Articles

Home Article Count:  0

Home Page Article Count:  1

About us Article Count:  0

About us Article Count:  2

Minutes Article Count:  0

Minutes Article Count:  1

Call for Papers Article Count:  1

Annual Seminars Article Count:  0

Future seminars of EGRIE

  • 41th Seminar, St. Gallen, 15-17 September 2014
    26th Geneva Risk Economics lecture by Harris Schlesinger
  • 39th Seminar, Palma de Mallorca, 17-19 September 2012
    24th Geneva Risk Economics lecture     by Neil Doherty on "Risk and the Endogenous Observer: Some Comparisons of the Treatment of Risk in Physics and Economics"

Past seminars of EGRIE

  • 38th Seminar, Vienna, 19-21 September 2011
    23rd Geneva Risk Economics lecture by Louis Eeckhoudt on "Beyond Risk Aversion: Why, How and What is Next?"

  • 37th Seminar, Singapore, 25-29 July 2010, as part of the 2nd World Risk and Insurance Economics Congress
    22nd Geneva Risk Economics lecture by Christian Gollier on "The Economics of Uncertain Climate Change: The Problem of the Discount Rate"

  • 36th Seminar, Bergen (Norway), 21-23 September 2009
    21st Geneva Risk Economics lecture by Agnar Sandmo on "Uncertainty in the Theory of Public Finance"
  • 35th Seminar, Toulouse (France), 15-17 September 2008
    20th Geneva Risk Economics lecture by John Campbell on "What are the Risks of Long-Term Government Bonds"
    Part of the proceedings of the seminar published in     Etudes & Dossiers, No 347, Geneva Association, October 2008.
  • 34th Seminar, Cologne (Germany), 17-19 September 2007
    19th Geneva Risk Economics lecture by Edi Karni on "On Optimal Insurance in the Presence of Moral Hazard"
    Part of the proceedings of the seminar published in Etudes & Dossiers, No 334, Geneva Association, November 2007.
  • 33rd Seminar, Barcelona (Spain), 18-20 September 2006
    18th Geneva Risk Economics lecture by Martin Weber on "Biased Probability Judgements - Relevance for Economics?"
    Part of the proceedings of the seminar published in Etudes & Dossiers, No 321, Geneva Association, January 2007.
  • 32nd Seminar, Salt Lake City (USA),  7-11 August 2005, as part of the World Risk and Insurance Economics Congress
    17th Geneva Risk Economics lecture by Paul Embrechts on "Bounding Risk Measures for Portfolios with
    Known Marginal Risks"
    Part of the proceedings of the congress published in Etudes & Dossiers, No 302, Geneva Association, November 2005.
  • 31st Seminar, Marseille (France), 20-22 September 2004
    16th Geneva Risk Economics lecture by David Cummins on "Securitization of Life Insurance Assets and Liabilities"
    Part of the proceedings of the seminar published in Etudes & Dossiers, No 286, Geneva Association, November 2004.
  • 30th Seminar, Zurich (Switzerland), 15-17 September 2003
    15th Geneva Risk Economics lecture by Kenneth Froot on "Brands and market power in insurance"
    Part of the proceedings of the seminar published in Etudes & Dossiers, No 276-277, Geneva Association, December 2003.
  • 29th Seminar, Nottingham (UK), 15-18 September 2002.
    14th Geneva Risk Economics lecture by Hans-Werner Sinn on “Weber’s law and the biological evolution of preferences"
    Proceedings of the seminar published in Etudes & Dossiers, No 260-261, Geneva Association, October 2002.
  • 28th Seminar, Strasbourg (France), 17-19 September 2001
    13th Geneva Risk Economics lecture by John Hey on “Experimental Economics and the Theory of Decision-Making under Risk and Uncertainty”
    Proceedings of the seminar published in Etudes & Dossiers, No 249-250, Geneva Association, December 2001.
  • 27th Seminar, Rome (Italy), 18-20 September 2000,
    12th Geneva Risk Economics lecture by John Pratt on “Fair-and Efficient Division”
    Proceedings of the seminar published in Etudes & Dossiers, No 234-235, Geneva Association, November 2000.
  • 26th Seminar, Madrid (Spain), 20-21 September 1999
    11th Geneva Risk Economics lecture by Peter Wakker on “Modern Views on Risk Attitude and Their Implications
    for Insurance”
    Proceedings of the seminar published in Etudes & Dossiers, No 225-226, Geneva Association, October 1999.

