Journal of Risk & Insurance

2003 - 2026

Current editor(s): Joan T. Schmit

From The American Risk and Insurance Association
Contact information at EDIRC.
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Volume 88, issue 4, 2021

Insurance economics and COVID‐19 pp. 825-829

Christian Gollier

Did COVID‐19 change life insurance offerings? pp. 831-861

Timothy F. Harris, Aaron Yelowitz and Charles Courtemanche

Insurability of pandemic risks pp. 863-902

Helmut Gründl, Danjela Guxha, Anastasia Kartasheva and Hato Schmeiser

Effects of COVID‐19 early release of pension funds: The case of Chile pp. 903-936

Miguel Lorca

Why do life insurance policyholders lapse? The roles of income, health, and bequest motive shocks pp. 937-970

Hanming Fang and Edward Kung

Estimating extreme cancellation rates in life insurance pp. 971-1000

Francesca Biagini, Tobias Huber, Johannes G. Jaspersen and Andrea Mazzon

Adverse retention: Strategic renewal of guaranteed renewable term life insurance policies pp. 1001-1022

Gene C. Lai, Hisashi Nakamura, Shinichi Yamamoto and Takau Yoneyama

Efficient valuation of variable annuity portfolios with dynamic programming pp. 1023-1055

Thorsten Moenig

High‐water mark fee structure in variable annuities pp. 1057-1094

David Landriault, Bin Li, Dongchen Li and Yumin Wang

Volume 88, issue 3, 2021

Symposium on insure‐tech, digitalization, and big‐data techniques in risk management and insurance pp. 525-528

Daniel Bauer, James Tyler Leverty, Joan Schmit and Justin Sydnor

Estimating the relation between digitalization and the market value of insurers pp. 529-567

Simon Fritzsch, Philipp Scharner and Gregor Weiß

Near‐miss telematics in motor insurance pp. 569-589

Montserrat Guillen, Jens Perch Nielsen and Ana M. Pérez‐Marín

Insurance fraud detection with unsupervised deep learning pp. 591-624

Chamal Gomes, Zhuo Jin and Hailiang Yang

Robust estimates of insurance misrepresentation through kernel quantile regression mixtures pp. 625-663

Hong Li, Qifan Song and Jianxi Su

Opening up the black box: Technological transparency and prevention pp. 665-693

Lu Li

Should we do more when we know less? The effect of technology risk on optimal effort pp. 695-725

Lu Li and Richard Peter

Paying for expertise: The effect of experience on insurance demand pp. 727-756

Vaibhav Anand, James Tyler Leverty and Kenny Wunder

Targeting weather insurance markets pp. 757-784

Anita Mukherjee, Shawn Cole and Jeremy Tobacman

Seasonality in catastrophe bonds and market‐implied catastrophe arrival frequencies pp. 785-818

Markus Herrmann and Martin Hibbeln

Volume 88, issue 2, 2021

Trust in insurance: The importance of experiences pp. 263-291

Christophe Courbage and Christina Nicolas

Can insurance alter poverty dynamics and reduce the cost of social protection in developing countries? pp. 293-324

Sarah Janzen, Michael R. Carter and Munenobu Ikegami

The efficiency of voluntary risk classification in insurance markets pp. 325-350

Keith J. Crocker and Nan Zhu

Insurer risk and performance before, during, and after the 2008 financial crisis: The role of monitoring institutional ownership pp. 351-380

Yu‐Luen Ma and Yayuan Ren

80 will be the new 70: Old‐age mortality postponement in the United States and its likely effect on the finances of the OASI program pp. 381-412

David McCarthy

Did Marketplace coverage really offer financial protection? Financial gains from the Affordable Care Act's private insurance policies among the previously uninsured pp. 413-427

Naomi Zewde

Does having insurance change individuals' self‐confidence? pp. 429-442

Raphael Guber, Martin Kocher and Joachim Winter

Wishart‐gamma random effects models with applications to nonlife insurance pp. 443-481

Michel Denuit and Yang Lu

An examination of life insurance policy surrender and loan activity pp. 483-516

Cassandra R. Cole and Stephen G. Fier

Volume 88, issue 1, 2021

Optimal social security claiming behavior under lump sum incentives: Theory and evidence pp. 5-27

Raimond Maurer, Olivia Mitchell, Ralph Rogalla and Tatjana Schimetschek

Medicaid coverage expansions and liability insurance pp. 29-51

Paul Heaton and Caleb Flint

Medicaid and long‐term care: The effects of penalizing strategic asset transfers pp. 53-77

