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Capacity Constraints and Cycles in Property-Casualty Insurance Markets
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- David Döhrmann & Marc Gürtler & Martin Hibbeln, 2017. "Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(3), pages 851-879, September.
- David L. Dicks & James R. Garven, 2022. "Asymmetric information and insurance cycles," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(2), pages 449-474, June.
- Grace, M. F. & J. L. Hotchkiss, 1993.
"External Impacts on the Property-Liability Insurance Cycle,"
Working Papers
020, Risk and Insurance Archive, revised Feb 1995.
- M. F. Grace & J. L. Hotchkiss, 1994. "External Impacts on the Property-Liability Insurance Cycle," Risk and Insurance 9407002, University Library of Munich, Germany.
- Grace, Martin & Hotchkiss, Julie L., 1995. "External impacts on the property-liability insurance cycle," MPRA Paper 9825, University Library of Munich, Germany.
- Tobias Götze & Marc Gürtler & Eileen Witowski, 0. "Improving CAT bond pricing models via machine learning," Journal of Asset Management, Palgrave Macmillan, vol. 0, pages 1-19.
- M. Martin Boyer & Jörg Schiller, 2003. "Merging Automobile Insurance Regulatory Bodies: The Case of Atlantic Canada," CIRANO Working Papers 2003s-70, CIRANO.
- Stephen G. Fier & Kathleen A. McCullough & Joan T. A. Gabel & Nancy R. Mansfield, 2015. "Probability Updating and the Market for Directors’ and Officers’ Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 18(1), pages 55-75, March.
- Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
- Anne Gron & Deborah J. Lucas, 1998.
"External Financing and Insurance Cycles,"
NBER Chapters, in: The Economics of Property-Casualty Insurance, pages 5-28,
National Bureau of Economic Research, Inc.
- Anne Gron & Deborah Lucas, 1995. "External Financing and Insurance Cycles," NBER Working Papers 5229, National Bureau of Economic Research, Inc.
- Harrington, Scott E. & Niehaus, Greg, 2003. "Capital, corporate income taxes, and catastrophe insurance," Journal of Financial Intermediation, Elsevier, vol. 12(4), pages 365-389, October.
- Erwann Michel-Kerjan, 2003.
"Terrorisme à grande échelle partage de risques et politiques publiques,"
Revue d'économie politique, Dalloz, vol. 113(5), pages 625-648.
- Erwann Michel-Kerjan, 2004. "Terrorisme à grande échelle : partage de risques et politiques publiques," Working Papers hal-00242918, HAL.
- Prof. Dr. Walter Krämer & Sebastian Schich, "undated".
"Large - scaledisasters and the insurance industry,"
Working Papers
4, Business and Social Statistics Department, Technische Universität Dortmund, revised Mar 2005.
- Walter Kraemer & Sebastian Schich, 2008. "Large-Scale Disasters and the Insurance Industry," CESifo Working Paper Series 2243, CESifo.
- Krämer, Walter & Schich, Sebastian T., 2005. "Large-scale disasters and the insurance industry," Technical Reports 2005,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Froot, Kenneth A., 2001.
"The market for catastrophe risk: a clinical examination,"
Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 529-571, May.
- Kenneth A. Froot, 1999. "The Market for Catastrophe Risk: A Clinical Examination," NBER Working Papers 7286, National Bureau of Economic Research, Inc.
- Kenneth A. Froot, 2001. "The Market for Catastrophe Risk: A Clinical Examination," NBER Working Papers 8110, National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Paul G. J. O'Connell, 1999.
"The Pricing of U.S. Catastrophe Reinsurance,"
NBER Chapters, in: The Financing of Catastrophe Risk, pages 195-232,
National Bureau of Economic Research, Inc.
- Kenneth A. Froot & Paul G. J. O'Connell, 1997. "The Pricing of U.S. Catastrophe Reinsurance," NBER Working Papers 6043, National Bureau of Economic Research, Inc.
- Vijay Aseervatham & Patricia Born & Dominik Lohmaier & Andreas Richter, 2017. "Hazard-Specific Supply Reactions in the Aftermath of Natural Disasters," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 42(2), pages 193-225, April.
