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Journal of Risk & Insurance

2003 - 2018

Current editor(s): Keith Crocker

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

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Volume 85, issue 4, 2018

WILL THEY TAKE THE MONEY AND WORK? PEOPLE'S WILLINGNESS TO DELAY CLAIMING SOCIAL SECURITY BENEFITS FOR a LUMP SUM pp. 877-909 Downloads
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Tatjana Schimetschek
Lapse‐and‐Reentry in Variable Annuities pp. 911-938 Downloads
Thorsten Moenig and Nan Zhu
Dynamic Moral Hazard: A Longitudinal Examination of Automobile Insurance in Canada pp. 939-958 Downloads
Peng Shi, Wei Zhang and Jean‐Philippe Boucher
WHAT DRIVES TORT REFORM LEGISLATION? AN ANALYSIS OF STATE DECISIONS TO RESTRICT LIABILITY TORTS pp. 959-991 Downloads
Yiling Deng and George Zanjani
A Mean‐Preserving Increase in Ambiguity and Portfolio Choices pp. 993-1012 Downloads
Yi‐Chieh Huang and Larry Y. Tzeng
Directors’ and Officers’ Liability Insurance, Independent Director Behavior, and Governance Effect pp. 1013-1054 Downloads
Ning Jia and Xuesong Tang
Actuarial Independence and Managerial Discretion pp. 1055-1082 Downloads
Shinichi Kamiya and Andreas Milidonis
Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting pp. 1083-1102 Downloads
Yang Lu
Multi Cumulative Prospect Theory and the Demand for Cliquet‐Style Guarantees pp. 1103-1125 Downloads
Jochen Ruß and Stefan Schelling

Volume 85, issue 3, 2018

DOES LIMITING ALLOWABLE RATING VARIATION IN THE SMALL GROUP HEALTH INSURANCE MARKET AFFECT EMPLOYER SELF‐INSURANCE? pp. 607-633 Downloads
Erin Trish and Bradley Herring
WHAT HAPPENS WHEN COMPENSATION FOR WHIPLASH CLAIMS Is MADE MORE GENEROUS? pp. 635-662 Downloads
J. David Cassidy, Søren Leth‐Petersen and Gabriel Pons Rotger
REGULATORY CAPTURE AND EFFICACY IN WORKERS’ COMPENSATION pp. 663-694 Downloads
Steven P. Clark, David C. Marlett and Faith R. Neale
HURRICANE RISK MANAGEMENT WITH CLIMATE AND CO2 INDICES pp. 695-720 Downloads
Chia‐Chien Chang, Jen‐Wei Yang and Min‐Teh Yu
CREDIT CRUNCH AND INSURANCE CONSUMPTION: THE AFTERMATH OF THE SUBPRIME MORTGAGE CRISIS pp. 721-747 Downloads
Shinichi Kamiya
RISK MISPERCEPTIONS AND SELECTION IN INSURANCE MARKETS: AN APPLICATION TO DEMAND FOR CANCER INSURANCE pp. 749-785 Downloads
Mary Riddel and David Hales
RATINGS: IT'S ACCRUAL WORLD pp. 787-809 Downloads
James M. Carson, Evan M. Eastman and David L. Eckles
RATING CHANGES AND COMPETING INFORMATION: EVIDENCE ON PUBLICLY TRADED INSURANCE FIRMS pp. 811-842 Downloads
Leon Chen and Steven W. Pottier
MEASURING PORTFOLIO RISK UNDER PARTIAL DEPENDENCE INFORMATION pp. 843-863 Downloads
Carole Bernard, Michel Denuit and Steven Vanduffel

Volume 85, issue 2, 2018

SYMPOSIUM ON CHOICES UNDER UNCERTAINTY: BEYOND RISK AVERSION pp. 309-312 Downloads
Louis Eeckhoudt and Christian Gollier
ON THE ROBUSTNESS OF HIGHER ORDER RISK PREFERENCES pp. 313-333 Downloads
Cary Deck and Harris Schlesinger
Risk†Taking†Neutral Background Risks pp. 335-353 Downloads
Guenter Franke, Harris Schlesinger and Richard C. Stapleton
DIRECTION AND INTENSITY OF RISK PREFERENCE AT THE THIRD ORDER pp. 355-378 Downloads
Donald C. Keenan and Arthur Snow
Downside Risk Aversion and the Downside Risk Premium pp. 379-395 Downloads
Richard C. Stapleton and Qi Zeng
Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions pp. 397-430 Downloads
Christian Gollier and Miles Kimball
Multivariate Almost Stochastic Dominance pp. 431-445 Downloads
Ilia Tsetlin and Robert L. Winkler
DIRECTORS’ AND OFFICERS’ LIABILITY INSURANCE AND FIRM VALUE pp. 447-482 Downloads
Joon Ho Hwang and Byungmo Kim
Individual Capability and Effort in Retirement Benefit Choice pp. 483-512 Downloads
Hazel Bateman, Christine Eckert, Fedor Iskhakov, Jordan Louviere, Stephen Satchell and Susan Thorp
The Combined Effect of Enterprise Risk Management and Diversification on Property and Casualty Insurer Performance pp. 513-543 Downloads
Jing Ai, Vickie Bajtelsmit and Tianyang Wang
ADVANTAGEOUS SELECTION, MORAL HAZARD, AND INSURER SORTING ON RISK IN THE U.S. AUTOMOBILE INSURANCE MARKET pp. 545-575 Downloads
Patricia A. Robinson, Frank Sloan and Lindsey M. Eldred
Health Insurance Benefit Mandates and Firm Size Distribution pp. 577-595 Downloads
James Bailey and Douglas Webber

