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Content
December 2018, Volume 85, Issue 4
- 1083-1102 Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting
by Yang Lu - 1103-1125 Multi Cumulative Prospect Theory and the Demand for Cliquet‐Style Guarantees
by Jochen Ruß & Stefan Schelling
September 2018, Volume 85, Issue 3
- 607-633 Does Limiting Allowable Rating Variation In The Small Group Health Insurance Market Affect Employer Self‐Insurance?
by Erin Trish & Bradley Herring - 635-662 WHAT HAPPENS WHEN COMPENSATION FOR WHIPLASH CLAIMS Is MADE MORE GENEROUS?
by J. David Cassidy & Søren Leth‐Petersen & Gabriel Pons Rotger - 663-694 Regulatory Capture And Efficacy In Workers’ Compensation
by Steven P. Clark & David C. Marlett & Faith R. Neale - 695-720 Hurricane Risk Management With Climate And Co2 Indices
by Chia‐Chien Chang & Jen‐Wei Yang & Min‐Teh Yu - 721-747 Credit Crunch And Insurance Consumption: The Aftermath Of The Subprime Mortgage Crisis
by Shinichi Kamiya - 749-785 Risk Misperceptions And Selection In Insurance Markets: An Application To Demand For Cancer Insurance
by Mary Riddel & David Hales - 787-809 Ratings: It'S Accrual World
by James M. Carson & Evan M. Eastman & David L. Eckles - 811-842 Rating Changes And Competing Information: Evidence On Publicly Traded Insurance Firms
by Leon Chen & Steven W. Pottier - 843-863 Measuring Portfolio Risk Under Partial Dependence Information
by Carole Bernard & Michel Denuit & Steven Vanduffel
June 2018, Volume 85, Issue 2
- 309-312 Symposium On Choices Under Uncertainty: Beyond Risk Aversion
by Louis Eeckhoudt & Christian Gollier - 313-333 On The Robustness Of Higher Order Risk Preferences
by Cary Deck & Harris Schlesinger - 335-353 Risk†Taking†Neutral Background Risks
by Guenter Franke & Harris Schlesinger & Richard C. Stapleton - 355-378 Direction And Intensity Of Risk Preference At The Third Order
by Donald C. Keenan & Arthur Snow - 379-395 Downside Risk Aversion and the Downside Risk Premium
by Richard C. Stapleton & Qi Zeng - 397-430 Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions
by Christian Gollier & Miles S. Kimball - 431-445 Multivariate Almost Stochastic Dominance
by Ilia Tsetlin & Robert L. Winkler - 447-482 Directors’ And Officers’ Liability Insurance And Firm Value
by Joon Ho Hwang & Byungmo Kim - 483-512 Individual Capability and Effort in Retirement Benefit Choice
by Hazel Bateman & Christine Eckert & Fedor Iskhakov & Jordan Louviere & Stephen Satchell & Susan Thorp - 513-543 The Combined Effect of Enterprise Risk Management and Diversification on Property and Casualty Insurer Performance
by Jing Ai & Vickie Bajtelsmit & Tianyang Wang - 545-575 Advantageous Selection, Moral Hazard, And Insurer Sorting On Risk In The U.S. Automobile Insurance Market
by Patricia A. Robinson & Frank A. Sloan & Lindsey M. Eldred - 577-595 Health Insurance Benefit Mandates and Firm Size Distribution
by James Bailey & Douglas Webber
March 2018, Volume 85, Issue 1
- 7-34 The Role of Agents and Brokers in the Market for Health Insurance
by Pinar Karaca†Mandic & Roger Feldman & Peter Graven - 35-67 An Investigation of the Short†Run and Long†Run Stock Returns Surrounding Insurer Rating Changes
by Leon Chen & Jennifer J. Gaver & Steven W. Pottier - 69-106 Managing Capital via Internal Capital Market Transactions: The Case of Life Insurers
by Greg Niehaus - 107-125 Testing for Asymmetric Information in Insurance Markets: A Multivariate Ordered Regression Approach
by Valentino Dardanoni & Antonio Forcina & Paolo Li Donni - 127-157 Enterprise Risk Management and Default Risk: Evidence from the Banking Industry
by Sara A. Lundqvist & Anders Vilhelmsson - 159-201 Enterprise Risk Management and the Cost of Capital
by Thomas R. Berry†Stölzle & Jianren Xu - 203-217 What if Variable Annuity Policyholders With Guaranteed Lifelong Withdrawal Benefit Were Rational?