- J. David Cummins & Christopher M. Lewis, 2002. "Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-term Contracting in the Insurance Market: The Case of Terrorism Insurance," Center for Financial Institutions Working Papers 02-40, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Saito Kuniyoshi & Kato Takaaki & Shimane Tetsuya, 2010. "Traffic Congestion and Accident Externality: A Japan-U.S. Comparison," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-31, February.
- Faith R. Neale & Kevin L. Eastman & Pamela Peterson Drake, 2009. "Dynamics of the Market for Medical Malpractice Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(1), pages 221-247, March.
- António Miguel Martins & Pedro Correia & Ricardo Gouveia, 2024. "The impact of the Russia–Ukraine war on the world’s largest listed insurance firms," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 49(4), pages 779-803, October.
- Fredj Jawadi & Catherine Bruneau & Nadia Sghaier, 2009. "Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 753-783, September.
- J. Cummins & Neil Doherty, 2002. "Capitalization of the Property-Liability Insurance Industry: Overview," Journal of Financial Services Research, Springer;Western Finance Association, vol. 21(1), pages 5-14, February.
- Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
- Tobias Götze & Marc Gürtler & Eileen Witowski, 2020. "Improving CAT bond pricing models via machine learning," Journal of Asset Management, Palgrave Macmillan, vol. 21(5), pages 428-446, September.
- Luciano, Elisa & Rochet, Jean Charles, 2022.
"The fluctuations of insurers’ risk appetite,"
Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Elisa Luciano & Jean-Charles Rochet, 2022. "The Fluctuations of Insurers’ Risk Appetite," Post-Print hal-04052327, HAL.
- Lorilee A. Medders & Charles M. Nyce & J. Bradley Karl, 2014. "Market Implications of Public Policy Interventions: The Case of Florida's Property Insurance Market," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 17(2), pages 183-214, September.
- Richard D. Phillips & J. David Cummins & Franklin Allen, 1996. "Financial Pricing of Insurance in the Multiple Line Insurance Company," Center for Financial Institutions Working Papers 96-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
- repec:ipg:wpaper:2014-047 is not listed on IDEAS
- Howard Kunreuther & Erwann Michel-Kerjan, 2004. "Dealing with Extreme Events: Challenges for Terrorism Risk Coverage in the United States," Working Papers hal-00242930, HAL.
- Cummins, J. David & Danzon, Patricia M., 1997. "Price, Financial Quality, and Capital Flows in Insurance Markets," Journal of Financial Intermediation, Elsevier, vol. 6(1), pages 3-38, January.
- Neil A. Doherty & Christian Laux & Alexander Muermann, 2015.
"Insuring Nonverifiable Losses,"
Review of Finance, European Finance Association, vol. 19(1), pages 283-316.
- Doherty, Neil A. & Laux, Christian & Muermann, Alexander, 2011. "Insuring non-verifiable losses," CFS Working Paper Series 2011/31, Center for Financial Studies (CFS).
- Winter, Ralph A., 2006. "Liability insurance, joint tortfeasors and limited wealth," International Review of Law and Economics, Elsevier, vol. 26(1), pages 1-14, March.
- Jiang Cheng & Mary A. Weiss, 2012.
"The Role of RBC, Hurricane Exposure, Bond Portfolio Duration, and Macroeconomic and Industry-wide Factors in Property–Liability Insolvency Prediction,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(3), pages 723-750, September.
- Jiang Cheng & Mary A. Weiss, 2011. "The Role of RBC, Hurricane Exposure, Bond Portfolio Duration, and Macroeconomic and Industry-wide Factors in Property-Liability Insolvency Prediction," NFI Working Papers 2011-WP-17, Indiana State University, Scott College of Business, Networks Financial Institute.
- Subramanian, Ajay & Wang, Jinjing, 2021. "Capital, aggregate risk, insurance prices and regulation," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 156-192.