Volume 85, issue 1, 2018

The Role of Agents and Brokers in the Market for Health Insurance pp. 7-34 Downloads
Pinar Karaca†Mandic, Roger Feldman and Peter Graven
An Investigation of the Short†Run and Long†Run Stock Returns Surrounding Insurer Rating Changes pp. 35-67 Downloads
Leon Chen, Jennifer J. Gaver and Steven W. Pottier
Managing Capital via Internal Capital Market Transactions: The Case of Life Insurers pp. 69-106 Downloads
Greg Niehaus
Testing for Asymmetric Information in Insurance Markets: A Multivariate Ordered Regression Approach pp. 107-125 Downloads
Valentino Dardanoni, Antonio Forcina and Paolo Li Donni
Enterprise Risk Management and Default Risk: Evidence from the Banking Industry pp. 127-157 Downloads
Sara A. Lundqvist and Anders Vilhelmsson
Enterprise Risk Management and the Cost of Capital pp. 159-201 Downloads
Thomas R. Berry†Stölzle and Jianren Xu
What if Variable Annuity Policyholders With Guaranteed Lifelong Withdrawal Benefit Were Rational? pp. 203-217 Downloads
Gabriella Piscopo and Philipp Rüede
Trust†Preferred Securities and Insurer Financing Decisions pp. 219-244 Downloads
James I. Hilliard, Steven W. Pottier and Jianren Xu
An Incentive†Compatible Experiment on Probabilistic Insurance and Implications for an Insurer's Solvency Level pp. 245-273 Downloads
Anja Zimmer, Helmut Gründl, Christian D. Schade and Franca Glenzer
A Termination Rule for Pension Guarantee Funds pp. 275-300 Downloads
Chunli Cheng and Filip Uzelac

Volume 84, issue S1, 2017

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 273-277 Downloads
David Blake and Marco Morales
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 279-297 Downloads
David Blake, Marco Morales, David Blake and Marco Morales
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 299-317 Downloads
David Blake, Marco Morales, Richard MacMinn and Patrick Brockett
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 319-343 Downloads
David Blake, Marco Morales, Jing Ai, Patrick L. Brockett, Linda L. Golden and Wei Zhu
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 345-365 Downloads
David Blake, Marco Morales, Yijia Lin, Richard D. MacMinn, Ruilin Tian and Jifeng Yu
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 367-392 Downloads
David Blake, Marco Morales, Yijia Lin, Tianxiang Shi and Ayşe Arik
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 393-415 Downloads
David Blake, Marco Morales, Hua Chen, Richard D. MacMinn and Tao Sun
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 417-437 Downloads
David Blake, Marco Morales, Kenneth Q. Zhou and Johnny Siu-Hang Li
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 439-458 Downloads
David Blake, Marco Morales, Richard D. MacMinn and Nan Zhu
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 459-475 Downloads
David Blake, Marco Morales, Hong Li, Anja Waegenaere and Bertrand Melenberg
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 477-493 Downloads
David Blake, Marco Morales, Wenjun Zhu, Ken Seng Tan and Chou-Wen Wang
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 495-514 Downloads
David Blake, Marco Morales, Andreas Milidonis and Maria Efthymiou
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 515-532 Downloads
David Blake, Marco Morales, Enrico Biffis, Yijia Lin and Andreas Milidonis

