Axis 2: Behaviour against Insurance demand, investment and saving toward risks.2018

  • Charles, A, Darne, O & Tripier, F, Uncertainty and the Macroeconomy: Evidence from a composite uncertainty indicator, Applied Economics, vol. 50, pp.1093-1107, 2018.
  • Charles A., Darné O. and Ferrara L., Does the Great Recession imply the end of the Great Moderation? International evidence. Economic Inquiry, 56 (2), 745-760, 2018.
  • Deffains-Crapsky C., Cuénoud T., Glémain P., Ecosystème entrepreneurial local et finance participative : les enjeux d’une coopération, Marché et organisations2018/1 (n° 31), p. 151-171.
  • Galariotis, E., Makrichoriti, P., Spyrou, S. The Impact of Conventional and Unconventional Monetary Policy on Expectations and Sentiment Journal of Banking and Finance, vol. 86, pp. 1-20, 2018.
  • Galariotis, E. C., Kalaitzoglou, I., Kosmidou, K., Papaefthimiou, S., & Spyrou, S. I. Could Market Making Be Profitable in the European Carbon Market? Energy Journal, to appear.
  • Kurtbegu E,. Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial marketsInsurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 286-300, 2018
  • Langot F., Eliopulos E., SopraseuthT., Welfare Cost of Fluctuations when Labor Market Search Interacts with  Financial Frictions, joint with  Journal of Money, Credit and Banking,  2018, forthcoming.
  • Langot F., with Yassine S.,  Informality, public employment and employment protection in developing countries, joint, Journal of Comparative Economics, Vol 46 (1), pp 326-348, March 2018.
  • Langot F., with Brand T., Which Fiscal rule for France? Lessons from the DGSE model of CEPREMAP, Conseil d’Analyse Economique , Focus n°24, October 2018.
  • Messe P.J., L'Haridon O., Wolff F.C., Quels effets de la retraite sur la santé?, Revue Française d’Economie, vol.23, pp, 2018.

2017

  • Denis L., Beissner P., Duality and General Equilibrium Theory under Knightian Uncertainty, to appear in SIAM Journal in Mathematical Finance.
  • Garbit R., On the exit time from an orthant for badly oriented random walks. Brazilian Journal of Probability and Statistics, to appear.
  • Graczyk P., Alili L., Chaumont L., Zak L., Inversion, duality and Doob h-transforms for self-similar Markov processes (avec), 19pp., Electron. J. Probab. 2017
  • Graczyk P., Ishi H., (underline S. Mamane et H. Ochiai), On the Letac-Massam conjecture on cones $Q_{A_n}$, to appear in Proceedings of the Japan Academy, Series A, 2017.
  • Graczyk P., Malecki J., Mayerhofer E., A Characterization of Wishart Processes and Wishart Distributions, to appear in SPA, 2017.
  • Graczyk P., Luks T., Rosler M., On the Green function and Poisson integrals of the Dunkl Laplacian, to appear in Potential Anal. 2017.
  • Graczyk P., Ishi H., Mamane S., Wishart exponential families on cones related to $A_n$ graphs, to appear in Annals of the Institute of Statistical Mathematics, 2017.
  • Graczyk P., MaleckiJ., Generalized Squared Bessel particle systems, to appear in Bernoulli, 2017.
  • Kurtbegu E., Replicating intergenerational longevity risk sharing in collective defined contribution pension plans using financial markets, Insurance: Mathematics and Economics, December 2017
  • Salminen P., Vostrikova L. On exponential functionals of processes with independent increments. Theory of probability and their applications, 2017, accepted
  • Vostrikova L. On distributions of exponential functionals of the processes with independent increments. Preprint 2017.

Publications 2016

Work in progress

  • Attallah M., Blondel S., Comparing Theories of Choice Under Risk: Where Is The Reference Point?
  • Attallah M., De Avilez F., Blondel S., Cahart M-S., et Daniel C., Psychological and economic determinants of the willingness to pay for organic products.
  • Blondel S., Lévy-Garboua L., Expected utilityn with doubt: understanding the anomalies of lottery valuation.
  • Langot F., with Pizzo A., Accounting for Labor Gaps, Revise and Resubmit European Economic Review (2018)
  • Langot F., with Hairault J.O. and Sopraseuth T., Unemployment Fluctuations Over the Life Cycle, Revise and Resubmit Journal of Economic Dynamics and Control (2018)
  • Messe P.J., Wolff F.C., Health effects of retirement within couples in France: is there a honeymoon phase? Revise in Social Science and Medicine, 2018.
  • Messe P.J., Wolff F.C., Healthier when retiring earlier? Evidence from France, submitted at Applied Economics, 2018.
  • Messe P.J., Le Duigou S., Employment effect of pension reforms prior to retirement: the role of job separation and finding rates in France, submitted at Annals of Economics and Statistics, 2018.