Content
December 2003, Volume 28, Issue 2
- 173-184 Variance Vulnerability, Background Risks, and Mean-Variance Preferences
by Thomas Eichner & Andreas Wagener
June 2003, Volume 28, Issue 1
- 5-24 To Insure or Not to Insure?: An Insurance Puzzle
by Christian Gollier - 25-32 On Compulsory Per-Claim Deductibles in Automobile Insurance
by Chu-Shiu Li & Chwen-Chi Liu - 33-57 On the Optimality of Bank Runs: Comment on Allen and Gale
by Margarita Samartín - 59-71 Efficient Insurance Contracts under Epsilon-Contaminated Utilities
by G. Carlier & R.A. Dana & N. Shahidi - 73-80 A Note on Deductible Insurance and Production
by Yaffa Machnes & Kit Pong Wong
December 2002, Volume 27, Issue 2
- 87-113 Reinsuring Climatic Risk Using Optimally Designed Weather Bonds
by Pauline Barrieu & Nicole El Karoui - 115-141 Risk Mutualization and Competition in Insurance Markets
by Marie-Cécile Fagart & Nathalie Fombaron & Meglena Jeleva - 143-152 On the Judgment Proof Problem
by Richard MacMinn - 153-165 The Pricing of Event Risks with Parameter Uncertainty
by Kenneth A. Froot & Steven E. Posner
June 2002, Volume 27, Issue 1
- 5-21 Experimental Economics and the Theory of Decision Making Under Risk and Uncertainty
by John D. Hey - 23-30 On the Observability of Plans in Dynamic Choice Problems Involving Risk: Comment about J. Hey
by Marc Willinger - 31-48 Stochastic Dominance and Conditional Expectation—An Insurance Theoretical Approach
by Anders Borglin & Hans Keiding - 49-60 More on Properness: The Case of Mean-Variance Preferences
by Fatma Lajeri-Chaherli - 61-82 Asymptotic Fairness of Bonus-Malus Systems and Optimal Scales of Premiums
by A. Heras & J.L. Vilar & J.A. Gil
December 2001, Volume 26, Issue 3
- 175-193 On the Characterisation of Investor Preferences by Changes in Wealth
by Christian S. Pedersen & Stephen E. Satchell - 195-224 The Valuation of Insurance under Uncertainty: Does Information about Probability Matter?
by Carmela Di Mauro & Anna Maffioletti - 225-241 Public Versus Private Insurance with Dual Theory: A Political Economy Argument
by Jean Hindriks
September 2001, Volume 26, Issue 2
- 91-115 A Value at Risk Approach to Background Risk
by Elisa Luciano & Robert Kast - 117-137 On Microfoundations of the Dual Theory of Choice
by Sergei Guriev - 139-154 Diffidence Theorem, State-Dependent Preferences, and DARA*
by Georges Dionne & Marie-Gloriose Ingabire - 155-167 Finding Pareto Optimal Insurance Contracts
by Y.M. Ermoliev & S.D. Flåm
June 2001, Volume 26, Issue 1
- 5-24 Social Security with Heterogeneous Populations Subject to Demographic Shocks
by Gabrielle Demange & Guy Laroque - 25-41 A General Theorem on the Comparative Statics of Changes in Risk
by Arthur Hau - 43-56 Self-Insurance, Self-Protection and Market Insurance within the Dual Theory of Choice
by Christophe Courbage - 57-84 A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities
by Bjarke Jensen & Peter Løchte Jørgensen & Anders Grosen
December 2000, Volume 25, Issue 2
- 103-130 Genetic Screening and Price Discrimination in Insurance Markets
by Michael Hoy & Peter Lambert - 131-139 Exclusions and the Demand for Property Insurance
by Rod Garratt & John M. Marshall - 141-157 Equilibrium in Competitive Insurance Markets Under Adverse Selection and Yaari's Dual Theory of Risk
by Virginia R. Young & Mark J. Browne - 159-178 Centralizing Insurance Fraud Investigation*
by M. Martin Boyer - 179-187 Self-Protection, Information and the Precautionary Principle
by Giovanni Immordino
September 2000, Volume 25, Issue 1
- 5-5 Editor's Note
by Louis Eeckhoudt
June 2000, Volume 25, Issue 1
- 7-28 Background Risk, Demand for Insurance, and Choquet Expected Utility Preferences
by Meglena Jeleva - 29-49 Financial Markets for Unknown Risks if Beliefs Differ
by Susanne Klimpel & Till Requate - 51-63 The Production of Goods in Excess of Demand: A Generalization of Self-Protection
by Carole Haritchabalet - 65-79 The Consequences for a Monopolistic Insurance Firm of Evaluating Risk Better than Customers: The Adverse Selection Hypothesis Reversed
by Bertrand Villeneuve - 81-99 Arbitrage and Viability in Insurance Markets
by Anja De Waegenaere
June 1999, Volume 24, Issue 1
- 5-17 Coalition-Proof Allocations in Adverse-Selection Economies
by Jeffrey M. Lacker & John A. Weinberg - 19-28 Should More Risk-Averse Agents Exert More Effort?
