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  1. AU="Picard, Pierre"
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  1. Artikel: A pandemic business interruption insurance.

    Louaas, Alexis / Picard, Pierre

    The Geneva risk and insurance review

    2023  Band 48, Heft 1, Seite(n) 1–30

    Abstract: We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms and a portfolio management strategy. As evidenced with COVID-19, pandemics affect economic sectors in differentiated ways: some are very ... ...

    Abstract We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms and a portfolio management strategy. As evidenced with COVID-19, pandemics affect economic sectors in differentiated ways: some are very severely affected because their activity is heavily impacted by travel bans and constraints on work organization, while others are more resistant. This opens the door to risk-coverage mechanisms based on a portfolio of financial securities, including long-short positions and options in stock markets. We show that such a strategy allows insurers to offer business interruption coverage in pandemic states, while simultaneously hedging the risks associated with alternating bullish and bearish non-pandemic states. These conclusions contrast sharply with the idea of governments being the only solution to the pandemic insurability problem. They are derived from a theoretical model of corporate risk management, and their practical relevance is illustrated by numerical simulations, using data from the French stock exchange.
    Sprache Englisch
    Erscheinungsdatum 2023-01-25
    Erscheinungsland United States
    Dokumenttyp Journal Article
    ZDB-ID 2200403-8
    ISSN 1554-9658 ; 1554-964X
    ISSN (online) 1554-9658
    ISSN 1554-964X
    DOI 10.1057/s10713-023-00080-7
    Datenquelle MEDical Literature Analysis and Retrieval System OnLINE

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  2. Artikel ; Online: A note on health insurance under ex post moral hazard

    Picard, Pierre

    Risks : open access journal Vol. 4, No. 4 , p. 1-9

    2016  Band 4, Heft 4, Seite(n) 1–9

    Abstract: In the linear coinsurance problem, examined first by Mossin (1968), a higher absolute risk aversion with respect to wealth in the sense of Arrow–Pratt implies a higher optimal coinsurance rate. We show that this property does not hold for health ... ...

    Verfasserangabe Pierre Picard (Department of Economics, Ecole Polytechnique)
    Abstract In the linear coinsurance problem, examined first by Mossin (1968), a higher absolute risk aversion with respect to wealth in the sense of Arrow–Pratt implies a higher optimal coinsurance rate. We show that this property does not hold for health insurance under ex post moral hazard; i.e., when illness severity cannot be observed by insurers, and policyholders decide on their health expenditures. The optimal coinsurance rate trades off a risk-sharing effect and an incentive effect, both related to risk aversion.
    Schlagwörter health insurance ; ex post moral hazard ; coinsurance
    Sprache Nicht zu entscheiden
    Umfang Online-Ressource
    Verlag MDPI
    Erscheinungsort Basel
    Dokumenttyp Artikel ; Online
    DOI 10.3390/risks4040038
    Datenquelle ECONomics Information System

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  3. Artikel ; Online: A note on health insurance under ex post moral hazard

    Picard, Pierre

    2016  

    Abstract: In the linear coinsurance problem, examined first by Mossin (1968), a higher absolute risk aversion with respect to wealth in the sense of Arrow-Pratt implies a higher optimal coinsurance rate. We show that this property does not hold for health ... ...

    Abstract In the linear coinsurance problem, examined first by Mossin (1968), a higher absolute risk aversion with respect to wealth in the sense of Arrow-Pratt implies a higher optimal coinsurance rate. We show that this property does not hold for health insurance under ex post moral hazard; i.e., when illness severity cannot be observed by insurers, and policyholders decide on their health expenditures. The optimal coinsurance rate trades off a risk-sharing effect and an incentive effect, both related to risk aversion.
    Schlagwörter ddc:330 ; D1 ; D8 ; I1 ; health insurance ; ex post moral hazard ; coinsurance
    Sprache Englisch
    Verlag Basel: MDPI
    Erscheinungsland de
    Dokumenttyp Artikel ; Online
    Datenquelle BASE - Bielefeld Academic Search Engine (Lebenswissenschaftliche Auswahl)

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  4. Artikel ; Online: Automated High-Throughput Quantification of Phenyl-γ-valerolactones and Creatinine in Urine by Laser Diode Thermal Desorption.

