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 83, issue 4, 2016

Pricing in the Primary Market for Cat Bonds: New Empirical Evidence pp. 811-847

Alexander Braun

Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns pp. 849-876

Marc A. Ragin and Martin Halek

Managing Weather Risks: The Case of J. League Soccer Teams in Japan pp. 877-912

Haruyoshi Ito, Jing Ai and Akihiko Ozawa

Net Contribution, Liquidity, and Optimal Pension Management pp. 913-948

Changhui Choi, Bong-Gyu Jang, Changki Kim and Sang-youn Roh

Parameter Uncertainty and Residual Estimation Risk pp. 949-978

Valeria Bignozzi and Andreas Tsanakas

On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior pp. 979-1006

Christian Knoller, Gunther Kraut and Pascal Schoenmaekers

Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms pp. 1007-1043

Selim Mankaï and Aymen Belgacem

Volume 83, issue 3, 2016

The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates pp. 519-555

Narat Charupat, Mark J. Kamstra and Moshe Milevsky

A Test of Asymmetric Learning in Competitive Insurance With Partial Information Sharing pp. 557-578

Peng Shi and Wei Zhang

The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds pp. 579-612

Marc Gürtler, Martin Hibbeln and Christine Winkelvos

Estimation of Truncated Data Samples in Operational Risk Modeling pp. 613-640

Bakhodir Ergashev, Konstantin Pavlikov, Stan Uryasev and Evangelos Sekeris

Assessing the Risks of Insuring Reputation Risk pp. 641-679

Nadine Gatzert, Joan T. Schmit and Andreas Kolb

Cross-Industry Product Diversification and Contagion in Risk and Return: The case of Bank-Insurance and Insurance-Bank Takeovers pp. 681-718

Elyas Elyasiani, Sotiris K. Staikouras and Panagiotis Dontis-Charitos

Self-Insurance, Self-Protection, and Saving: On Consumption Smoothing and Risk Management pp. 719-734

Annette Hofmann and Richard Peter

An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates pp. 735-776

Valérie Chavez-Demoulin, Paul Embrechts and Marius Hofert

The Valuation of Lifetime Health Insurance Policies with Limited Coverage pp. 777-800

Shang-Yin Yang, Chou-Wen Wang and Hong-Chih Huang

Volume 83, issue 2, 2016

Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics pp. 269-300

Marcus C. Christiansen, Martin Eling, Jan-Philipp Schmidt and Lorenz Zirkelbach

Optimal Social Insurance for Heterogeneous Agents With Private Insurance pp. 301-333

Brandon Lehr

The Income Elasticity of Nonlife Insurance: A Reassessment pp. 335-362

Giovanni Millo

Yes, No, Perhaps? Premium Risk and Guaranteed Renewable Insurance Contracts With Heterogeneous Incomplete Private Information pp. 363-385

Richard Peter, Andreas Richter and Petra Steinorth

The Cost of Counterparty Risk and Collateralization in Longevity Swaps pp. 387-419

Enrico Biffis, David Blake, Lorenzo Pitotti and Ariel Sun

Portfolio Choice in Retirement—What is The Optimal Home Equity Release Product? pp. 421-446

Katja Hanewald, Thomas Post and Michael Sherris

The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks pp. 447-474

Ming Pu, Gang-Zhi Fan and Chunsheng Ban

Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? pp. 475-500

Chip Wade, Andre Liebenberg and Benjamin Blau

Volume 83, issue 1, 2016

CONSUMER-DIRECTED HEALTH PLANS: A REVIEW OF THE EVIDENCE pp. 9-41

M. Kate Bundorf

WILLINGNESS TO PAY FOR INSURANCE IN DENMARK pp. 49-76

Jan V. Hansen, Rasmus H. Jacobsen and Morten Lau

INSURANCE DEMAND UNDER PROSPECT THEORY: A GRAPHICAL ANALYSIS pp. 77-89

Ulrich Schmidt

EVALUATING THE EXPECTED WELFARE GAIN FROM INSURANCE pp. 91-120

Glenn Harrison and Jia Min Ng

THE DYNAMICS OF MICROINSURANCE DEMAND IN DEVELOPING COUNTRIES UNDER LIQUIDITY CONSTRAINTS AND INSURER DEFAULT RISK pp. 121-138

