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Asia-Pacific Journal of Risk and Insurance

2005 - 2016

Current editor(s): Michael R. Powers

From De Gruyter
Series data maintained by Peter Golla ().

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Volume 10, issue 2, 2016

Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment pp. 133-153 Downloads
Kizaki Keisuke and Muroi Yoshifumi
The Risk of Variable Annuity Guarantees and Life Insurer Capital pp. 155-192 Downloads
Baranoff Etti, Sager Thomas and Shi Bo
Consideration of Marital Status in a Mortality Model and its Application for Mortality Risk Management pp. 193-216 Downloads
Kwon Hyuk-Sung
Actuarial Applications of a Statistical Model for Long-Term Care Insurance Operated with a Score-based Grading System: A Case Study of Korean Long-Term Care Insurance (K-LTCI) pp. 217-243 Downloads
Kwon Hyuk-Sung, Ko Bangwon and Kim Ji-Hae

Volume 10, issue 1, 2016

Forecasting Mortality using Imputed Data: The Case of Taiwan pp. 1-20 Downloads
Luo Sheng-Feng, Teng Huei-Wen and Lee Yu-Hsuan
On the Bayesian Risk Evaluation of Minimum Guarantees in Variable Annuities pp. 21-43 Downloads
Yoo Byoung Hark, Ko Bangwon and Kwon Hyuk-Sung
On the Use of Long-Term Risk Measures as an Approach to Communicating Risks pp. 45-55 Downloads
Ren Jiandong
Effective Structure of Reinsurance Function for Disaster Risk in the Asia-Oceania Region pp. 57-90 Downloads
Kato Nobuhiro
Forecasting Thai Mortality by Using the Lee-Carter Model pp. 91-105 Downloads
Yasungnoen Natthasurang and Sattayatham Pairote
Long-Term Care: Is There Crowding Out of Informal Care, Private Insurance as Well as Saving? pp. 107-132 Downloads
Zweifel Peter and Courbage Christophe

Volume 9, issue 2, 2015

Hedging Flood Losses Using Cat Bonds pp. 149-184 Downloads
Têtu Alexandre, Van Son Lai, Soumaré Issouf and Gendron Michel
Measuring Extreme Market Risk: The Sri Lankan Context pp. 185-201 Downloads
Wijeyakulasuriya D. A. and Wickremasinghe W. N.
Premium Rate Design and Risk Regionalization for the Policy-Based Wheat Insurance of Henan Province in China pp. 203-229 Downloads
Diao Panpan and Zhang Zhonggen
Incentive Contracting with an Independent Underwriter: Does It Benefit Insurers? pp. 231-259 Downloads
Gao Siwei and Plehn-Dujowich Jose M.
Social Insurance Pension Schemes: Stochastic Actuarial Valuation Using an Analytical Model pp. 261-301 Downloads
Iyer Subramaniam
Uniform Estimate for Randomly Weighted Sums of Dependent Subexponential Random Variables pp. 303-318 Downloads
Liu Yan and Zhang Qinqin

Volume 8, issue 2, 2014

The Determinants of Corporate Image for Life Insurers in Taiwan pp. 24 Downloads
Chen Tsai-Jyh and Wan Annie
Demand for Life Insurance in Malaysia: An Ethnic Comparison Using Household Expenditure Survey Data pp. 26 Downloads
Tan Andrew K. G., Yen Steven T., Hasan Abdul Rahman and Muhamed Kamarudin
Farmland-based Reverse Mortgages for Aged Farmers pp. 29 Downloads
Kim Changki, Kim Eyunghee and Jung Seungyoung
An Analysis of Systemic Risk in the Insurance Sector – Evidence from Asia-Pacific Region pp. 30 Downloads
Kanno Masayasu
The Longevity Prospects of Australian Seniors: An Evaluation of Forecast Method and Outcome pp. 34 Downloads
Tickle Leonie and Booth Heather
Optimal Symmetric No-Trade Ranges in Asset Rebalancing Strategy with Transaction Costs pp. 35 Downloads
Hibiki Norio and Yamamoto Rei