by Bruno Jullien & Bernard Salanié & François Salanié - 29-54 Optimal Insurance Under Random Auditing
by Marie-Cécile Fagart & Pierre Picard - 55-68 Regulation of Insurance Markets
by Ray Rees & Hugh Gravelle & Achim Wambach - 69-96 An Equilibrium Model of Catastrophe Insurance Futures and Spreads
by Knut Aase - 97-114 Automobile Insurance Contracts and Risk of Accident: An Empirical Test Using French Individual Data
by Didier Richaudeau
December 1998, Volume 23, Issue 2
- 89-117 An Extended Family of Financial-Risk Measures
by Christian S. Pedersen & Stephen E. Satchell - 119-125 Pareto-Improving Social Security Reform
by Pascal Belan & Philippe Michel & Pierre Pestieau - 127-137 A Reexamination of the Relationship Between Preferences and Moment Orderings by Rational Risk-Averse Investors
by Patrick L. Brockett & James R. Garven - 139-149 Government Deposit Insurance and the Diamond-Dybvig Model
by J. Huston McCulloch & Min-Teh Yu - 151-165 Voluntary Contributions with Uncertainty: The Environmental Quality
by Pierre-André Jouvet
June 1998, Volume 23, Issue 1
- 5-5 Editor's Note
by Christian Gollier, - 7-27 Background Uncertainty and the Demand for Insurance Against Insurable Risks
by Luigi Guiso & Tullio Jappelli - 29-40 Changes in Background Risk and the Demand for Insurance
by Donald J. Meyer & Jack Meyer - 41-48 A Model of an Oligopoly in an Insurance Market
by Mattias K. Polborn - 49-61 Long-Term Care Insurance and Life Insurance Demand
by Volker Meier - 63-82 Risk Classification by Fuzzy Inference
by Per-Johan Horgby
December 1997, Volume 22, Issue 2
- 71-71 Editor's Comments
by Harris Schlesinger - 73-79 Competition and Insurance Twenty Years Later
by Michael Rothschild & Joseph E. Stiglitz - 81-101 Complete Versus Incomplete Insurance Contracts under Adverse Selection with Multiple Risks
by Claude Fluet & François Pannequin - 103-120 Pooling and Separating Equilibria in Insurance Markets with Adverse Selection and Distribution Costs*
by Marie Allard & Jean-Paul Cresta & Jean-Charles Rochet - 121-134 Explaining Insurance Policy Provisions via Adverse Selection
by Virginia R. Young & Mark J. Browne - 135-150 Full Insurance, Bayesian Updated Premiums, and Adverse Selection
by Richard Watt & Francisco J. Vazquez - 151-168 Imperfect Agency and the Regulation of Hospitals
by Mattias Lundb&aauml;ck
June 1997, Volume 22, Issue 1
- 5-19 The Design of Optimal Insurance Contracts: A Topological Approach
by Sandrine Spaeter & Patrick Roger - 21-42 Prudence, Demand Uncertainty, Background Risk, and the Law of Supply: A Nonexpected Utility Approach to the Firm*
by Fanny Demers & Michel Demers - 43-58 An Option-Pricing Approach to the Costs of Export Credit Insurance
by Sebastian T. Schich - 59-65 First-Order Approach to Principal-Agent Problems: A Generalization
by Eskander Alvi
December 1996, Volume 21, Issue 2
- 147-158 The Values of Insurance Companies Under Different Uncertain Portfolios
by Knut K. Aase & Isaac Meilijson - 159-177 Risk Aversion with State-Dependent Preferences in the Rank-Dependent Expected Utility Theory
by W. Henry Chiu - 179-189 Investment Under Demand Uncertainty: The Newsboy Problem Revisited
by Georges Dionne & Tahar Mounsif - 191-210 Consumer Risk Perceptions and Information in Insurance Markets with Adverse Selection
by James A. Ligon & Paul D. Thistle
June 1996, Volume 21, Issue 1
- 5-6 Introductory Note
by Henri Loubergé - 7-28 The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims
by Marti G. Subrahmanyam - 29-33 Some Remarks on Modeling the Term Structure of Interest Rates
by Günter Franke - 35-63 Exotic Unit-Linked Life Insurance Contracts
by Steinar Ekern & Svein-Arne Persson - 65-102 Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts
by J. Aase Nielsen & Klaus Sandmann - 103-122 Optimal Dynamic Hedging in Incomplete Futures Markets
by Abraham Lioui & Pascal Nguyen Duc Trong & Patrice Poncet - 123-141 Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices
by Suk Heun Yoon & Sumon C. Mazumdar
December 1995, Volume 20, Issue 2
- 157-175 Insurance and catastrophes