  • 25th Seminar, Vienna (Austria), 21-23 September 1998
    10th Geneva Risk Economics Lecture by Martin Hellwig on “Retirement provision by the private sector: issues for
    public policy”
    Proceedings of the seminar published in Etudes & Dossiers, No 220-221, Geneva Association, December 1998.
  • 24th Seminar, Paris (France), 22-24 September 1997
    9th Geneva Risk Economics lecture by Christian Gourieroux on "Econometrics of Insurance"
    Proceedings of the seminar published in Etudes & Dossiers, No 215, Geneva Association, February 1998.
  • 23th Seminar, Hanover (Germany), 16-18 September 1996
    8th Geneva Risk Economics lecture by Michael Rotschild and Joseph Stiglitz on "Competition in Insurance Markets: 20 years Later"
    Proceedings of the seminar published in Etudes & Dossiers, No 207-208, Geneva Association, May-June 1997.
  • 22th Seminar, Geneva (Switzerland), 18-20 September 1995
    7th Geneva Risk Economics lecture by Marti Subrahmanyam on "The Term Structure of Interest Rates: Alternative Paradigms and Implications for
    Financial Risk Management"
    Proceedings of the seminar published in Etudes & Dossiers, No 197-198, Geneva Association, February-March 1996.
  • 21th Seminar, Toulouse (France), 19-21 September 1994
    6th Geneva Risk Economics lecture by Mark Machina on “Expected Utility and Non-Expected Utility with Special Application to Insurance“
    Proceedings of the seminar published in Etudes & Dossiers, No 187, Geneva Association, November 1994.
  • 20th Seminar, Rotterdam (Netherlands), 18-20 September 1993
    5th Geneva Risk Economics lecture by Lutgart Van den Berghe and L. De Wit.
    Proceedings of the seminar published in Etudes & Dossiers, No 180, Geneva Association, November 1993.
  • 19th Seminar, London (UK), 21-23 September 1992
    4th  Geneva Risk Economics lecture by Michael J. Brennan on “Aspects of Insurance and Intermediation”
    Proceedings of the seminar published in Etudes & Dossiers, No 173, Geneva Association, November 1992.
  • 18th Seminar, Mons (Belgium), 22-25 September 1991
    3rd Geneva Risk Economics lecture by J. Meyer on "Beneficial Changes in Random Variables under Multiple Sources of Risk"
    Proceedings of the seminar published in Etudes & Dossiers, No 163, Geneva Association, January 1992.
  • 17th Seminar, Vienna (Austria), 17-19 September 1990
    2nd  Geneva Risk Economics lecture by Elmar Helten on “Versicherungswissenschaft – Zwischen Theoretischem Anspruch und Empirischer Relevanz”
    Proceedings of the seminar published in Etudes & Dossiers, No 147-148, Geneva Association, October 1990.
  • 16th Seminar, Paris (France), 18-20 September 1989
    1st Geneva Risk Economics lecture W.K. Viscusi on "Government Interventions, Biased Perceptions and Insurance Related Behaviour"
    Proceedings of the seminar published in Etudes & Dossiers, No 142-143, Geneva Association, January-February 1990.
  • 15th Seminar, Lisbon (Portugal), 19-21 September 1988
    Proceedings of the seminar published in Etudes & Dossiers, No 129-130, Geneva Association, December 1988.
  • 14th Seminar, Geneva (Switzerland), 21-23 September 1987
    Proceedings of the seminar published in Etudes & Dossiers, No 118-119, Geneva Association, January 1988.
  • 13th Seminar, Hamburg (Germany), 22-24 September 1986
    Proceedings of the seminar published in Etudes & Dossiers, No 112, Geneva Association, June 1987.
  • 12th Seminar, Brussels (Belgium), 23-25 September 1985
    Proceedings of the seminar published in Etudes & Dossiers, No 118-119, Geneva Association, January 1987.
  • 11th Seminar, Geneva (Switzerland), September 1984
  • 10th Seminar, Rome (Italy), September 1983
  • 9th Seminar, Geneva (Switzerland), September 1982
  • 8th Seminar, Cologne (Germany), September 1981
  • 7th Seminar, Nottingham (UK), September 1980
  • 1st to 6th Seminar, Geneva (Switzerland), 1974-1979