by Gabriella Piscopo & Philipp Rüede - 219-244 Trust†Preferred Securities and Insurer Financing Decisions
by James I. Hilliard & Steven W. Pottier & Jianren Xu - 245-273 An Incentive†Compatible Experiment on Probabilistic Insurance and Implications for an Insurer's Solvency Level
by Anja Zimmer & Helmut Gründl & Christian D. Schade & Franca Glenzer - 275-300 A Termination Rule for Pension Guarantee Funds
by Chunli Cheng & Filip Uzelac
April 2017, Volume 84, Issue S1
- 273-277 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales - 279-297 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & David Blake & Marco Morales - 299-317 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Richard MacMinn & Patrick Brockett - 319-343 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Jing Ai & Patrick L. Brockett & Linda L. Golden & Wei Zhu - 345-365 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Yijia Lin & Richard D. MacMinn & Ruilin Tian & Jifeng Yu - 367-392 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Yijia Lin & Tianxiang Shi & Ayşe Arik - 393-415 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Hua Chen & Richard D. MacMinn & Tao Sun - 417-437 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Kenneth Q. Zhou & Johnny Siu-Hang Li - 439-458 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Richard D. MacMinn & Nan Zhu - 459-475 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Hong Li & Anja Waegenaere & Bertrand Melenberg - 477-493 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Wenjun Zhu & Ken Seng Tan & Chou-Wen Wang - 495-514 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Andreas Milidonis & Maria Efthymiou - 515-532 Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference
by David Blake & Marco Morales & Enrico Biffis & Yijia Lin & Andreas Milidonis
December 2017, Volume 84, Issue 4
- 1073-1102 The Role Of Pregnancy In Micro Health Insurance: Evidence Of Adverse Selection From Pakistan
by Yi Yao & Joan T. Schmit & Justin R. Sydnor - 1103-1126 Two Tests for Ex Ante Moral Hazard in a Market for Automobile Insurance
by David Rowell & Son Nghiem & Luke B Connelly - 1127-1169 Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks
by Jing Ai & Patrick L. Brockett & Tianyang Wang - 1171-1202 Life Insurance Demand Under Health Shock Risk
by Christoph Hambel & Holger Kraft & Lorenz S. Schendel & Mogens Steffensen - 1203-1230 Managing Longevity Risk by Implementing Sustainable Full Retirement Age Policies
by Ralph Stevens - 1231-1267 Basel III Versus Solvency II: An Analysis of Regulatory Consistency Under the New Capital Standards
by Daniela Laas & Caroline Franziska Siegel - 1269-1293 Decomposing Asymmetric Information in China's Automobile Insurance Market
by Feng Gao & Michael R. Powers & Jun Wang - 1295-1330 Crisis Sentiment in the U.S. Insurance Sector
by Felix Irresberger & Fee Elisabeth König & Gregor N. F. Weiß
September 2017, Volume 84, Issue 3
- 819-850 Examining Flood Insurance Claims in the United States: Six Key Findings
by Carolyn Kousky & Erwann Michel-Kerjan - 851-879 Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs
by David Döhrmann & Marc Gürtler & Martin Hibbeln - 881-897 The Increasing Convex Order and the Trade–off of Size for Risk
by Liqun Liu & Jack Meyer - 899-922 Optimal Prevention for Multiple Risks
by Christophe Courbage & Henri Loubergé & Richard Peter - 923-959 Value-at-Risk Bounds With Variance Constraints
by Carole Bernard & Ludger Rüschendorf & Steven Vanduffel - 961-986 Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk
by Elisa Luciano & Luca Regis & Elena Vigna - 987-1023 Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated
by Tat Wing Wong & Mei Choi Chiu & Hoi Ying Wong - 1025-1065 Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization
by Johnny Siu-Hang Li & Wai-Sum Chan & Rui Zhou
June 2017, Volume 84, Issue 2
- 539-565 Managing Financially Distressed Pension Plans In The Interest Of Beneficiaries
by Joachim Inkmann & David Blake & Zhen Shi - 567-597 An Investigation Of Market Concentration And Financial Stability In Property–Liability Insurance Industry
by Jeungbo Shim - 599-629 Organization Structure And Corporate Demand For Reinsurance: The Case Of The Japanese Keiretsu
by Noriyoshi Yanase & Piman Limpaphayom - 631-660 Patent Litigation Insurance
by Anne Duchêne - 661-690 Risk Management of Policyholder Behavior in Equity-Linked Life Insurance
by Anne MacKay & Maciej Augustyniak & Carole Bernard & Mary R. Hardy - 691-715 How Does Tort Law Affect Consumer Auto Insurance Costs?
by Paul Heaton - 717-737 A Multivariate Analysis of Intercompany Loss Triangles
by Peng Shi - 739-769 Is THERE AN OPTIMAL PENSION FUND SIZE? A SCALE-ECONOMY ANALYSIS OF ADMINISTRATIVE COSTS
by Jacob A. Bikker - 771-809 Between-Group Adverse Selection: Evidence From Group Critical Illness Insurance
by Martin Eling & Ruo Jia & Yi Yao
March 2017, Volume 84, Issue 1
- 7-34 A Burning Question: Does Arson Increase When Local House Prices Decline?
by Michael D. Eriksen & James M. Carson - 35-72 Asymmetric Information in the Home Insurance Market
by Karl Ove Aarbu - 73-94 Self-Insurance With Genetic Testing Tools
by David Crainich - 95-126 Organizational Form, Ownership Structure, and CEO Turnover: Evidence From the Property–Casualty Insurance Industry
by Jiang Cheng & J. David Cummins & Tzuting Lin - 127-151 Measuring the Performance of the Secondary Market for Life Insurance Policies
by Carmelo Giaccotto & Joseph Golec & Bryan P. Schmutz - 153-175 Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure
by Andy Wong & Michael Sherris & Ralph Stevens - 177-207 Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
by Alexander Braun & Hato Schmeiser & Florian Schreiber - 209-238 Pricing and Hedging Variable Annuities in a Lévy Market: A Risk Management Perspective
by Abdou Kélani & François Quittard-Pinon - 239-266 The Influence of Affect on Heuristic Thinking in Insurance Demand
by Johannes G. Jaspersen & Vijay Aseervatham
December 2016, Volume 83, Issue 4
- 811-847 Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
by Alexander Braun - 849-876 Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns
by Marc A. Ragin & Martin Halek - 877-912 Managing Weather Risks: The Case of J. League Soccer Teams in Japan
by Haruyoshi Ito & Jing Ai & Akihiko Ozawa - 913-948 Net Contribution, Liquidity, and Optimal Pension Management
by Changhui Choi & Bong-Gyu Jang & Changki Kim & Sang-youn Roh - 949-978 Parameter Uncertainty and Residual Estimation Risk
by Valeria Bignozzi & Andreas Tsanakas - 979-1006 On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior
by Christian Knoller & Gunther Kraut & Pascal Schoenmaekers - 1007-1043 Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms
by Selim Mankaï & Aymen Belgacem
September 2016, Volume 83, Issue 3
- 519-555 The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates
by Narat Charupat & Mark J. Kamstra & Moshe A. Milevsky - 557-578 A Test of Asymmetric Learning in Competitive Insurance With Partial Information Sharing
by Peng Shi & Wei Zhang - 579-612 The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds
by Marc Gürtler & Martin Hibbeln & Christine Winkelvos - 613-640 Estimation of Truncated Data Samples in Operational Risk Modeling