Volume 8, issue 1, 2013

Improving Money’s Worth Ratio Calculations: The Case of Singapore’s Pension Annuities pp. 1-26 Downloads
Fong Joelle H., Lemaire Jean and Tse Yiu K.
Welfare Effects of Developing the Reverse Mortgage Market in China: An Individual and Social Perspective pp. 27-55 Downloads
Huang Minan, Chen Bingzheng and Deng Yinglu
The Determinants of the Use of Derivatives in the Japanese Insurance Companies pp. 57-81 Downloads
Lantara I Wayan Nuka and Takao Atsushi
The Implementation of Embedded Value (EV) Reporting in Israel: Myth and Reality pp. 83-104 Downloads
Eden Yoram
A Family of Mortality Jump Models Applied to US Data pp. 105-121 Downloads
Chen Hua
Enhancing Value in IT Services Offshoring: Real Options Matter pp. 123-147 Downloads
Chipalkatti Niranjan, Koch Bruce, Bonnie Buchanan and Doh Jonathan

Volume 7, issue 2, 2013

Measuring U.S. Hurricane Risk Associated with Natural Climate Cycle and Global Warming Effects pp. 1-26 Downloads
Yang Chih-Yuan and Chang Chia-Chien
Insurance Group Risk Management Model for the Next-Generation Solvency Framework pp. 27-52 Downloads
Kanno Masayasu
Analysis of the Residual Structure of the Lee–Carter Model: The Case of Japanese Mortality pp. 53-80 Downloads
Igawa Takayuki
The Impact of Mortality Risk on the Asset and Liability Management of Insurance Companies pp. 81-104 Downloads
Qi Ming
Pricing Equity Index Annuities with Surrender Options in Four Models pp. 105-142 Downloads
Kélani Abdou and Quittard-Pinon François
The Asymptotic Ruin Problem in Health Care Insurance with Interest pp. 143-162 Downloads
Adekambi Franck

Volume 7, issue 1, 2012

Statistical Review of Nuclear Power Accidents pp. 1-20 Downloads
Hofert Marius and Wüthrich Mario V.
Survival Analysis of Left Truncated Income Protection Insurance Data pp. 1-24 Downloads
Liu Qing, Pitt David, Wang Yan and Wu Xueyuan
Projecting the Cost of Long-Term Care Insurance in Korea pp. 1-22 Downloads
Kwon Hyuk-Sung, Lee Chang-Soo and Hur Jun-Soo
Health Care Insurance Pricing Using Alternating Renewal Processes pp. 1-14 Downloads
Adekambi Franck and Mamane Salha
Logit Regression Based Bankruptcy Prediction of Korean Firms pp. 1-28 Downloads
Han Chulwoo, Kang Hyeongmook, Kim Gamin and Yi Joseph
Efficiency and Productivity of Indian Life Insurance Industry pp. 1-28 Downloads
Kalyan Chakraborty, Dutta Anirban and Sengupta Partha Pratim

Volume 6, issue 2, 2012

Asset Risk Management of Participating Contracts pp. 1-23 Downloads
Bernard Carole and Le Courtois Olivier
Risk Perception of Investors in Initial Public Offer of Shares: A Psychometric Study pp. 1-15 Downloads
Singh Ranjit
Solvency Determinants of Conventional Life Insurers and Takaful Operators pp. 1-25 Downloads
Yakob Rubayah, Yusop Zulkornain, Alias Radam and Ismail Noriszura
Urban Public Pension and Economic Growth in China pp. 1-16 Downloads
Zaigui Yang
Optimal Demand for Insurance with Consumption Commitments pp. 1-26 Downloads
Chen Hua and Mahani Reza S.
Individual Welfare Gains from Deferred Life-Annuities under Stochastic Mortality pp. 1-26 Downloads
Thomas Post

Volume 6, issue 1, 2012

Why Some Disaster Insurance Does not Exist pp. 1-16 Downloads
Chen Yueyun and Hamwi Iskandar S.
Asymptotic Behavior of the Finite-Time Ruin Probability with Constant Interest Force and WUOD Heavy-Tailed Claims pp. 1-16 Downloads
Qingwu Gao, Gu Peng and Jin Na
Risk Reporting Practices of Indian Companies in the SENSEX pp. 1-16 Downloads
Berger Thomas
Modified Logistic Model for Mortality Forecasting and the Application of Mortality-Linked Securities pp. 1-20 Downloads
Hwang Yawen and Huang Hong-Chih
Demographic Shift and Financial Markets in APEC: New Age Solutions to Age Old Challenges pp. 1-28 Downloads
John Piggott and Renuka Sane
Political Risk Insurance and Foreign Direct Investments pp. 1-18 Downloads
Brockett Patrick L., Leng Chao-Chun, Wen Min-Ming and Yang Charles C.
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