Volume 84, issue 4, 2017

THE ROLE OF PREGNANCY IN MICRO HEALTH INSURANCE: EVIDENCE OF ADVERSE SELECTION FROM PAKISTAN pp. 1073-1102 Downloads
Yi Yao, Joan T. Schmit and Justin R. Sydnor
Two Tests for Ex Ante Moral Hazard in a Market for Automobile Insurance pp. 1103-1126 Downloads
David Rowell, Son Nghiem and Luke B Connelly
Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks pp. 1127-1169 Downloads
Jing Ai, Patrick L. Brockett and Tianyang Wang
Life Insurance Demand Under Health Shock Risk pp. 1171-1202 Downloads
Christoph Hambel, Holger Kraft, Lorenz S. Schendel and Mogens Steffensen
Managing Longevity Risk by Implementing Sustainable Full Retirement Age Policies pp. 1203-1230 Downloads
Ralph Stevens
Basel III Versus Solvency II: An Analysis of Regulatory Consistency Under the New Capital Standards pp. 1231-1267 Downloads
Daniela Laas and Caroline Franziska Siegel
Decomposing Asymmetric Information in China's Automobile Insurance Market pp. 1269-1293 Downloads
Feng Gao, Michael R. Powers and Jun Wang
Crisis Sentiment in the U.S. Insurance Sector pp. 1295-1330 Downloads
Felix Irresberger, Fee Elisabeth König and Gregor N. F. Weiß

Volume 84, issue 3, 2017

Examining Flood Insurance Claims in the United States: Six Key Findings pp. 819-850 Downloads
Carolyn Kousky and Erwann Michel-Kerjan
Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs pp. 851-879 Downloads
David Döhrmann, Marc Gürtler and Martin Hibbeln
The Increasing Convex Order and the Trade–off of Size for Risk pp. 881-897 Downloads
Liqun Liu and Jack Meyer
Optimal Prevention for Multiple Risks pp. 899-922 Downloads
Christophe Courbage, Henri Loubergé and Richard Peter
Value-at-Risk Bounds With Variance Constraints pp. 923-959 Downloads
Carole Bernard, Ludger Rüschendorf and Steven Vanduffel
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk pp. 961-986 Downloads
Elisa Luciano, Luca Regis and Elena Vigna
Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated pp. 987-1023 Downloads
Tat Wing Wong, Mei Choi Chiu and Hoi Ying Wong
Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization pp. 1025-1065 Downloads
Johnny Siu-Hang Li, Wai-Sum Chan and Rui Zhou

Volume 84, issue 2, 2017

MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES pp. 539-565 Downloads
Joachim Inkmann, David Blake and Zhen Shi
AN INVESTIGATION OF MARKET CONCENTRATION AND FINANCIAL STABILITY IN PROPERTY–LIABILITY INSURANCE INDUSTRY pp. 567-597 Downloads
Jeungbo Shim
ORGANIZATION STRUCTURE AND CORPORATE DEMAND FOR REINSURANCE: THE CASE OF THE JAPANESE KEIRETSU pp. 599-629 Downloads
Noriyoshi Yanase and Piman Limpaphayom
Patent Litigation Insurance pp. 631-660 Downloads
Anne Duchêne
Risk Management of Policyholder Behavior in Equity-Linked Life Insurance pp. 661-690 Downloads
Anne MacKay, Maciej Augustyniak, Carole Bernard and Mary R. Hardy
HOW DOES TORT LAW AFFECT CONSUMER AUTO INSURANCE COSTS? pp. 691-715 Downloads
Paul Heaton
A Multivariate Analysis of Intercompany Loss Triangles pp. 717-737 Downloads
Peng Shi
Is THERE AN OPTIMAL PENSION FUND SIZE? A SCALE-ECONOMY ANALYSIS OF ADMINISTRATIVE COSTS pp. 739-769 Downloads
Jacob Bikker
BETWEEN-GROUP ADVERSE SELECTION: EVIDENCE FROM GROUP CRITICAL ILLNESS INSURANCE pp. 771-809 Downloads
Martin Eling, Ruo Jia and Yi Yao

Volume 84, issue 1, 2017

A BURNING QUESTION: DOES ARSON INCREASE WHEN LOCAL HOUSE PRICES DECLINE? pp. 7-34 Downloads
Michael D. Eriksen and James M. Carson
Asymmetric Information in the Home Insurance Market pp. 35-72 Downloads
Karl Ove Aarbu
Self-Insurance With Genetic Testing Tools pp. 73-94 Downloads
David Crainich
Organizational Form, Ownership Structure, and CEO Turnover: Evidence From the Property–Casualty Insurance Industry pp. 95-126 Downloads
Jiang Cheng, J. David Cummins and Tzuting Lin
Measuring the Performance of the Secondary Market for Life Insurance Policies pp. 127-151 Downloads
Carmelo Giaccotto, Joseph Golec and Bryan P. Schmutz
Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure pp. 153-175 Downloads
Andy Wong, Michael Sherris and Ralph Stevens
Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula pp. 177-207 Downloads
Alexander Braun, Hato Schmeiser and Florian Schreiber
Pricing and Hedging Variable Annuities in a Lévy Market: A Risk Management Perspective pp. 209-238 Downloads
Abdou Kélani and François Quittard-Pinon
The Influence of Affect on Heuristic Thinking in Insurance Demand pp. 239-266 Downloads
Johannes G. Jaspersen and Vijay Aseervatham
Page updated 2018-12-18