by Bakhodir Ergashev & Konstantin Pavlikov & Stan Uryasev & Evangelos Sekeris - 641-679 Assessing the Risks of Insuring Reputation Risk
by Nadine Gatzert & Joan T. Schmit & Andreas Kolb - 681-718 Cross-Industry Product Diversification and Contagion in Risk and Return: The case of Bank-Insurance and Insurance-Bank Takeovers
by Elyas Elyasiani & Sotiris K. Staikouras & Panagiotis Dontis-Charitos - 719-734 Self-Insurance, Self-Protection, and Saving: On Consumption Smoothing and Risk Management
by Annette Hofmann & Richard Peter - 735-776 An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
by Valérie Chavez-Demoulin & Paul Embrechts & Marius Hofert - 777-800 The Valuation of Lifetime Health Insurance Policies with Limited Coverage
by Shang-Yin Yang & Chou-Wen Wang & Hong-Chih Huang
June 2016, Volume 83, Issue 2
- 269-300 Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics
by Marcus C. Christiansen & Martin Eling & Jan-Philipp Schmidt & Lorenz Zirkelbach - 301-333 Optimal Social Insurance for Heterogeneous Agents With Private Insurance
by Brandon Lehr - 335-362 The Income Elasticity of Nonlife Insurance: A Reassessment
by Giovanni Millo - 363-385 Yes, No, Perhaps? Premium Risk and Guaranteed Renewable Insurance Contracts With Heterogeneous Incomplete Private Information
by Richard Peter & Andreas Richter & Petra Steinorth - 387-419 The Cost of Counterparty Risk and Collateralization in Longevity Swaps
by Enrico Biffis & David Blake & Lorenzo Pitotti & Ariel Sun - 421-446 Portfolio Choice in Retirement—What is The Optimal Home Equity Release Product?
by Katja Hanewald & Thomas Post & Michael Sherris - 447-474 The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks
by Ming Pu & Gang-Zhi Fan & Chunsheng Ban - 475-500 Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?
by Chip Wade & Andre Liebenberg & Benjamin M. Blau
January 2016, Volume 83, Issue 1
- 9-41 Consumer-Directed Health Plans: A Review Of The Evidence
by M. Kate Bundorf - 49-76 Willingness To Pay For Insurance In Denmark
by Jan V. Hansen & Rasmus H. Jacobsen & Morten I. Lau - 77-89 Insurance Demand Under Prospect Theory: A Graphical Analysis
by Ulrich Schmidt - 91-120 Evaluating The Expected Welfare Gain From Insurance
by Glenn W. Harrison & Jia Min Ng - 121-138 The Dynamics Of Microinsurance Demand In Developing Countries Under Liquidity Constraints And Insurer Default Risk
by Yanyan Liu & Robert J. Myers - 139-162 Framing And Claiming: How Information-Framing Affects Expected Social Security Claiming Behavior
by Jeffrey R. Brown & Arie Kapteyn & Olivia S. Mitchell - 163-179 MULTIPLE REFERENCE POINTS AND THE DEMAND FOR PRINCIPAL-PROTECTED LIFE ANNUITIES: An EXPERIMENTAL ANALYSIS
by Christian Knoller - 181-216 Hidden Regret In Insurance Markets
by Rachel J. Huang & Alexander Muermann & Larry Y. Tzeng - 217-255 Hypothetical Surveys And Experimental Studies Of Insurance Demand: A Review
by Johannes G. Jaspersen
December 2015, Volume 82, Issue 4
- 753-791 Directors' and Officers' Liability Insurance, Corporate Risk and Risk Taking: New Panel Data Evidence on The Role of Directors' and Officers' Liability Insurance
by M. Martin Boyer & Sharon Tennyson - 793-822 On Lawsuits, Corporate Governance, and Directors' and Officers' Liability Insurance
by Stuart L. Gillan & Christine A. Panasian - 823-852 Heterogeneous Beliefs and the Demand for D&O Insurance by Listed Companies
by Peter Egger & Doina Radulescu & Ray Rees - 853-864 Separation Without Exclusion in Financial Insurance
by Eric Stephens & James R. Thompson - 865-889 Do the Better Insured Cause More Damage? Testing for Asymmetric Information in Car Insurance