- Seungmook Choi & Don Hardigree & Paul D. Thistle, 2002. "The Property/Liability Insurance Cycle: A Comparison of Alternative Models," Southern Economic Journal, John Wiley & Sons, vol. 68(3), pages 530-548, January.
- J. Cummins & Gregory Nini, 2002. "Optimal Capital Utilization by Financial Firms: Evidence from the Property-Liability Insurance Industry," Journal of Financial Services Research, Springer;Western Finance Association, vol. 21(1), pages 15-53, February.
- Catherine Bruneau & Nadia Sghaier, 2008. "Les cycles de souscription de l’assurance non vie en France," Working Papers hal-04140756, HAL.
- Shim, Jeungbo, 2010. "Capital-based regulation, portfolio risk and capital determination: Empirical evidence from the US property-liability insurers," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2450-2461, October.
- Iqbal Owadally & Feng Zhou & Douglas Wright, 2018. "The Insurance Industry as a Complex Social System: Competition, Cycles and Crises," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 21(4), pages 1-2.
- Chiesa, Gabriella, 2001.
"Incentive-Based Lending Capacity, Competition and Regulation in Banking,"
Journal of Financial Intermediation, Elsevier, vol. 10(1), pages 28-53, January.
- Gabriella Chiesa, "undated". "Incentive-based Lending Capacity, Competition and Regulation in Banking," Working Papers 92, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- G. Chiesa, 2001. "Incentive-Based Lendig Capacity, Competition and Regulation in Banking," Working Papers 397, Dipartimento Scienze Economiche, Universita' di Bologna.
- Elisa Luciano & Jean Charles Rochet, 2021. "Risk Appetite Fluctuations in the Insurance Industry," Carlo Alberto Notebooks 666 JEL Classification: G, Collegio Carlo Alberto.
- Piotr Manikowski & П. Маниковский, 2016. "АНДЕРРАЙТИНГОВЫЕ ЦИКЛЫ И КРИЗИСЫ // Underwriting Cycles and Crises," Мир новой экономики // The world of new economy, Финансовый университет при Правительстве Российской Федерации // Financial University under The Governtment оf The Russian Federation, issue 4, pages 76-81.
- Sabine Lemoyne de Forges & Ruben Bibas & Stéphane Hallegatte, 2001.
"A dynamic model of extreme risk coverage : Resilience and e fficiency in the global reinsurance market,"
CIRED Working Papers
halshs-00800460, HAL.
- Lemoyne de Forges, Sabine & Bibas, Ruben & Hallegatte, Stephane, 2011. "A dynamic model of extreme risk coverage : resilience and efficiency in the global reinsurance market," Policy Research Working Paper Series 5807, The World Bank.
- Sabine Lemoyne de Forges & Ruben Bibas & Stéphane Hallegatte, 2001. "A dynamic model of extreme risk coverage : Resilience and e fficiency in the global reinsurance market," Working Papers halshs-00800460, HAL.
- Ning Wang & Yiling Deng, 2016. "Market responses to loss shocks and insurers' post-catastrophe performance in the US property-casualty insurance market," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 11(3), pages 231-246.
- Ligon, James A. & Cather, David A., 1997. "The informational value of insurance purchases: Evidence from the property-liability insurance market," Journal of Banking & Finance, Elsevier, vol. 21(7), pages 989-1016, July.
- Shan Ge, 2022. "How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Premiums," Journal of Finance, American Finance Association, vol. 77(1), pages 449-503, February.
- Patricia H. Born & Barbara Klimaszewski-Blettner, 2013. "Should I Stay or Should I Go? The Impact of Natural Disasters and Regulation on U.S. Property Insurers’ Supply Decisions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(1), pages 1-36, March.
- Beatty, Anne & Gron, Anne & Jorgensen, Bjorn, 2005. "Corporate risk management: evidence from product liability," Journal of Financial Intermediation, Elsevier, vol. 14(2), pages 152-178, April.
- Burren, Daniel, 2013. "Insurance demand and welfare-maximizing risk capital—Some hints for the regulator in the case of exponential preferences and exponential claims," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 551-568.
