29, 3, 261-276, 2004. Dionne, G., Spaeter, S., «Environmental Risk and Extended Liability: The Case of Green Technologies», Journal of Public Economics 87, 5-6, 1025-1060, 2003. Dionne, G., Gagné, R., «Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance», Journal of Risk and Uncertainty 24, 3, 213-230, 2002. Dionne, G., Gagné, R., «Deductible Contracts Against Fraudulent Claims: Evidence from Automobile Insurance», Review of Economics and Statistics 83, 2, 290-301, mai 2001. Alarie, Y., Dionne, G., «Lottery Decisions and Probability Weighting Function», Journal of Risk and Uncertainty 22, 1, 21-33, 2001. Dionne, G., Gouriéroux, C., Vanasse, C., «Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment», Journal of Political Economy 109, 2, 444-453, avril 2001. Dionne, G., Fluet, C., «Full Pooling in Multi-Period Contracting with Adverse Selection and Noncommitment», Review of Economic Design 5, 1, 1-21, 2000. Caillaud, B., Dionne, G., Jullien, B., «Corporate Insurance with Optimal Financial Contracting», Economic Theory 16, 1, 77-105, 2000. Dionne, G., Gagné, R., Vanasse, C., «Measuring Technical Change and Productivity Growth with Varying Output Qualities and Incomplete Panel Data», Journal of Econometrics 87, 303-327, 1998. Dionne, G., Gagné, R., Gagnon, F., Vanasse, C., «Debt, Moral Hazard and Airline Safety: an Empirical Evidence», Journal of Econometrics 79, 379-402, 1997. Dionne, G., Doherty, N., «Adverse Selection, Commitment and Renegotiation: Extension to and Evidence from Insurance Markets», Journal of Political Economy 102, 2, 209-235, 1994. Dionne, G., Doherty, N., «Insurance with Undiversifiable Risk: Contract Structure and Organizational Form of Insurance Firms», Journal of Risk and Uncertainty 6, 2, 187-203, 1993. Dionne, G., Eeckhoudt, L., Gollier, C., «Increases in Risk and Optimal Portfolio», International Economic Review 34, 2, 309-320, mai 1993. Dionne, G., Vanasse, C., «Automobile Insurance Ratemaking in the Presence of Asymmetrical Information», Journal of Applied Econometrics 7, 2, 149-165, 1992. Dionne, G., St-Michel, P., «Workers' Compensation and Moral Hazard», Review of Economics and Statistics LXXXIII, 2, 236-244, mai 1991. Boyer, M., Dionne, G., «An Empirical Analysis of Moral Hazard and Experience Rating», Review of Economics and Statistics LXXXI, 1, 128-134, février 1989. Dionne, G., Lasserre, P., «Adverse Selection, Repeated Insurance Contracts and Announcement Strategy», Review of Economic Studies 70, 4, 719-724, novembre 1985. Dionne, G., Eeckhoudt, L., «Self-Insurance, Self-Protection and Increased Risk Aversion», Economics Letters, 39-43, février 1985. Dionne, G., «Search and Insurance», International Economic Review, 357-367, juin 1984. Dionne, G., «Moral Hazard and State-Dependent Utility Function», Journal of Risk and Insurance 49, 3, 405-422, septembre 1982. Livres Dionne, G. (Ed.), Handbook of Insurance, Kluwer Academic Publishers, 1008 pages, 2000. Paperback version, 2001, financed by the Association de Genève pour l'étude du risque de l'assurance (Geneva Association). Traduit en Chinois, 2008. Dionne, G., Laberge-Nadeau, C. (Eds), Automobile Insurance: Road Safety, New Drivers, Risks, Insurance Fraud and Regulation, Kluwer Academic Publishers, 370 pages, 1999. Dionne, G. (Ed.), Contributions to Insurance Economics, Kluwer Academic Publishers, 524 pages, 1992. Dionne, G., Harrington, S. (Eds), Foundations of Insurance Economics - Readings in Economics and Finance, Kluwer Academic Publishers, 728 pages, 1992. Dionne, G. (Ed.), Incertain et information, Vermette-Economica Editions Montreal-Paris, 289 pages, 1988. |
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