by Tibor Zavadil - 891-919 The Capitalization of Insurance Premiums in House Prices
by Charles Nyce & Randy E. Dumm & G. Stacy Sirmans & Greg Smersh - 921-946 Insurance Fraud in the Workplace? Evidence From a Dependent Verification Program
by Michael Geruso & Harvey S. Rosen - 947-975 The Pension Option in Labor Insurance and Its Effect on Household Saving and Consumption: Evidence From Taiwan
by Hua Chen & Wen-Yen Hsu & Mary A. Weiss - 977-983 Precautionary Effort: Another Trait for Prudence
by Jianli Wang & Jingyuan Li
September 2015, Volume 82, Issue 3
- 505-530 Corporate Demand for Insurance: New Evidence From the U.S. Terrorism and Property Markets
by Erwann Michel-Kerjan & Paul Raschky & Howard Kunreuther - 531-569 Reinsurance Networks and Their Impact on Reinsurance Decisions: Theory and Empirical Evidence
by Yijia Lin & Jifeng Yu & Manferd O. Peterson - 571-599 Board Size, Firm Risk, and Equity Discount
by Arun Upadhyay - 601-624 The Private Export Credit Insurance Effect on Trade
by Koen J. M. van der Veer - 625-657 The Valuation Implications of Enterprise Risk Management Maturity
by Mark Farrell & Ronan Gallagher - 659-686 A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts
by Hato Schmeiser & Joël Wagner - 687-713 A Portfolio Optimization Approach Using Combinatorics With a Genetic Algorithm for Developing a Reinsurance Model
by Lysa Porth & Jeffrey Pai & Milton Boyd - 715-748 Corporate Governance and Cash Holdings: Evidence From the U.S. Property–Liability Insurance Industry
by Wen-Yen Hsu & Yenyu (Rebecca) Huang & Gene Lai
June 2015, Volume 82, Issue 2
- 261-288 Optimal Investment and Premium Policies Under Risk Shifting and Solvency Regulation
by Damir Filipović & Robert Kremslehner & Alexander Muermann - 289-316 The Value of Investing in Enterprise Risk Management
by Martin F. Grace & J. Tyler Leverty & Richard D. Phillips & Prakash Shimpi - 317-340 A Subregional Panel Data Analysis of Life Insurance Consumption in Italy
by Giovanni Millo & Gaetano Carmeci - 341-357 Insurance Premium Calculation Using Credibility Analysis: An Example From Livestock Mortality Insurance
by Jeffrey Pai & Milton Boyd & Lysa Porth - 359-399 Dynamic Risk Management: Investment, Capital Structure, and Hedging in the Presence of Financial Frictions
by Diego Amaya & Geneviève Gauthier & Thomas-Olivier Léautier - 401-432 How Does Price Presentation Influence Consumer Choice? The Case of Life Insurance Products
by Carin Huber & Nadine Gatzert & Hato Schmeiser - 433-462 Cyclicity in the French Property–Liability Insurance Industry: New Findings Over the Recent Period
by Catherine Bruneau & Nadia Sghaier - 463-504 Partial Benefits in the Social Security Disability Insurance Program
by Na Yin
March 2015, Volume 82, Issue 1
- 1-32 Nonexclusivity, Linear Pricing, and Annuity Market Screening
by Casey Rothschild - 33-64 Longevity Selection And Liabilities In Public Sector Pension Funds
by Joelle H. Fong & John Piggott & Michael Sherris - 65-96 Economic Pricing of Mortality-Linked Securities: A Tâtonnement Approach
by Rui Zhou & Johnny Siu-Hang Li & Ken Seng Tan - 97-124 Solvency Analysis And Prediction In Property–Casualty Insurance: Incorporating Economic And Market Predictors
by Li Zhang & Norma Nielson - 125-148 Uncertain Bequest Needs and Long-Term Insurance Contracts
by Wenan Fei & Claude Fluet & Harris Schlesinger - 149-172 An OLG Model for Optimal Investment and Insurance Decisions
by Bingqing Li & Pu Liao & Jingfeng Xu - 173-204 The Impact of Insurer Name Changes on The Demand for Insurance
by Cassandra R. Cole & Stephen G. Fier & James M. Carson & Demetra Andrews - 205-252 Lender Exposure and Effort in the Syndicated Loan Market
