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Journal of Risk & Insurance

2003 - 2020

Current editor(s): Joan T. Schmit

From The American Risk and Insurance Association
Contact information at EDIRC.

Bibliographic data for series maintained by Wiley Content Delivery ().

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Volume 87, issue 4, 2020

Narrow Framing and Long‐Term Care Insurance pp. 861-893 Downloads
Daniel Gottlieb and Olivia Mitchell
Long‐Term Care Insurance With Family Altruism: Theory and Empirics pp. 895-918 Downloads
Justina Klimaviciute, Pierre Pestieau and Jérôme Schoenmaeckers
Restrictive Rating and Adverse Selection in Health Insurance pp. 919-933 Downloads
Patricia H. Born and E. Tice Sirmans
Pension Regulation, Firm Borrowing, and Investment Risk pp. 935-968 Downloads
Margaret J. Lay
Asymmetric Information in Automobile Insurance: Evidence From Driving Behavior pp. 969-995 Downloads
Alois Geyer, Daniela Kremslehner and Alexander Muermann
Splitting Risks in Insurance Markets With Adverse Selection pp. 997-1033 Downloads
Pierre Picard
The Effect of Taxes on the Location of Property‐Casualty Insurance Firms pp. 1035-1062 Downloads
Martin F. Grace and David Sjoquist
Privatizing Plaintiffs: How Medicaid, the False Claims Act, and Decentralized Fraud Detection Affect Public Fraud Enforcement Efforts pp. 1063-1091 Downloads
Thuy Nguyen and Victoria Perez

Volume 87, issue 3, 2020

Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pricing pp. 571-595 Downloads
Yajing Xu, Michael Sherris and Jonathan Ziveyi
Correlated Trading by Life Insurers and Its Impact on Bond Prices pp. 597-625 Downloads
Chia‐Chun Chiang and Greg Niehaus
Does Having an Affiliated Bank Improve Life Insurer Performance in a Turbulent Market? pp. 627-664 Downloads
Chia‐Chun Chiang
The Effect of Risk Aversion and Loss Aversion on Equity‐Linked Life Insurance With Surrender Guarantees pp. 665-687 Downloads
Christian Hilpert
Sunk Costs and Screening: Two‐Part Tariffs in Life Insurance pp. 689-718 Downloads
James M. Carson, Cameron Ellis, Robert E. Hoyt and Krzysztof Ostaszewski
Selection and Redistribution in the Irish Tontines of 1773, 1775, and 1777 pp. 719-750 Downloads
Yikang Li and Casey Rothschild
From Participation To Repurchase: Low Income Households And Micro‐insurance pp. 783-814 Downloads
Renuka Sane and Susan Thomas
Death by Pokémon GO: The Economic and Human Cost of Using Apps While Driving pp. 815-849 Downloads
Mara Faccio and John J. McConnell

Volume 87, issue 2, 2020

The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion pp. 253-284 Downloads
Hua Chen, J. David Cummins, Tao Sun and Mary A. Weiss
Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for G‐SIIs vs Non‐G‐SIIs pp. 285-318 Downloads
Hua Chen and Tao Sun
Strengthening Local Credit Markets Through Lender‐Level Index Insurance pp. 319-349 Downloads
Benjamin Collier
Feeling Is Believing? Evidence From Earthquake Shaking Experience and Insurance Demand pp. 351-380 Downloads
Xiao Lin
Catastrophe Risk and the Implied Volatility Smile pp. 381-405 Downloads
Semir Ben Ammar
An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry pp. 407-436 Downloads
Nadine Gatzert and Dinah Heidinger
Risk Measures Based on Benchmark Loss Distributions pp. 437-475 Downloads
Valeria Bignozzi, Matteo Burzoni and Cosimo Munari
Estimation of Insurance Deductible Demand Under Endogenous Premium Rates pp. 477-500 Downloads
Joshua D. Woodard and Jing Yi
Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts pp. 501-522 Downloads
Lourdes B. Afonso, Rui M. R. Cardoso, Alfredo Egidio dos Reis and Gracinda R. Guerreiro
The Influence of Sellers on Contract Choice: Evidence from Flood Insurance pp. 523-557 Downloads
Benjamin Collier and Marc A. Ragin

