Journal of Risk & Insurance

2003 - 2025

Current editor(s): Joan T. Schmit

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

Raimond Maurer, Olivia Mitchell, Ralph Rogalla and Tatjana Schimetschek

Lapse‐and‐Reentry in Variable Annuities pp. 911-938

Thorsten Moenig and Nan Zhu

Dynamic Moral Hazard: A Longitudinal Examination of Automobile Insurance in Canada pp. 939-958

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

Yiling Deng and George Zanjani

A Mean‐Preserving Increase in Ambiguity and Portfolio Choices pp. 993-1012

Yi‐Chieh Huang and Larry Y. Tzeng

Directors’ and Officers’ Liability Insurance, Independent Director Behavior, and Governance Effect pp. 1013-1054

Ning Jia and Xuesong Tang

Actuarial Independence and Managerial Discretion pp. 1055-1082

Shinichi Kamiya and Andreas Milidonis

Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting pp. 1083-1102

Yang Lu

Multi Cumulative Prospect Theory and the Demand for Cliquet‐Style Guarantees pp. 1103-1125

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

Erin Trish and Bradley Herring

WHAT HAPPENS WHEN COMPENSATION FOR WHIPLASH CLAIMS Is MADE MORE GENEROUS? pp. 635-662

J. David Cassidy, Søren Leth‐Petersen and Gabriel Pons Rotger

REGULATORY CAPTURE AND EFFICACY IN WORKERS’ COMPENSATION pp. 663-694

Steven P. Clark, David C. Marlett and Faith R. Neale

HURRICANE RISK MANAGEMENT WITH CLIMATE AND CO2 INDICES pp. 695-720

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

Shinichi Kamiya

RISK MISPERCEPTIONS AND SELECTION IN INSURANCE MARKETS: AN APPLICATION TO DEMAND FOR CANCER INSURANCE pp. 749-785

Mary Riddel and David Hales

RATINGS: IT'S ACCRUAL WORLD pp. 787-809

James M. Carson, Evan M. Eastman and David L. Eckles

RATING CHANGES AND COMPETING INFORMATION: EVIDENCE ON PUBLICLY TRADED INSURANCE FIRMS pp. 811-842

Leon Chen and Steven W. Pottier

MEASURING PORTFOLIO RISK UNDER PARTIAL DEPENDENCE INFORMATION pp. 843-863

Carole Bernard, Michel Denuit and Steven Vanduffel

Volume 85, issue 2, 2018

SYMPOSIUM ON CHOICES UNDER UNCERTAINTY: BEYOND RISK AVERSION pp. 309-312

Louis Eeckhoudt and Christian Gollier

ON THE ROBUSTNESS OF HIGHER ORDER RISK PREFERENCES pp. 313-333

Cary Deck and Harris Schlesinger

Risk†Taking†Neutral Background Risks pp. 335-353

Guenter Franke, Harris Schlesinger and Richard C. Stapleton

DIRECTION AND INTENSITY OF RISK PREFERENCE AT THE THIRD ORDER pp. 355-378

Donald Keenan and Arthur Snow

Downside Risk Aversion and the Downside Risk Premium pp. 379-395

Richard C. Stapleton and Qi Zeng

Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions pp. 397-430

Christian Gollier and Miles Kimball

Multivariate Almost Stochastic Dominance pp. 431-445

Ilia Tsetlin and Robert L. Winkler

DIRECTORS’ AND OFFICERS’ LIABILITY INSURANCE AND FIRM VALUE pp. 447-482

Joon Ho Hwang and Byungmo Kim

Individual Capability and Effort in Retirement Benefit Choice pp. 483-512

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

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

Patricia A. Robinson, Frank Sloan and Lindsey M. Eldred

Health Insurance Benefit Mandates and Firm Size Distribution pp. 577-595

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

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

Leon Chen, Jennifer J. Gaver and Steven W. Pottier

Managing Capital via Internal Capital Market Transactions: The Case of Life Insurers pp. 69-106

Greg Niehaus

Testing for Asymmetric Information in Insurance Markets: A Multivariate Ordered Regression Approach pp. 107-125

Valentino Dardanoni, Antonio Forcina and Paolo Li Donni

Enterprise Risk Management and Default Risk: Evidence from the Banking Industry pp. 127-157

Sara A. Lundqvist and Anders Vilhelmsson

Enterprise Risk Management and the Cost of Capital pp. 159-201

Thomas R. Berry†Stölzle and Jianren Xu

What if Variable Annuity Policyholders With Guaranteed Lifelong Withdrawal Benefit Were Rational? pp. 203-217