by Richard Zeckhauser - 177-184 Insurance and catastrophes: The changing role of the liability system
by W. Kip Viscusi - 185-187 Insurance and Catastrophes: Comment
by Henri Loubergé - 189-190 Insurance and Catastrophes: Comment
by Christian Gollier - 191-202 Beneficial changes in random variables via copulas: An application to insurance
by Luisa Tibiletti - 203-211 Demand for insurance in a portfolio setting
by Jack Meyer & Michael B. Ormiston - 213-216 A note on increased probability of loss and the demand for insurance
by You-Song Jang & Josef Hadar
June 1995, Volume 20, Issue 1
- 5-5 Editor's Note
by Harris Schlesinger - 7-8 Introductory Note
by Christian Gollier - 9-50 Non-Expected Utility and The Robustness of the Classical Insurance Paradigm
by Mark J. Machina - 51-56 Non-Expected Utility and The Robustness of the Classical Insurance Paradigm: Discussion
by Edi Karni - 57-72 The Comparative Statics of Deductible Insurance in Expected- and Non-Expected-Utility Theories
by Edward E. Schlee - 73-91 Risk-Aversion Concepts in Expected- and Non-Expected-Utility Models
by Michèle D. Cohen - 93-110 Government Action, Biases in Risk Perception, and Insurance Decisions
by W. Kip Viscusi - 111-133 A Comparison of the Estimates of Expected Utility and Non-Expected-Utility Preference Functionals
by Enrica Carbone & John D. Hey - 135-150 Functional Form Problems in Modeling Insurance and Gambling
by W. Erwin Diewert
December 1994, Volume 19, Issue 2
- 81-92 Social Protection and Private Insurance: Reassessing the Role of Public Sector Versus Private Sector in Insurance
by Pierre Pestieau - 93-95 Social Protection and Private Insurance: A Comment on Professor Pestieau's Lecture
by David F. Bradford - 97-99 A Discussion of Social Protection and Private Insurance
by Gary S. Fields - 101-117 Equilibrium in a Reinsurance Market: Introducing Taxes
by Pierre-François Koehl & Jean-Charles Rochet - 119-137 On Financial Guarantee Insurance under Stochastic Interest Rates
by Van Son Lai & Michel Gendron - 139-152 Optimal Insurance Contracts When Establishing the Amount of Losses Is Costly
by Louis Kaplow - 153-156 Devolder's Finance Stochastique
by François Quittard-Pinon
June 1994, Volume 19, Issue 1
- 7-21 Prices and Returns on Paintings: An Exercise on How to Price the Priceless
by O. Chanel & L. A. Gerard-Varet & V. Ginsburgh - 23-34 The Spillover Effect of Compulsory Insurance
by Christian Gollier & Patrick Scarmure - 35-51 Risky Production Processes and Demand for Preventive Safety Measures Under Uncertainty
by Carmela Di Mauro - 53-72 Life Insurance in a Contingent Claim Framework: Pricing and Regulatory Implications
by Eric Briys & François De Varenne - 73-76 The Social Response to Environmental Risk, Edited by Daniel W. Bromley and Kathleen Segerson
by Henri Loubergé
December 1993, Volume 18, Issue 2
- 111-130 Actuarial Pricing of Deposit Insurance
by Christian Kerfriden & Jean-Charles Rochet - 131-146 Self-Insurance and Self-Protection: A Nonexpected Utility Analysis
by Kai A. Konrad & Stergios Skaperdas - 147-171 Financing and the Demand for Corporate Insurance
by Martin F. Grace & Michael J. Rebello - 173-182 Adverse Selection When Loss Severities Differ: First-Best and Costly Equilibria
by Neil A. Doherty & Hong Joo Jung - 183-184 Harald A. Benink's Financial Integration in Europe
by Anthony G. C. Paish
June 1993, Volume 18, Issue 1
- 7-30 Aspects of Insurance, Intermediation and Finance*
by Michael J. Brennan - 31-53 Product Price and Advice Quality: Implications of the Commission System in Life Assurance
by Hugh Gravelle - 55-76 A Normative Analysis of Capital Income Taxes in the Presence of Aggregate Risk
by Vidar Christiansen - 77-91 The Economics of Delegated Regulation: The EEC and the Case of Insurance
by Peter Zweifel & Roland Eisen & Wolfgang Müller - 93-101 Freedom of Services and Competition in Insurance Markets: A Note
by Pedro Pita Barros - 103-105 Peter Zweifel's Bonus Options in Health Insurance
by Maryse Gadreau
December 1992, Volume 17, Issue 2
- 93-136 Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market