    Lessard-Lord, Jacob / Auger, Serge / Demers, Sarah / Plante, Pier-Luc / Picard, Pierre / Desjardins, Yves

    Journal of agricultural and food chemistry

    2023  Band 71, Heft 44, Seite(n) 16787–16796

    Abstract: Quantification of nutritional biomarkers is crucial to accurately assess the dietary intake of different classes of (poly)phenols in large epidemiological studies. High-throughput analysis is mandatory to apply this methodology in large cohorts. However, ...

    Abstract Quantification of nutritional biomarkers is crucial to accurately assess the dietary intake of different classes of (poly)phenols in large epidemiological studies. High-throughput analysis is mandatory to apply this methodology in large cohorts. However, the current validated methods to quantify (poly)phenols metabolites in biological fluids use ultra performance liquid chromatography (UPLC), leading to analysis time of several minutes per sample. To significantly reduce the run time, we developed and validated a method to quantify in urine the flavan-3-ols biomarkers, phenyl-γ-valerolactones (PVLs), using laser diode thermal desorption (LDTD). This mass spectrometry source allows direct introduction of sample extracts, resulting in analysis time of less than 10 s per sample. Also, to encompass the problem associated with the cost and availability of sulfated and glucuronide analytical standards, urine samples were subjected to enzymatic hydrolysis. Creatinine was also quantified to normalize the results obtained from the urinary spot. Results obtained with LDTD-MS/MS were cross-validated by UPLC-MS/MS using 155 urine samples. Coefficient of correlation was above 0.975 for PVLs and creatinine. For all analytes, the accuracy was between 90% and 113% by LDTD-MS/MS. Altogether, sample preparation was fully automated to demonstrate the application potential of this method to large cohorts.
    Mesh-Begriff(e) Tandem Mass Spectrometry/methods ; Chromatography, Liquid ; Creatinine ; Lasers ; Phenols ; Biomarkers ; Chromatography, High Pressure Liquid
    Chemische Substanzen gamma-valerolactone (O7056XK37X) ; Creatinine (AYI8EX34EU) ; Phenols ; Biomarkers
    Sprache Englisch
    Erscheinungsdatum 2023-10-27
    Erscheinungsland United States
    Dokumenttyp Journal Article
    ZDB-ID 241619-0
    ISSN 1520-5118 ; 0021-8561
    ISSN (online) 1520-5118
    ISSN 0021-8561
    DOI 10.1021/acs.jafc.3c03888
    Datenquelle MEDical Literature Analysis and Retrieval System OnLINE

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  5. Buch ; Artikel ; Online: A pandemic business interruption insurance

    Louaas, Alexis / Picard, Pierre

    https://hal.archives-ouvertes.fr/hal-02941948 ; 2020

    2020  

    Abstract: We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic ... ...

    Abstract We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic nature because it goes along with a severe decline in the real economy. However, as shown by COVID-19, pandemics affect economic sectors in a differentiated way: some of them are very severely affected because their activity is strongly impacted by travel bans and constraints on work organisation, while others are more resistant. This opens the door to risk coverage mechanisms based on a portfolio of financial securities, including long-short positions and options in stock markets. We show that such financial investment allow insurers to offer business interruption coverage in pandemic states, while simultaneously hedging the risks associated with the alternation of bullish and bearish non-pandemic states. These conclusions are derived from a theoretical model of corporate risk management, and they are illustrated by numerical simulations, using data from the French stock exchange.
    Schlagwörter pandemic ; business interruption ; insurance ; risk management ; JEL: G - Financial Economics ; [QFIN]Quantitative Finance [q-fin] ; covid19
    Thema/Rubrik (Code) 330 ; 332
    Sprache Englisch
    Erscheinungsdatum 2020-09-17
    Verlag HAL CCSD
    Erscheinungsland fr
    Dokumenttyp Buch ; Artikel ; Online
    Datenquelle BASE - Bielefeld Academic Search Engine (Lebenswissenschaftliche Auswahl)

