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Journal of Risk & Insurance

2003 - 2022

Current editor(s): Joan T. Schmit

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

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Volume 81, issue 4, 2014

Testing for Asymmetric Information Using “Unused Observables” in Insurance Markets: Evidence from the U.K. Annuity Market pp. 709-734 Downloads
Amy Finkelstein and James Poterba
Heterogeneity of the Accident Externality from Driving pp. 735-756 Downloads
Rachel Huang, Larry Y. Tzeng and Kili C. Wang
Asymmetric Information, Self-selection, and Pricing of Insurance Contracts: The Simple No-Claims Case pp. 757-780 Downloads
Catherine Donnelly, Martin Englund, Jens Perch Nielsen and Carsten Tanggaard
Asymmetric Information in the Market for Automobile Insurance: Evidence From Germany pp. 781-801 Downloads
Martin Spindler, Joachim Winter and Steffen Hagmayer
Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors pp. 803-830 Downloads
Laura Spierdijk and Ruud Koning
The×Effectiveness of Gap Insurance With Respect to Basis Risk in a Shareholder Value Maximization Setting pp. 831-860 Downloads
Nadine Gatzert and Ralf Kellner
Information Risk and the Cost of Capital pp. 861-882 Downloads
David L. Eckles, Martin Halek and Rongrong Zhang
Reflexivity in Competition-Originated Underwriting Cycles pp. 883-906 Downloads
Vsevolod K. Malinovskii
Tax Sharing in Insurance Markets: A Useful Parameterization pp. 907-942 Downloads
Christelle Viauroux
The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees pp. 943-968 Downloads
Christian Hilpert, Jing Li and Alexander Szimayer

Volume 81, issue 3, 2014

Introduction: Symposium on Convergence, Interconnectedness, and Crises: Insurance and Banking pp. 473-476 Downloads
John Cummins and Georges Dionne
Why (Re)insurance is Not Systemic pp. 477-488 Downloads
Denis Kessler
Systemic Risk and The U.S. Insurance Sector pp. 489-528 Downloads
John Cummins and Mary Weiss
External Financing in the Life Insurance Industry: Evidence From the Financial Crisis pp. 529-562 Downloads
Thomas R. Berry-Stölzle, Gregory P. Nini and Sabine Wende
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty pp. 563-586 Downloads
Daniel Rösch and Harald Scheule
Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property–Casualty Insurers pp. 587-622 Downloads
Sojung Carol Park and Xiaoying Xie
Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis pp. 623-652 Downloads
Hua Chen, John Cummins, Krupa Viswanathan and Mary Weiss
Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets pp. 653-682 Downloads
Martin Eling and Sebastian D. Marek
Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective pp. 683-708 Downloads
Nadine Gatzert and Andreas Kolb

Volume 81, issue 2, 2014

What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market pp. 241-269 Downloads
Martin Eling and Dieter Kiesenbauer
The Relationship Between Regulatory Pressure and Insurer Risk Taking pp. 271-301 Downloads
Wen-Chang Lin, Yi-Hsun Lai and Michael Powers
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach pp. 303-334 Downloads
Kabir K. Dutta and David Babbel
Insurance Ratemaking and a Gini Index pp. 335-366 Downloads
Edward W. (Jed) Frees, Glenn Meyers and A. David Cummings
Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) pp. 367-395 Downloads
H. Huang, Moshe Milevsky and T. S. Salisbury
Insurance, Consumer Search, and Equilibrium Price Distributions pp. 397-429 Downloads
Serife Akin and Brennan Platt
Optimal Design of the Attribution of Pension Fund Performance to Employees pp. 431-468 Downloads
Heinz Müller and David Schiess
Mother of Invention: How the Government Created “Free-Market” Health Care, by Robert I. Field, 2014, Oxford, UK: Oxford University Press, 297 pp. ISBN 978-0-19-974675-0 pp. 469-472 Downloads
Robert Lieberthal

Volume 81, issue 1, 2014

Does the Threat of Insurer Liability for “Bad Faith” Affect Insurance Settlements? pp. 1-26 Downloads
Danial Asmat and Sharon Tennyson
Financial Bounds for Insurance Claims pp. 27-56 Downloads
Carole Bernard and Steven Vanduffel
Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance pp. 57-90 Downloads
Nadine Gatzert and Hannah Wesker
Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan pp. 91-112 Downloads
Tsung-I Pao, Larry Y. Tzeng and Kili C. Wang
The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test pp. 113-158 Downloads
Alexander Braun, Hato Schmeiser and Caroline Siegel
On the Use of Information in Oligopolistic Insurance Markets pp. 159-175 Downloads
Iris Kesternich and Heiner Schumacher
Pension Conversion, Termination, and Wealth Transfers pp. 177-198 Downloads
Joel T. Harper and Stephen D. Treanor
Optimum Hurricane Futures Hedge in a Warming Environment: A Risk–Return Jump-Diffusion Approach pp. 199-217 Downloads
Carolyn W. Chang, Jack S. K. Chang and Min-Ming Wen
Risk-Minimizing Reinsurance Protection For Multivariate Risks pp. 219-236 Downloads
K. C. Cheung, K. C. J. Sung and S. C. P. Yam