 

ectur

Annual Seminars Article Count:  14

Awards & Grants Article Count:  1

SCOR-EGRIE Young Economist Best Paper Award

SCOR, the Institut d’Economie Industrielle (IDEI), and The University of Paris-Dauphine are happy to announce the creation of the SCOR/EGRIE Award for the best paper presented by a young economist at the annual seminar of the European Group of Risk and Insurance Economists (EGRIE).  

The amount offered to the laureate of the award is 2,000 Euros. This award is organised under the supervision of the Chair “Risk Markets and Value creation” at IDEI and Dauphine University, sponsored by SCOR and the Fondation du Risque. 

The selection committee is composed of five people representing the following institutions: EGRIE, SCOR, Fondation du Risque, Dauphine and IDEI.

Rules of the SCOR/EGRIE Award: <
  • To be eligible, the author and all the co-authors have to be under 40.
  • The Scientific Committee of the seminar nominates 3 papers among those selected for presentation at the conference.
  • Upon reception of the final version of the three nominated papers (no later than August 20), the selection committee will choose the award winning one.
  • The SCOR/EGRIE Award will be announced and given during an official ceremony at the EGRIE seminar.


AWARD WINNERS

  • 2015

Svenja Hector, Extending the Ramsey Equation further: Discounting under Mutually Utility Independent and Recursive Preferences.

The two other nominees were Ola Mahmoud (The Two Dimensions of Drawdown: Magnitude and Duration) and Sebastian Schlütter (Optimal Taxation of Insurance Companies with Value-Maximizing Capital Levels and Insurance Premiums).

  • 2014

Nadine Gatzert, Sebastian Pokutta and Nikolai Vogl, Convergence of Capital and Insurance Markets: Consistent Pricing of Indexed-Linked Catastrophic Loss Instruments.

The two other nominees were Katarzyna Werner (Insurance Demand and Heterogeneity in Risk Perception) and Muhammed Altuntas, Thomas Berry-Stölzle and Sabine Wende (Does One Size Fit All? Determinants of Insurer Capital Structure Around the Globe).

  • 2013

Sebastian Ebert and Philipp Strack, Until the Bitter End: On Prospect Theory in a Dynamic Context.

The two other nominees were Daniel Bauer, Enrico Biffis and Luz Rocio Sotomayor (Optimal Collateralization with Bilateral Default Risk) and Nadine Gatzert and Michael Martin (Valuation and Risk Assessment of Participating Life Insurance in the Presence of Credit Risk).

  • 2012

Andreas Milidonis, Compensation Incentives of Credit Ratings Agencies and Predictability of Changes in Bond Ratings and Financial Strength Ratings.

The two other nominees were Robert Kremslehner (Limited Liability Provisions and Directors' and Officers' Insurance) and Annette Hofmann and Richard Peter (Intertemporal Self-Insurance-cum-Protection: Saving, Imperfection, and Background Risk).