- Zanjani, George, 2002. "Pricing and capital allocation in catastrophe insurance," Journal of Financial Economics, Elsevier, vol. 65(2), pages 283-305, August.
- Ronnie J. Phillips & David Nickerson, 2011. "Underwriting in Property-Casualty Insurance Markets: Regulation, Risk and Volatility," NFI Working Papers 2011-WP-19, Indiana State University, Scott College of Business, Networks Financial Institute.
- Shi‐jie Jiang & Jeffrey Tzu‐Hao Tsai & Feiyun Xiang, 2023. "Dynamics of underwriting profits in the US market: Payout patterns and regulation effects," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3100-3118, July.
- Lakdawalla, Darius & Zanjani, George, 2005.
"Insurance, self-protection, and the economics of terrorism,"
Journal of Public Economics, Elsevier, vol. 89(9-10), pages 1891-1905, September.
- Darius Lakdawalla & George Zanjani, 2002. "Insurance, Self-Protection, and the Economics of Terrorism," NBER Working Papers 9215, National Bureau of Economic Research, Inc.
- Howard Kunreuther & Erwann Michel-Kerjan & Nicola Ranger, 2013. "Insuring future climate catastrophes," Climatic Change, Springer, vol. 118(2), pages 339-354, May.
- Döhrmann, David & Gürtler, Marc & Hibbeln, Martin, 2013. "Insured loss inflation: How natural catastrophes affect reconstruction costs," Working Papers IF44V2, Technische Universität Braunschweig, Institute of Finance.
- Koen van der Veer, 2015. "Loss shocks and the quantity and price of private export credit insurance: Evidence from a global insurer," DNB Working Papers 462, Netherlands Central Bank, Research Department.
- Catherine Bruneau & Nadia Sghaier, 2014. "Cyclicity in the French Property," Working Papers 2014-47, Department of Research, Ipag Business School.
- Laux, Christian & Muermann, Alexander, 2010. "Financing risk transfer under governance problems: Mutual versus stock insurers," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 333-354, July.
- Jeungbo Shim, 2023. "Are mergers and acquisitions beneficial to consumers? Evidence from the property‐liability insurance industry," The Financial Review, Eastern Finance Association, vol. 58(3), pages 629-652, August.
- Mark J. Garmaise & Tobias J. Moskowitz, 2009. "Catastrophic Risk and Credit Markets," Journal of Finance, American Finance Association, vol. 64(2), pages 657-707, April.
- Gron, Anne, 1994. "Evidence of Capacity Constraints in Insurance Markets," Journal of Law and Economics, University of Chicago Press, vol. 37(2), pages 349-377, October.
- Kenneth A. Froot, 2007.
"Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 273-299, June.
- Kenneth A. Froot, 2003. "Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers," NBER Working Papers 10184, National Bureau of Economic Research, Inc.
- Strauss, Jason, 2007. "Price Regulation, Market Exit, and Financial Leverage of Canadian Property-Liability Insurers," MPRA Paper 11212, University Library of Munich, Germany, revised 28 Oct 2008.
- Denis Kessler, 2005. "La fin du cycle traditionnel en assurance et réassurance de dommages ?," Revue d'Économie Financière, Programme National Persée, vol. 80(3), pages 159-170.
- Doherty, Neil A. & Laux, Christian & Muermann, Alexander, 2010. "Insuring Non-verifiable Losses and the Role of Internediaries," Working Papers 11-31, University of Pennsylvania, Wharton School, Weiss Center.
- Tarasov, Arthur, 2013. "Impact of interest rates on the decision to insure in agricultural production," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 115(1), pages 1-7, February.
- Marc A. Ragin & Martin Halek, 2016. "Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 849-876, December.
- Boyer, M. Martin & Schiller, Jörg, 2003. "Merging automobile regulatory bodies: The case of Atlantic Canada," Working Papers on Risk and Insurance 11, University of Hamburg, Institute for Risk and Insurance.
- Jiang, Shi-jie & Nieh, Chien-Chung, 2012. "Dynamics of underwriting profits: Evidence from the U.S. insurance market," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 1-15.