by Nada Mora - 253-257 Book Review
by Martin F. Grace & Robert W. Klein
December 2014, Volume 81, Issue 4
- 709-734 Testing for Asymmetric Information Using “Unused Observables” in Insurance Markets: Evidence from the U.K. Annuity Market
by Amy Finkelstein & James Poterba - 735-756 Heterogeneity of the Accident Externality from Driving
by Rachel J. Huang & Larry Y. Tzeng & Kili C. Wang - 757-780 Asymmetric Information, Self-selection, and Pricing of Insurance Contracts: The Simple No-Claims Case
by Catherine Donnelly & Martin Englund & Jens Perch Nielsen & Carsten Tanggaard - 781-801 Asymmetric Information in the Market for Automobile Insurance: Evidence From Germany
by Martin Spindler & Joachim Winter & Steffen Hagmayer - 803-830 Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors
by Laura Spierdijk & Ruud H. Koning - 831-860 The×Effectiveness of Gap Insurance With Respect to Basis Risk in a Shareholder Value Maximization Setting
by Nadine Gatzert & Ralf Kellner - 861-882 Information Risk and the Cost of Capital
by David L. Eckles & Martin Halek & Rongrong Zhang - 883-906 Reflexivity in Competition-Originated Underwriting Cycles
by Vsevolod K. Malinovskii - 907-942 Tax Sharing in Insurance Markets: A Useful Parameterization
by Christelle Viauroux - 943-968 The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees
by Christian Hilpert & Jing Li & Alexander Szimayer
September 2014, Volume 81, Issue 3
- 473-476 Introduction: Symposium on Convergence, Interconnectedness, and Crises: Insurance and Banking
by J. David Cummins & Georges Dionne - 477-488 Why (Re)insurance is Not Systemic
by Denis Kessler - 489-528 Systemic Risk and The U.S. Insurance Sector
by J. David Cummins & Mary A. Weiss - 529-562 External Financing in the Life Insurance Industry: Evidence From the Financial Crisis
by Thomas R. Berry-Stölzle & Gregory P. Nini & Sabine Wende - 563-586 Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty
by Daniel Rösch & Harald Scheule - 587-622 Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property–Casualty Insurers
by Sojung Carol Park & Xiaoying Xie - 623-652 Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis
by Hua Chen & J. David Cummins & Krupa S. Viswanathan & Mary A. Weiss - 653-682 Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets
by Martin Eling & Sebastian D. Marek - 683-708 Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective
by Nadine Gatzert & Andreas Kolb
June 2014, Volume 81, Issue 2
- 241-269 What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market
by Martin Eling & Dieter Kiesenbauer - 271-301 The Relationship Between Regulatory Pressure and Insurer Risk Taking
by Wen-Chang Lin & Yi-Hsun Lai & Michael R. Powers - 303-334 Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
by Kabir K. Dutta & David F. Babbel - 335-366 Insurance Ratemaking and a Gini Index
by Edward W. (Jed) Frees & Glenn Meyers & A. David Cummings - 367-395 Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA)
by H. Huang & M. A. Milevsky & T. S. Salisbury - 397-429 Insurance, Consumer Search, and Equilibrium Price Distributions
by Ş. Nuray Akın & Brennan C. Platt - 431-468 Optimal Design of the Attribution of Pension Fund Performance to Employees
by Heinz Müller & David Schiess - 469-472 Mother of Invention: How the Government Created “Free-Market” Health Care , by Robert I. Field , 2014 , Oxford, UK : Oxford University Press , 297 pp. ISBN 978-0-19-974675-0
by Robert Lieberthal
March 2014, Volume 81, Issue 1
- 1-26 Does the Threat of Insurer Liability for “Bad Faith” Affect Insurance Settlements?