Gabriella Piscopo and Philipp Rüede

Trust†Preferred Securities and Insurer Financing Decisions pp. 219-244

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

Anja Zimmer, Helmut Gründl, Christian D. Schade and Franca Glenzer

A Termination Rule for Pension Guarantee Funds pp. 275-300

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

David Blake and Marco Morales

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 279-297

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

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

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

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

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

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

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

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

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

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

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

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

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

David Rowell, Hong Son Nghiem and Luke Connelly

Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks pp. 1127-1169

Jing Ai, Patrick L. Brockett and Tianyang Wang

Life Insurance Demand Under Health Shock Risk pp. 1171-1202

Christoph Hambel, Holger Kraft, Lorenz S. Schendel and Mogens Steffensen

Managing Longevity Risk by Implementing Sustainable Full Retirement Age Policies pp. 1203-1230

Ralph Stevens

Basel III Versus Solvency II: An Analysis of Regulatory Consistency Under the New Capital Standards pp. 1231-1267

Daniela Laas and Caroline Franziska Siegel

Decomposing Asymmetric Information in China's Automobile Insurance Market pp. 1269-1293

Feng Gao, Michael R. Powers and Jun Wang

Crisis Sentiment in the U.S. Insurance Sector pp. 1295-1330

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

Carolyn Kousky and Erwann Michel-Kerjan

Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs pp. 851-879

David Döhrmann, Marc Gürtler and Martin Hibbeln

The Increasing Convex Order and the Trade–off of Size for Risk pp. 881-897

Liqun Liu and Jack Meyer

Optimal Prevention for Multiple Risks pp. 899-922

Christophe Courbage, Henri Loubergé and Richard Peter

Value-at-Risk Bounds With Variance Constraints pp. 923-959

Carole Bernard, Ludger Rüschendorf and Steven Vanduffel

Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk pp. 961-986

Elisa Luciano, Luca Regis and Elena Vigna

Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated pp. 987-1023

Tat Wing Wong, Mei Choi Chiu and Hoi Ying Wong

Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization pp. 1025-1065

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

Joachim Inkmann, David Blake and Zhen Shi

AN INVESTIGATION OF MARKET CONCENTRATION AND FINANCIAL STABILITY IN PROPERTY–LIABILITY INSURANCE INDUSTRY pp. 567-597

Jeungbo Shim

ORGANIZATION STRUCTURE AND CORPORATE DEMAND FOR REINSURANCE: THE CASE OF THE JAPANESE KEIRETSU pp. 599-629

Noriyoshi Yanase and Piman Limpaphayom

Patent Litigation Insurance pp. 631-660

Anne Duchene

Risk Management of Policyholder Behavior in Equity-Linked Life Insurance pp. 661-690

Anne MacKay, Maciej Augustyniak, Carole Bernard and Mary R. Hardy

HOW DOES TORT LAW AFFECT CONSUMER AUTO INSURANCE COSTS? pp. 691-715

Paul Heaton

A Multivariate Analysis of Intercompany Loss Triangles pp. 717-737

Peng Shi

Is THERE AN OPTIMAL PENSION FUND SIZE? A SCALE-ECONOMY ANALYSIS OF ADMINISTRATIVE COSTS pp. 739-769

Jacob Bikker

BETWEEN-GROUP ADVERSE SELECTION: EVIDENCE FROM GROUP CRITICAL ILLNESS INSURANCE pp. 771-809

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

Michael Eriksen and James M. Carson

Asymmetric Information in the Home Insurance Market pp. 35-72

Karl Ove Aarbu

Self-Insurance With Genetic Testing Tools pp. 73-94

David Crainich

Organizational Form, Ownership Structure, and CEO Turnover: Evidence From the Property–Casualty Insurance Industry pp. 95-126

Jiang Cheng, J. David Cummins and Tzuting Lin

Measuring the Performance of the Secondary Market for Life Insurance Policies pp. 127-151

Carmelo Giaccotto, Joseph Golec and Bryan P. Schmutz

Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure pp. 153-175

Andy Wong, Michael Sherris and Ralph Stevens

Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula pp. 177-207

Alexander Braun, Hato Schmeiser and Florian Schreiber

Pricing and Hedging Variable Annuities in a Lévy Market: A Risk Management Perspective pp. 209-238

Abdou Kélani and François Quittard-Pinon

The Influence of Affect on Heuristic Thinking in Insurance Demand pp. 239-266

Johannes G. Jaspersen and Vijay Aseervatham