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  6. Buch ; Artikel ; Online: A pandemic business interruption insurance

    Louaas, Alexis / Picard, Pierre

    https://hal.archives-ouvertes.fr/hal-02941948 ; 2020

    2020  

    Abstract: We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic ... ...

    Abstract We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic nature because it goes along with a severe decline in the real economy. However, as shown by COVID-19, pandemics affect economic sectors in a differentiated way: some of them are very severely affected because their activity is strongly impacted by travel bans and constraints on work organisation, while others are more resistant. This opens the door to risk coverage mechanisms based on a portfolio of financial securities, including long-short positions and options in stock markets. We show that such financial investment allow insurers to offer business interruption coverage in pandemic states, while simultaneously hedging the risks associated with the alternation of bullish and bearish non-pandemic states. These conclusions are derived from a theoretical model of corporate risk management, and they are illustrated by numerical simulations, using data from the French stock exchange.
    Schlagwörter pandemic ; business interruption ; insurance ; risk management ; JEL: G - Financial Economics ; [QFIN]Quantitative Finance [q-fin] ; covid19
    Thema/Rubrik (Code) 330 ; 332
    Sprache Englisch
    Erscheinungsdatum 2020-09-17
    Verlag HAL CCSD
    Erscheinungsland fr
    Dokumenttyp Buch ; Artikel ; Online
    Datenquelle BASE - Bielefeld Academic Search Engine (Lebenswissenschaftliche Auswahl)

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  7. Buch ; Artikel ; Online: A pandemic business interruption insurance

    Louaas, Alexis / Picard, Pierre

    https://hal.archives-ouvertes.fr/hal-02941948 ; 2020

    2020  

    Abstract: We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic ... ...

    Abstract We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic nature because it goes along with a severe decline in the real economy. However, as shown by COVID-19, pandemics affect economic sectors in a differentiated way: some of them are very severely affected because their activity is strongly impacted by travel bans and constraints on work organisation, while others are more resistant. This opens the door to risk coverage mechanisms based on a portfolio of financial securities, including long-short positions and options in stock markets. We show that such financial investment allow insurers to offer business interruption coverage in pandemic states, while simultaneously hedging the risks associated with the alternation of bullish and bearish non-pandemic states. These conclusions are derived from a theoretical model of corporate risk management, and they are illustrated by numerical simulations, using data from the French stock exchange.
    Schlagwörter pandemic ; business interruption ; insurance ; risk management ; JEL: G - Financial Economics ; [QFIN]Quantitative Finance [q-fin] ; covid19
    Thema/Rubrik (Code) 330 ; 332
    Sprache Englisch
    Erscheinungsdatum 2020-09-17
    Verlag HAL CCSD
    Erscheinungsland fr
    Dokumenttyp Buch ; Artikel ; Online
    Datenquelle BASE - Bielefeld Academic Search Engine (Lebenswissenschaftliche Auswahl)

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  8. Buch ; Artikel ; Online: A pandemic business interruption insurance

    Louaas, Alexis / Picard, Pierre

    https://hal.archives-ouvertes.fr/hal-02941948 ; 2020

    2020  

    Abstract: We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic ... ...