by Danial P. Asmat & Sharon Tennyson - 27-56 Financial Bounds for Insurance Claims
by Carole Bernard & Steven Vanduffel - 57-90 Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance
by Nadine Gatzert & Hannah Wesker - 91-112 Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan
by Tsung-I Pao & Larry Y. Tzeng & Kili C. Wang - 113-158 The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test
by Alexander Braun & Hato Schmeiser & Caroline Siegel - 159-175 On the Use of Information in Oligopolistic Insurance Markets
by Iris Kesternich & Heiner Schumacher - 177-198 Pension Conversion, Termination, and Wealth Transfers
by Joel T. Harper & Stephen D. Treanor - 199-217 Optimum Hurricane Futures Hedge in a Warming Environment: A Risk–Return Jump-Diffusion Approach
by Carolyn W. Chang & Jack S. K. Chang & Min-Ming Wen - 219-236 Risk-Minimizing Reinsurance Protection For Multivariate Risks
by K. C. Cheung & K. C. J. Sung & S. C. P. Yam
December 2013, Volume 80, Issue 4
- 853-890 Mortality Portfolio Risk Management
by Samuel H. Cox & Yijia Lin & Ruilin Tian & Luis F. Zuluaga - 891-919 Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework
by Yanwei Zhang & Vanja Dukic - 921-948 Pricing Mortality Securities With Correlated Mortality Indexes
by Yijia Lin & Sheen Liu & Jifeng Yu - 949-974 Managing Systematic Mortality Risk With Group Self-Pooling and Annuitization Schemes
by Chao Qiao & Michael Sherris - 975-1000 A Savings Plan With Targeted Contributions
by Iqbal Owadally & Steven Haberman & Denise Gómez Hernández - 1001-1026 Do Insurance Companies Possess an Informational Monopoly? Empirical Evidence From Auto Insurance
by Paul Kofman & Gregory P. Nini - 1027-1056 Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework
by Chou-Wen Wang & Sharon S. Yang - 1057-1085 Pension Wealth Uncertainty
by Luigi Guiso & Tullio Jappelli & Mario Padula - 1087-1094 Corporate Insurance With Safety Loadings: A Note
by Lutz G. Arnold & Johannes Hartl
September 2013, Volume 80, Issue 3
- 495-500 Longevity Risk and Capital Markets: The 2011–2012 Update
by David Blake & Richard MacMinn & Raimond Maurer - 501-558 The New Life Market
by David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard MacMinn - 559-584 Informed Intermediation of Longevity Exposures
by Enrico Biffis & David Blake - 585-620 Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan
by Samuel H. Cox & Yijia Lin & Ruilin Tian & Jifeng Yu - 621-648 Robust Hedging of Longevity Risk
by Andrew J. G. Cairns - 649-676 Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities
by Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Vasily Kartashov