Chaire de recherche marchés des risques et création de valeur

Partenaires depuis 2008, la Fondation SCOR pour la Science et TSE partagent l’ambition de soutenir l’excellence de la recherche en économie du risque, de l’assurance et de la finance, et de contribuer au débat académique et aux enjeux économiques contemporains. Ce partenariat permet de renforcer les synergies entre chercheurs académiques et experts du secteur autour de thématiques scientifiques de premier plan liées à l’analyse et à la gestion des risques.

Activités

• Production, par les chercheurs de TSE, de travaux de recherche théorique et appliquée sur des thématiques liées au risque, à l’assurance et à la finance,
• Organisation de séminaires et de workshops scientifiques réunissant chercheurs et experts du secteur,
• Organisation de conférences scientifiques contribuant au partage des connaissances auprès d’un public académique et professionnel,
• Remise de prix récompensant des travaux de recherche d’excellence dans le domaine de l’économie, des risques et de l’assurance,
• Actions de dissémination des travaux de recherche auprès d’un public élargi.
   

Organisés sous l'égide de la Chaire risques, marchés et création de valeur (TSE-P) et de l'Université Paris-Dauphine, avec le soutien de SCOR et de la Fondation du Risque, ces deux prix annuels récompensent des travaux de recherche d'excellence dans le domaine de l'économie des risques et de l'assurance. Les lauréats sont annoncés lors d'une cérémonie officielle organisée dans le cadre du séminaire EGRIE.

Lauréats 2026

Prix SCOR-EGRIE du meilleur article rédigé par un jeune économiste

Lauréats : Marcel Freyschmidt, Frank Cremer, Daniel Kasper and Dingchen Ning
Titre : The Diversifiation Trap: How Weak Dependencies Limit the Value of Scale 

Prix SCOR-Geneva Risk and Insurance Review du meilleur article

Lauréats : Pietro Battiston and Mario Menegatti
Titre : Interaction in prevention: a general theory and
Détails de la publication : Geneva Risk and Insurance Review, 49(1), mars 2024, 6-35

Lauréats précédents

Interview des lauréats 2025 : "Celebrating research in risk and insurance economics" (en anglais)

Prix SCOR-EGRIE du meilleur article rédigé par un jeune économiste

• 2025, Marcel Freyschmidt, Tail Overweighting in Catastrophe Bond Pricing
• 2024, Yaming Cao, “Earnings dynamics and selection in health insurance markets”
• 2023, Moritz Loewenfeld and Jiakun Zheng, “Uncovering correlation sensitivity in decision making under risk”
• 2022, Lan Zou, “The impact of subsidies on deductible choice in health insurance”
• 2021, Julia Holzapfel, “Classification risk in health insurance: The interaction of prevention and guaranteed renewable insurance”
• 2020, Richard Peter and Pascal Toquebeuf, “Separating ambiguity and ambiguity attitude with mean-preserving capacities: Theory and applications”
• 2019, Lu Li, “Opening up the black box: The impact of technological transparency on self-protection”
• 2018, Wanda Mimra, Janina Nemitz, and Christian Waibel, “Voluntary Pooling of Genetic Risk: A Health Insurance Experiment”
• 2017, Sebastian Ebert, “Decision making when things are only a matter of time”
• 2016, Maria Efthymiou and Andreas Milidonis, “Does Limited Attention Affect Institutional Trading?”
• 2015, Svenja Hector, “Extending the Ramsey Equation further: Discounting under Mutually Utility Independent and Recursive Preferences”
• 2014, Nadine Gatzert, Sebastian Pokutta, and Nikolai Vogl, “Convergence of Capital and Insurance Markets: Consistent Pricing of Indexed-Linked Catastrophic Loss Instruments”
• 2013, Sebastian Ebert and Philipp Strack, “Until the Bitter End: On Prospect Theory in a Dynamic Context”
• 2012, Andreas Milidonis, “Compensation Incentives of Credit Ratings Agencies and Predictability of Changes in Bond Ratings and Financial Strength Ratings”
• 2011, Carole Bernard and Steven Vanduffel, “Financial Bounds for Insurance Claims”
• 2010, Sara Arvidsson, “Does Private Information Affect the Insurance Risk? Evidence from the Automobile Insurance Market”
• 2009, Julien Hardelin and Sabine Lemoyne de Forges, “Price Competition and Capital Choice of Risk Averse Firms: Application to the Insurance Industry”
• 2008, Joerg Schiller, “Matching and Risk Classification in Insurance Markets with Intermediation