Volume 87, issue 1, 2020

Life Insurance and Life Settlements: The Case for Health‐Contingent Cash Surrender Values pp. 7-39 Downloads
Hanming Fang and Edward Kung
Losses (and Gains) from Health Reform for Non‐Medicaid Uninsureds pp. 41-66 Downloads
Mark Pauly, Adam Leive and Scott Harrington
Health Insurers’ Claims and Premiums Under the Affordable Care Act: Evidence on the Effects of Bright Line Regulations pp. 67-93 Downloads
Sandra Renfro Callaghan, Elizabeth Plummer and William F. Wempe
Insurance Covenants in Corporate Credit Agreements pp. 95-115 Downloads
Greg Nini
Insurance Fraud in a Rothschild–Stiglitz World pp. 117-142 Downloads
M. Martin Boyer and Richard Peter
Optimal Consumption and Investment Problem Incorporating Housing and Life Insurance Decisions: The Continuous Time Case pp. 143-171 Downloads
Ko‐Lun Kung and Shang‐Yin Yang
The Effect of Workplace Pensions on Household Saving: Evidence From a Natural Experiment in Taiwan pp. 173-194 Downloads
Tzu‐Ting Yang
Comparative Ambiguity Aversion in Intertemporal Decisions pp. 195-212 Downloads
Jianli Wang and Jingyuan Li
Estimating the Cost of Equity Capital for Insurance Firms With Multiperiod Asset Pricing Models pp. 213-245 Downloads
Alexander Barinov, Jianren Xu and Steven W. Pottier

Volume 86, issue 4, 2019

Does National Flood Insurance Program Participation Induce Housing Development? pp. 835-859 Downloads
Mark J. Browne, Carolyn A. Dehring, David L. Eckles and William Lastrapes
A Better Trigger: Indices for Insurance pp. 861-885 Downloads
Tse‐Ling Teh and Christopher Woolnough
Equilibrium in Insurance Markets With Adverse Selection When Insurers Pay Policy Dividends pp. 887-914 Downloads
Pierre Picard
The Sensitivity of Reinsurance Demand to Counterparty Risk: Evidence From the U.S. Property–Liability Insurance Industry pp. 915-946 Downloads
Sojung Carol Park, Xiaoying Xie and Pinghai Rui
Does it Matter Who Pays for Auto Injuries? pp. 947-972 Downloads
Paul Heaton and Eric Helland
Optimal Insurance Policy Indemnity Schedules With Policyholders’ Limited Liability and Background Risk pp. 973-988 Downloads
Annette Hofmann, Ole V. Häfen and Martin Nell
Utilization and Selection in an Ancillaries Health Insurance Market pp. 989-1017 Downloads
Nathan Kettlewell
Reserve Management and Audit Committee Characteristics: Evidence from U.S. Property–Liability Insurance Companies pp. 1019-1043 Downloads
Wen‐Yen Hsu, Yenyu (Rebecca) Huang and Gene Lai
The Effect of Damage Cap Reforms on Medical Malpractice Insurance Market Conditions During Periods of Crises pp. 1045-1071 Downloads
Patricia H. Born, J. Bradley Karl and Hugo Montesinos‐Yufa

Volume 86, issue 3, 2019

How Cellphone Bans Affect Automobile Insurance Markets pp. 567-593 Downloads
J. Bradley Karl and Charles Nyce
Effects of Prescription Drug Insurance on Hospitalization and Mortality: Evidence from Medicare Part D pp. 595-628 Downloads
Robert Kaestner, Cuping Schiman and G. Caleb Alexander
Consumption‐Based Asset Pricing in Insurance Markets: Yet Another Puzzle? pp. 629-661 Downloads
Alexander Braun, Daliana Luca and Hato Schmeiser
Insurers and Lenders as Monitors During Securities Litigation: Evidence from D&O Insurance Premiums, Interest Rates, and Litigation Costs pp. 663-696 Downloads
Dain Donelson and Christopher G. Yust
Exit, Voice, or Loyalty? An Investigation Into Mandated Portability of Front‐Loaded Private Health Plans pp. 697-727 Downloads
Juan Pablo Atal, Hanming Fang, Martin Karlsson and Nicolas Ziebarth
Systemic Risk in Financial Markets: How Systemically Important Are Insurers? pp. 729-759 Downloads
Christoph Kaserer and Christian Klein
Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer pp. 761-782 Downloads
Carole Bernard and Thorsten Moenig
Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks pp. 783-805 Downloads
Sharon S. Yang, Hong‐Chih Huang and Yu‐Yun Yeh
On Social Preferences and the Intensity of Risk Aversion pp. 807-826 Downloads
Oded Stark