Volume 80, issue 4, 2013

Mortality Portfolio Risk Management pp. 853-890 Downloads
Samuel H. Cox, Yijia Lin, Ruilin Tian and Luis F. Zuluaga
Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework pp. 891-919 Downloads
Yanwei Zhang and Vanja Dukic
Pricing Mortality Securities With Correlated Mortality Indexes pp. 921-948 Downloads
Yijia Lin, Sheen Liu and Jifeng Yu
Managing Systematic Mortality Risk With Group Self-Pooling and Annuitization Schemes pp. 949-974 Downloads
Chao Qiao and Michael Sherris
A Savings Plan With Targeted Contributions pp. 975-1000 Downloads
Iqbal Owadally, Steven Haberman and Denise Gómez Hernández
Do Insurance Companies Possess an Informational Monopoly? Empirical Evidence From Auto Insurance pp. 1001-1026 Downloads
Paul Kofman and Gregory P. Nini
Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework pp. 1027-1056 Downloads
Chou-Wen Wang and Sharon S. Yang
Pension Wealth Uncertainty pp. 1057-1085 Downloads
Luigi Guiso, Tullio Jappelli and Mario Padula
Corporate Insurance With Safety Loadings: A Note pp. 1087-1094 Downloads
Lutz Arnold and Johannes Hartl

Volume 80, issue 3, 2013

Longevity Risk and Capital Markets: The 2011–2012 Update pp. 495-500 Downloads
David Blake, Richard MacMinn and Raimond Maurer
The New Life Market pp. 501-558 Downloads
David Blake, Andrew Cairns, Guy Coughlan, Kevin Dowd and Richard MacMinn
Informed Intermediation of Longevity Exposures pp. 559-584 Downloads
Enrico Biffis and David Blake
Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan pp. 585-620 Downloads
Samuel H. Cox, Yijia Lin, Ruilin Tian and Jifeng Yu
Robust Hedging of Longevity Risk pp. 621-648 Downloads
Andrew J. G. Cairns
Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities pp. 649-676 Downloads
Raimond Maurer, Olivia Mitchell, Ralph Rogalla and Vasily Kartashov
The Life Care Annuity: A New Empirical Examination of an Insurance Innovation That Addresses Problems in the Markets for Life Annuities and Long-Term Care Insurance pp. 677-704 Downloads
Jason Brown and Mark Warshawsky
Living With Ambiguity: Pricing Mortality-Linked Securities With Smooth Ambiguity Preferences pp. 705-732 Downloads
Hua Chen, Michael Sherris, Tao Sun and Wenge Zhu
Pricing Standardized Mortality Securitizations: A Two-Population Model With Transitory Jump Effects pp. 733-774 Downloads
Rui Zhou, Johnny Siu-Hang Li and Ken Seng Tan
Mortality Modeling With Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps pp. 775-798 Downloads
Chou-Wen Wang, Hong-Chih Huang and I-Chien Liu
Incorporating Longevity Risk and Medical Information Into Life Settlement Pricing pp. 799-826 Downloads
Patrick L. Brockett, Shuo-li Chuang, Yinglu Deng and Richard D. MacMinn
Coherent Pricing of Life Settlements Under Asymmetric Information pp. 827-851 Downloads
Nan Zhu and Daniel Bauer

Volume 80, issue 2, 2013

Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund, and Sponsor Support pp. 239-272 Downloads
Dirk Broeders and An Chen
The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure pp. 273-308 Downloads
Hato Schmeiser and Joël Wagner
Deciding Whether to Invest in Mitigation Measures: Evidence From Florida pp. 309-327 Downloads
James M. Carson, Kathleen A. McCullough and David M. Pooser
Intermediation and (Mis-)Matching in Insurance Markets—Who Should Pay the Insurance Broker? pp. 329-350 Downloads
Uwe Focht, Andreas Richter and Joerg Schiller
Systemic Weather Risk and Crop Insurance: The Case of China pp. 351-372 Downloads
Ostap Okhrin, Martin Odening and Wei Xu
Derivatives Clearing, Default Risk, and Insurance pp. 373-400 Downloads
Robert Jones and Christophe Perignon
Accuracy of Premium Calculation Models for CAT Bonds—An Empirical Analysis pp. 401-421 Downloads
Marcello Galeotti, Marc Gürtler and Christine Winkelvos
Capital Market Development, Competition, Property Rights, and the Value of Insurer Product-Line Diversification: A Cross-Country Analysis pp. 423-459 Downloads
Thomas R. Berry-Stölzle, Robert E. Hoyt and Sabine Wende
Pension Portfolio Choice and Peer Envy pp. 461-489 Downloads
Jacqueline Volkman-Wise

Volume 80, issue 1, 2013

New Editor Announcement pp. vi-vi Downloads
George Zanjani
Should I Stay or Should I Go? The Impact of Natural Disasters and Regulation on U.S. Property Insurers’ Supply Decisions pp. 1-36 Downloads
Patricia H. Born and Barbara Klimaszewski-Blettner
The Risk-Sharing Implications of Disaster Insurance Funds pp. 37-64 Downloads
Alexei Boulatov and Stephan Dieckmann
The Impact of Catastrophes on Insurer Stock Volatility pp. 65-94 Downloads
Christian Thomann
The Value and Risk of Defined Contribution Pension Schemes: International Evidence pp. 95-119 Downloads
Edmund Cannon and Ian Tonks
A Robust Unsupervised Method for Fraud Rate Estimation pp. 121-143 Downloads
Jing Ai, Patrick L. Brockett, Linda L. Golden and Montserrat Guillen
Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability pp. 145-168 Downloads
Jun Cai, Ying Fang, Zhi Li and Gordon E. Willmot
Organizational Structure, Board Composition, and Risk Taking in the U.S. Property Casualty Insurance Industry pp. 169-203 Downloads
Chia-Ling Ho, Gene C. Lai and Jin-Ping Lee
Designing Index-Based Livestock Insurance for Managing Asset Risk in Northern Kenya pp. 205-237 Downloads
Sommarat Chantarat, Andrew G. Mude, Christopher Barrett and Michael Carter
Page updated 2023-01-27