  • 2011

Carole Bernard and Steven Vanduffel, Financial Bounds for Insurance Claims.

The two other nominees were Johannes Maier and Maximilian Rüger (Experimental Evidence on Higher Order Risk Preferences with Real Monetary Losses) and AJ Allen Bostian and Christoph Heinzel (Prudential Saving: Evidence from a Laboratory Experiment).

  • 2010

Sara Arvidsson, Does Private Information Affect the Insurance Risk? Evidence from the Automobile Insurance Market.

The two other nominees were  Damir Filipovic, Robert Kremslehner and Alexander Muermann (Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulation) and Thomas Post and Katja Hanewald (Stochastic Mortality and the Dispersion of Subjective Estimates of Survival Probabilities: ­Evidence from 10 European Countries).
 

  • 2009

Julien Hardelin and Sabine Lemoyne de Forges, Price Competition and Capital Choice of Risk Averse Firms: Application to the Insurance Industry.

The two other nominees were David Crainich (Genetic Insurance and the Demand for Prevention) and Robert Kremslehner and Alexander Mürmann (State-Dependent Preferences and Insurance Demand).

  • 2008

Joerg Schiller, Matching and Risk Classification in Insurance Markets with Intermediation.

The two other nominees were Gudrun Hoermann, Nadine Gatzert and Hato Schmeiser (The Impact of the Secondary Market on Life Insurers' Surrender Profits) and Paolo Zanghieri (Efficiency of European Insurance Companies: Do Local Factors Matter?).

.

SCOR-Geneva Risk and Insurance Review Best Paper Award

SCOR, the Institut d’Economie Industrielle (IDEI), and The University of Paris-Dauphine are happy to announce the creation of the SCOR/IDEI Award for the best paper of the year published in The Geneva Risk and insurance Review. 

The amount offered to the laureate of the award is 1,000 Euros This award is organised under the supervision of the Chair “Risk Markets and Value creation” at IDEI and Dauphine University, sponsored by SCOR and the Fondation du Risque. 

The selection committee, composed of the editors and associate editors of the Geneva Risk and Insurance Review, will choose and reward the best paper published the previous year. 
 

The SCOR/Geneva Risk and Insurance Review award will be announced during an official ceremony at the EGRIE seminar.


AWARD WINNERS

  • 2015

Georges Dionne and Casey Rothschild, “Economic Effects of Risk Classification Bans“, The Geneva Risk and Insurance Review, Vol. 39, Issue 2.

  • 2014

Pierre Picard and Jean Pinquet, “Optimal Risk Financing in Large Corporations through Insurance Captives“, The Geneva Risk and Insurance Review, Vol. 38, Issue 1.

  • 2013
Henry Chiu, “Risk Aversion, Downside Risk Aversion and Paying for Stochastic Improvements“, The Geneva Risk and Insurance Review, Vol. 37, Issue 1, June 2012.
  • 2012

Christian Gollier, "On the Underestimation of the Precautionary Effect in Discounting", The Geneva Risk and Insurance Review, Vol. 36, Issue 2, December 2011.

  • 2011

Sharon Tennyson, "Incentive Effects of Community Rating in Insurance Markets: Evidence from Massachusetts Automobile Insurance", The Geneva Risk and Insurance Review, Vol. 35, Issue1, June 2010.

  • 2010

John Quiggin and Robert G Chambers, "Bargaining Power and Efficiency in Insurance Contracts", The Geneva Risk and Insurance Review, Vol. 34, Issue 1, June 2009.
 

  • 2009

Keith Crocker and Arthur Snow: "Background Risk and the Performance of Insurance Markets under Adverse Selection", The Geneva Risk and Insurance Review, Vol. 33, Issue 2, December 2008.

  • 2008

Markus Glaser and Martin Weber, "Overconfidence and Trading Volume", The Geneva Risk and Insurance Review, Vol. 32, No. 1, June 2007.

 

Uncategorised Article Count:  1