Dr. Hélène Schernberg
Dr. Hélène Schernberg
Lecturer at the Department of Management, Technology, and Economics
Additional information
Research area
My research refines and uses models for intertemporal preferences under risk and applies them to real-world issues in long-term planning. The goal is to enhance our understanding of decision-making in the context of long-run risks (e.g., aging, climate change). I aim to provide insights for public policy and the development of new or improved financial or insurance products.
I teach courses on risk management and economics at ETH Zurich.
I am an economist with an insurance industry background. I serve as the Executive Director of the Risk Center at ETH Zurich, where I am also an associate researcher in the Chair of Integrative Risk Management and Economics at the department of Management, Technology and Economics. I hold a doctorate from ETH Zurich.
CV PDF
Membership
| Since | Membership |
|---|---|
| 2022 | Member of the Swiss Association of Actuaries |
| 2010 | Member of the French Institute of Actuaries |
Honours
| Year | Distinction |
|---|---|
| 2020 | ETH Medal |
Course Catalogue
Spring Semester 2024
| Number | Unit |
|---|---|
| 363-1114-00L | Introduction to Risk Modelling and Management |
| 364-1058-00L | Risk Center Seminar Series |
# Published work
external pageShould your Retirement Income Depend on your Life Expectancy? (with A. Bommier), Journal of Economic Theory, Jan. 2021.
Indicator-based assessment of extreme threats and their impacts on the resilience of geographical areas and critical infrastructures (with A. Jovanovic, S. Brem, S. Chakravarty and M. Jelic), Journal of Environmental Systems and Decisions, forthcoming.
# Working papers
external pageLong-term care insurance purchases under time-inconsistent risk attitudes.
external pagePricing Assets When Risk Aversion Decreases With the Delay.
external pageThe Optimal Allocation of Longevity Risk with Perfect Insurance Markets (with A. Bommier).
Emerging risks: Clouds on the risk landscape (with A. Jovanovic). (submitted, available on request)
# Work in progress (available on request)
Social discounting and the planning horizon.
Subsidizing bad genes: A thought experiment.
Longer lives? Yes, but...
# Non-peer-reviewed work
The changing risk landscape (with A. Jovanovic), Chapter of the Geneva Association's 2023 Socio-economic resilience report on The value of insurance in a changing risk landscape (forthcoming).
# Doctoral Thesis
external pageEssays on Risk and Time with applications in insurance and finance.