by Knut K. Aase - 137-145 Commitment Problems Justify Subsidies for Medical Insurance
by Amihai Glazer & Esko Niskanen - 147-158 Self-Protection in the Expected-Utility-of-Wealth Model: An Impossibility Theorem
by George Sweeney & T. Randolph Beard - 159-169 Multivariate Risk Aversion and Intertemporal Substitution
by Edward E. Schlee - 171-179 A Note on Beneficial Changes in Random Variables
by Josef Hadar & Tae Kun Seo
June 1992, Volume 17, Issue 1
- 7-19 Beneficial Changes in Random Variables Under Multiple Sources of Risk and Their Comparative Statics*
by Jack Meyer - 21-33 Comparative Statics Under Multiple Sources of Risk with Applications to Insurance Demand
by Georges Dionne & Christian Gollier - 35-60 Pricing Insurance and Warranties: Ambiguity and Correlated Risks
by Robin M. Hogarth & Howard Kunreuther - 61-75 Saving Under Uncertainty: A Bivariate Non-Expected Utility Approach
by Fanny Demers & Michel Demers - 77-851 Economic Behaviour of the Firm and Prevention of Occupational Injuries
by Thierry Schneider
December 1991, Volume 16, Issue 2
- 113-131 Social Insurance
by Anthony B. Atkinson - 133-135 Social Insurance and Social Security: A Comment on Professor Atkinson's Lecture
by Agnar Sandmo - 137-138 A Comment on Social Insurance
by John S. Flemming - 139-141 A Comment on Professor Atkinson's Lecture
by Pierre Pestieau - 143-165 Incentives, Redistribution and Social Insurance
by Jean-Charles Rochet - 167-177 Risk Taking and Taxation in Complete Capital Markets
by Kai A. Konrad - 179-200 International P/L Insurance Output, Input, and Productivity Comparisons
by Mary A. Weiss - 201-203 Von Furstenberg's Acting under Uncertainty: Multidisciplinary Conceptions
by Bertrand Munier
June 1991, Volume 16, Issue 1
- 7-43 Multivariate Risk Aversion and Uninsurable Risks: Theory and Applications
by Fanny Demers & Michel Demers - 45-58 Reliability of Risk Management: Market Insurance, Self-Insurance and Self-Protection Reconsidered
by Eric Briys & Harris Schlesinger & J.-Matthias Graf v. d. Schulenburg - 59-74 Unemployment Insurance: Risk Sharing Versus Efficiency
by Christian Gollier - 75-102 Index for The Geneva Papers on Risk and Insurance, 1976 Through 1989
by Wondon Lee
January 1990, Volume 32, Issue 1
- 1-36 Overconfidence and trading volume
by Markus Glaser & Martin Weber - 37-59 Adverse selection and the market for annuities
by Oded Palmon & Avia Spivak - 91-111 Internalizing externalities of loss prevention through insurance monopoly: an analysis of interdependent risks
by Annette Hofmann
September 1990, Volume 15, Issue 2
- 115-139 Social Insurance for Work and Product Injuries*
by W. Kip Viscusi - 141-157 Unemployment Insurance and Incentives
by Knut K. Aase - 159-169 The Double Liability Rule*
by Jörg Finsinger & Mark V. Pauly - 171-192 Exclusive vs. Independent Agencies: A Comparison of Performance*
by Peter Zweifel & Peter Ghermi - 193-202 Drèze's Essays on Economic Decisions under Uncertainty
by Georges Dionne
March 1990, Volume 15, Issue 1
- 5-16 Competitive Allocations when the Asset Market is Incomplete
by Heraklis M. Polemarchakis - 17-46 Incomplete Markets and Incentives to Set Up an Options Exchange*
by Franklin Allen & Douglas Gale - 47-53 Financial Innovation, Values and Volatilities when Markets Are Incomplete*
by Jerome B. Detemple - 55-71 The Capital Asset Pricing Model as a General Equilibrium With Incomplete Markets*
by John Geanakoplos & Martin Shubik - 73-79 Non-Informative Rational Expectations Equilibria When Assets are Nominal: An Example*
by K. Mischel & H. M. Polemarchakis & P. Siconolfi - 81-109 Indeterminacy of Competitive Equilibrium in Incomplete Market Structures with Financial Assets as an Extreme Form of Market Coordination Breakdown
by Yves Younès
August 1976, Volume 1, Issue 2
- 5-9 A Macro-Economic Approach to Risk Management1
by Orio Giarini - 10-15 The Changing Face of Risk Management1
by G N Crockford - 16-26 Les Objectifs du Risk Management1
by Matthias Haller - 27-55 A Survey of the Practice of Risk Management in West Europe Companies1
by Roy Damary