Junhao Liu and Anita Mukherjee

Annuitization and aggregate mortality risk pp. 79-99

Torben M. Andersen and Marias H. Gestsson

Optimal annuitization with imperfect information about insolvency risk pp. 101-130

Hui Li, Seth Neumuller and Casey Rothschild

Guaranteed renewable life insurance under demand uncertainty pp. 131-159

Michael Hoy, Afrasiab Mirza and Asha Sadanand

The effect of information disclosure on demand for high‐load insurance pp. 161-193

Marc A. Ragin, Benjamin Collier and Johannes G. Jaspersen

Stochastic loss reserving: A new perspective from a Dirichlet model pp. 195-230

Karthik Sriram and Peng Shi

Simultaneous borrowing of information across space and time for pricing insurance contracts: An application to rating crop insurance policies pp. 231-257

Yong Liu and Alan P. Ker

Volume 87, issue 4, 2020

Narrow Framing and Long‐Term Care Insurance pp. 861-893

Daniel Gottlieb and Olivia Mitchell

Long‐Term Care Insurance With Family Altruism: Theory and Empirics pp. 895-918

Justina Klimaviciute, Pierre Pestieau and Jérôme Schoenmaeckers

Restrictive Rating and Adverse Selection in Health Insurance pp. 919-933

Patricia H. Born and E. Tice Sirmans

Pension Regulation, Firm Borrowing, and Investment Risk pp. 935-968

Margaret J. Lay

Asymmetric Information in Automobile Insurance: Evidence From Driving Behavior pp. 969-995

Alois Geyer, Daniela Kremslehner and Alexander Muermann

Splitting Risks in Insurance Markets With Adverse Selection pp. 997-1033

Pierre Picard

The Effect of Taxes on the Location of Property‐Casualty Insurance Firms pp. 1035-1062

Martin Grace and David Sjoquist

Privatizing Plaintiffs: How Medicaid, the False Claims Act, and Decentralized Fraud Detection Affect Public Fraud Enforcement Efforts pp. 1063-1091

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

Yajing Xu, Michael Sherris and Jonathan Ziveyi

Correlated Trading by Life Insurers and Its Impact on Bond Prices pp. 597-625

Chia‐Chun Chiang and Greg Niehaus

Does Having an Affiliated Bank Improve Life Insurer Performance in a Turbulent Market? pp. 627-664

Chia‐Chun Chiang

The Effect of Risk Aversion and Loss Aversion on Equity‐Linked Life Insurance With Surrender Guarantees pp. 665-687

Christian Hilpert

Sunk Costs and Screening: Two‐Part Tariffs in Life Insurance pp. 689-718

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

Yikang Li and Casey Rothschild

From Participation To Repurchase: Low Income Households And Micro‐insurance pp. 783-814

Renuka Sane and Susan Thomas

Death by Pokémon GO: The Economic and Human Cost of Using Apps While Driving pp. 815-849

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

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

Hua Chen and Tao Sun

Strengthening Local Credit Markets Through Lender‐Level Index Insurance pp. 319-349

Benjamin Collier

Feeling Is Believing? Evidence From Earthquake Shaking Experience and Insurance Demand pp. 351-380

Xiao Lin

Catastrophe Risk and the Implied Volatility Smile pp. 381-405

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

Nadine Gatzert and Dinah Heidinger

Risk Measures Based on Benchmark Loss Distributions pp. 437-475

Valeria Bignozzi, Matteo Burzoni and Cosimo Munari

Estimation of Insurance Deductible Demand Under Endogenous Premium Rates pp. 477-500

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

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

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

Hanming Fang and Edward Kung

Losses (and Gains) from Health Reform for Non‐Medicaid Uninsureds pp. 41-66

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

Sandra Renfro Callaghan, Elizabeth Plummer and William F. Wempe

Insurance Covenants in Corporate Credit Agreements pp. 95-115

Greg Nini

Insurance Fraud in a Rothschild–Stiglitz World pp. 117-142

M. Martin Boyer and Richard Peter

Optimal Consumption and Investment Problem Incorporating Housing and Life Insurance Decisions: The Continuous Time Case pp. 143-171

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

Tzu‐Ting Yang

Comparative Ambiguity Aversion in Intertemporal Decisions pp. 195-212

Jianli Wang and Jingyuan Li

Estimating the Cost of Equity Capital for Insurance Firms With Multiperiod Asset Pricing Models pp. 213-245

Alexander Barinov, Jianren Xu and Steven W. Pottier