Volume 86, issue 2, 2019

Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis pp. 263-296 Downloads
Jean‐François Bégin, Mathieu Boudreault, Delia Alexandra Doljanu and Geneviève Gauthier
Moral Hazard, Risk Sharing, and the Optimal Pool Size pp. 297-313 Downloads
Frauke von Bieberstein, Eberhard Feess, José F. Fernando, Florian Kerzenmacher and Jörg Schiller
Corporate Pensions and the Maturity Structure of Debt pp. 315-350 Downloads
Yijia Lin, Sheen Liu and Jifeng Yu
THE SIMPLE ANALYTICS OF JOB DISPLACEMENT INSURANCE pp. 351-380 Downloads
Donald Parsons
RISK GOVERNANCE IN THE INSURANCE SECTOR—DETERMINANTS AND CONSEQUENCES IN AN INTERNATIONAL SAMPLE pp. 381-413 Downloads
Shane Magee, Cornelia Schilling and Elizabeth Sheedy
The Role of Prices Relative to Supplemental Benefits and Service Quality in Health Plan Choice pp. 415-449 Downloads
Christian Bünnings, Hendrik Schmitz, Harald Tauchmann and Nicolas Ziebarth
CEO Inside Debt and Risk Taking: Evidence From Property–Liability Insurance Firms pp. 451-477 Downloads
Andreas Milidonis, Takeshi Nishikawa and Jeungbo Shim
Financing Recovery After Disasters: Explaining Community Credit Market Responses to Severe Events pp. 479-520 Downloads
Benjamin Collier and Volodymyr O. Babich
Is Fair Pricing Possible? An Analysis of Participating Life Insurance Portfolios pp. 521-560 Downloads
Carolina Orozco‐Garcia and Hato Schmeiser

Volume 86, issue 1, 2019

POSTCLAIM UNDERWRITING AND THE VERIFICATION OF INSURED INFORMATION: EVIDENCE FROM THE LIFE INSURANCE INDUSTRY pp. 7-38 Downloads
Jill M. Bisco, Kathleen A. McCullough and Charles M. Nyce
CONVERGENCE OF CAPITAL AND INSURANCE MARKETS: CONSISTENT PRICING OF INDEX‐LINKED CATASTROPHE LOSS INSTRUMENTS pp. 39-72 Downloads
Nadine Gatzert, Sebastian Pokutta and Nikolai Vogl
Loss Shocks in Export Credit Insurance Markets: Evidence From a Global Insurance Group pp. 73-102 Downloads
Koen J. M. van der Veer
ARE GREEN CAR DRIVERS FRIENDLY DRIVERS? A STUDY OF TAIWAN'S AUTOMOBILE INSURANCE MARKET pp. 103-119 Downloads
Jerry S. Huang and Kili C. Wang
SM Bonds—A New Product for Managing Longevity Risk pp. 121-149 Downloads
Piet de Jong and Shauna Ferris
Prudence and Precautionary Effort pp. 151-163 Downloads
Kangoh Lee
Endogenous Insolvency in the Rothschild–Stiglitz Model pp. 165-181 Downloads
Wanda Mimra and Achim Wambach
Why Do Firms Use Insurance to Fund Worker Health Benefits? The Role of Corporate Finance pp. 183-212 Downloads
Christina M. Dalton and Sara B. Holland
Ambiguity and Insurance: Capital Requirements and Premiums pp. 213-235 Downloads
Simon Dietz and Oliver Walker
Precautionary Investment in Wealth and Health pp. 237-255 Downloads
Desu Liu and Mario Menegatti
Page updated 2021-01-24