    Abstract We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic nature because it goes along with a severe decline in the real economy. However, as shown by COVID-19, pandemics affect economic sectors in a differentiated way: some of them are very severely affected because their activity is strongly impacted by travel bans and constraints on work organisation, while others are more resistant. This opens the door to risk coverage mechanisms based on a portfolio of financial securities, including long-short positions and options in stock markets. We show that such financial investment allow insurers to offer business interruption coverage in pandemic states, while simultaneously hedging the risks associated with the alternation of bullish and bearish non-pandemic states. These conclusions are derived from a theoretical model of corporate risk management, and they are illustrated by numerical simulations, using data from the French stock exchange.
    Schlagwörter pandemic ; business interruption ; insurance ; risk management ; JEL: G - Financial Economics ; [QFIN]Quantitative Finance [q-fin] ; covid19
    Thema/Rubrik (Code) 330 ; 332
    Sprache Englisch
    Erscheinungsdatum 2020-09-17
    Verlag HAL CCSD
    Erscheinungsland fr
    Dokumenttyp Buch ; Artikel ; Online
    Datenquelle BASE - Bielefeld Academic Search Engine (Lebenswissenschaftliche Auswahl)

    Volltext online

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  9. Buch ; Artikel ; Online: A pandemic business interruption insurance

    Louaas, Alexis / Picard, Pierre

    https://hal.archives-ouvertes.fr/hal-02941948 ; 2020

    2020  

    Abstract: We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic ... ...

    Abstract We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic nature because it goes along with a severe decline in the real economy. However, as shown by COVID-19, pandemics affect economic sectors in a differentiated way: some of them are very severely affected because their activity is strongly impacted by travel bans and constraints on work organisation, while others are more resistant. This opens the door to risk coverage mechanisms based on a portfolio of financial securities, including long-short positions and options in stock markets. We show that such financial investment allow insurers to offer business interruption coverage in pandemic states, while simultaneously hedging the risks associated with the alternation of bullish and bearish non-pandemic states. These conclusions are derived from a theoretical model of corporate risk management, and they are illustrated by numerical simulations, using data from the French stock exchange.
    Schlagwörter pandemic ; business interruption ; insurance ; risk management ; JEL: G - Financial Economics ; [QFIN]Quantitative Finance [q-fin] ; covid19
    Thema/Rubrik (Code) 330 ; 332
    Sprache Englisch
    Erscheinungsdatum 2020-09-17
    Verlag HAL CCSD
    Erscheinungsland fr
    Dokumenttyp Buch ; Artikel ; Online
    Datenquelle BASE - Bielefeld Academic Search Engine (Lebenswissenschaftliche Auswahl)

    Volltext online

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  10. Buch ; Artikel ; Online: A pandemic business interruption insurance

    Louaas, Alexis / Picard, Pierre

    https://hal.archives-ouvertes.fr/hal-02941948 ; 2020

    2020  

    Abstract: We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic ... ...

    Abstract We analyze how pandemic business interruption coverage can be put in place by building on capitalization mechanisms. The pandemic risk cannot be mutualized since it affects simultaneously a large number of businesses, and furthermore, it has a systemic nature because it goes along with a severe decline in the real economy. However, as shown by COVID-19, pandemics affect economic sectors in a differentiated way: some of them are very severely affected because their activity is strongly impacted by travel bans and constraints on work organisation, while others are more resistant. This opens the door to risk coverage mechanisms based on a portfolio of financial securities, including long-short positions and options in stock markets. We show that such financial investment allow insurers to offer business interruption coverage in pandemic states, while simultaneously hedging the risks associated with the alternation of bullish and bearish non-pandemic states. These conclusions are derived from a theoretical model of corporate risk management, and they are illustrated by numerical simulations, using data from the French stock exchange.
    Schlagwörter pandemic ; business interruption ; insurance ; risk management ; JEL: G - Financial Economics ; [QFIN]Quantitative Finance [q-fin] ; covid19
    Thema/Rubrik (Code) 330 ; 332
    Sprache Englisch
    Erscheinungsdatum 2020-09-17
    Verlag HAL CCSD
    Erscheinungsland fr
    Dokumenttyp Buch ; Artikel ; Online
    Datenquelle BASE - Bielefeld Academic Search Engine (Lebenswissenschaftliche Auswahl)

    Volltext online

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