Prix SCOR-Geneva Risk and Insurance Review du meilleur article

• 2025, Richard Peter, The economics of self-protection, Geneva Risk and Insurance Review, 49(1), mars 2024, 6-35
• 2024, Johannes Jaspersen, Richard Peter, and Marc Ragin, “Probability weighting and insurance demand in a unified framework”, Geneva Risk and Insurance Review, 48(1), March 2023, 63–109
• 2023, Enrico Biffis, Erik Chavez, Alexis Louaas, and Pierre Picard, “Parametric insurance and technology adoption in developing countries”, Geneva Risk and Insurance Review, 47(1), March 2022, 7–44
• 2022, Alexis Louaas and Pierre Picard, “Optimal insurance coverage of low-probability catastrophic risks”, Geneva Risk and Insurance Review, 46(1), March 2021, 61–88
• 2021, Christian Gollier, “Pandemic economics: optimal dynamic confinement under uncertainty and learning”, Geneva Risk and Insurance Review, 45(2), September 2020, 80–93
• 2020, Céline Grislain-Letrémy and Bertrand Villeneuve, “Natural disasters, land-use, and insurance”, Geneva Risk and Insurance Review, 44(1), March 2019, 54–86
• 2019, Miles Kimball and Christian Gollier, “New methods in the classical economics of uncertainty: Comparing risks”, Geneva Risk and Insurance Review, 43(1), May 2018, 5–23
• 2018, Justina Klimaviciute, “Long-Term Care Insurance and Intra-family Moral Hazard: Fixed vs Proportional Insurance Benefits”, Geneva Risk and Insurance Review, 42(2), September 2017, 87–116
• 2017, Michel Denuit, Louis Eeckhoudt, Jack Meyer, and Liqun Liu, “Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision”, Geneva Risk and Insurance Review, 41(1), March 2016, 108–129
• 2016, Vickie Bajtelsmit and Paul Thistle, “Liability, Insurance and the Incentive to Obtain Information about Risk”, Geneva Risk and Insurance Review, 40(1), September 2015, 171–193
• 2015, Georges Dionne and Casey Rothschild, “Economic Effects of Risk Classification Bans”, Geneva Risk and Insurance Review, 39(2), September 2014, 184–221
• 2014, Pierre Picard and Jean Pinquet, “Optimal Risk Financing in Large Corporations through Insurance Captives”, Geneva Risk and Insurance Review, 38(1), March 2013, 48–86
• 2013, W. Henry Chiu, “Risk Aversion, Downside Risk Aversion and Paying for Stochastic Improvements”, Geneva Risk and Insurance Review, 37(1), March 2012, 1–26
• 2012, Christian Gollier, “On the Underestimation of the Precautionary Effect in Discounting”, Geneva Risk and Insurance Review, 36(2), December 2011, 95–111
• 2011, Sharon Tennyson, “Incentive Effects of Community Rating in Insurance Markets: Evidence from Massachusetts Automobile Insurance”, Geneva Risk and Insurance Review, 35(1), June 2010, 19–46
• 2010, John Quiggin and Robert G Chambers, “Bargaining Power and Efficiency in Insurance Contracts”, Geneva Risk and Insurance Review, 34(1), June 2009, 47–73
• 2009, Keith Crocker and Arthur Snow, “Background Risk and the Performance of Insurance Markets under Adverse Selection”, Geneva Risk and Insurance Review, 33(2), December 2008, 137–160
• 2008, Markus Glaser and Martin Weber, “Overconfidence and Trading Volume”, Geneva Risk and Insurance Review, 32(1), June 2007, 1–36

Les principaux résultats des travaux conduits dans le cadre de la Chaire Marché des risques et création de valeur font l'objet d'un travail de vulgarisation sous la forme de Cahiers de recherche, favorisant ainsi leur diffusion auprès d'un large public.