Yanyan Liu and Robert J. Myers

FRAMING AND CLAIMING: HOW INFORMATION-FRAMING AFFECTS EXPECTED SOCIAL SECURITY CLAIMING BEHAVIOR pp. 139-162

Jeffrey Brown, Arie Kapteyn and Olivia Mitchell

MULTIPLE REFERENCE POINTS AND THE DEMAND FOR PRINCIPAL-PROTECTED LIFE ANNUITIES: An EXPERIMENTAL ANALYSIS pp. 163-179

Christian Knoller

HIDDEN REGRET IN INSURANCE MARKETS pp. 181-216

Rachel Huang, Alexander Muermann and Larry Y. Tzeng

HYPOTHETICAL SURVEYS AND EXPERIMENTAL STUDIES OF INSURANCE DEMAND: A REVIEW pp. 217-255

Johannes G. Jaspersen

Volume 82, issue 4, 2015

Directors' and Officers' Liability Insurance, Corporate Risk and Risk Taking: New Panel Data Evidence on The Role of Directors' and Officers' Liability Insurance pp. 753-791

M. Martin Boyer and Sharon Tennyson

On Lawsuits, Corporate Governance, and Directors' and Officers' Liability Insurance pp. 793-822

Stuart L. Gillan and Christine A. Panasian

Heterogeneous Beliefs and the Demand for D&O Insurance by Listed Companies pp. 823-852

Peter Egger, Doina Radulescu and Ray Rees

Separation Without Exclusion in Financial Insurance pp. 853-864

Eric Stephens and James Thompson

Do the Better Insured Cause More Damage? Testing for Asymmetric Information in Car Insurance pp. 865-889

Tibor Zavadil

The Capitalization of Insurance Premiums in House Prices pp. 891-919

Charles Nyce, Randy E. Dumm, G. Stacy Sirmans and Greg Smersh

Insurance Fraud in the Workplace? Evidence From a Dependent Verification Program pp. 921-946

Michael Geruso and Harvey S. Rosen

The Pension Option in Labor Insurance and Its Effect on Household Saving and Consumption: Evidence From Taiwan pp. 947-975

Hua Chen, Wen-Yen Hsu and Mary Weiss

Precautionary Effort: Another Trait for Prudence pp. 977-983

Jianli Wang and Jingyuan Li

Volume 82, issue 3, 2015

Corporate Demand for Insurance: New Evidence From the U.S. Terrorism and Property Markets pp. 505-530

Erwann Michel-Kerjan, Paul Raschky and Howard Kunreuther

Reinsurance Networks and Their Impact on Reinsurance Decisions: Theory and Empirical Evidence pp. 531-569

Yijia Lin, Jifeng Yu and Manferd O. Peterson

Board Size, Firm Risk, and Equity Discount pp. 571-599

Arun Upadhyay

The Private Export Credit Insurance Effect on Trade pp. 601-624

Koen van der Veer

The Valuation Implications of Enterprise Risk Management Maturity pp. 625-657

Mark Farrell and Ronan Gallagher

A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts pp. 659-686

Hato Schmeiser and Joël Wagner

A Portfolio Optimization Approach Using Combinatorics With a Genetic Algorithm for Developing a Reinsurance Model pp. 687-713

Lysa Porth, Jeffrey Pai and Milton Boyd

Corporate Governance and Cash Holdings: Evidence From the U.S. Property–Liability Insurance Industry pp. 715-748

Wen-Yen Hsu, Yenyu (Rebecca) Huang and Gene Lai

Volume 82, issue 2, 2015

Optimal Investment and Premium Policies Under Risk Shifting and Solvency Regulation pp. 261-288

Damir Filipović, Robert Kremslehner and Alexander Muermann

The Value of Investing in Enterprise Risk Management pp. 289-316

Martin Grace, J. Tyler Leverty, Richard D. Phillips and Prakash Shimpi

A Subregional Panel Data Analysis of Life Insurance Consumption in Italy pp. 317-340

Giovanni Millo and Gaetano Carmeci

Insurance Premium Calculation Using Credibility Analysis: An Example From Livestock Mortality Insurance pp. 341-357

Jeffrey Pai, Milton Boyd and Lysa Porth

Dynamic Risk Management: Investment, Capital Structure, and Hedging in the Presence of Financial Frictions pp. 359-399

Diego Amaya, Geneviève Gauthier and Thomas-Olivier Léautier

How Does Price Presentation Influence Consumer Choice? The Case of Life Insurance Products pp. 401-432

Carin Huber, Nadine Gatzert and Hato Schmeiser

Cyclicity in the French Property–Liability Insurance Industry: New Findings Over the Recent Period pp. 433-462

Catherine Bruneau and Nadia Sghaier

Partial Benefits in the Social Security Disability Insurance Program pp. 463-504

Na Yin

Volume 82, issue 1, 2015

Nonexclusivity, Linear Pricing, and Annuity Market Screening pp. 1-32

Casey Rothschild

LONGEVITY SELECTION AND LIABILITIES IN PUBLIC SECTOR PENSION FUNDS pp. 33-64

Joelle H. Fong, John Piggott and Michael Sherris

Economic Pricing of Mortality-Linked Securities: A Tâtonnement Approach pp. 65-96

Rui Zhou, Johnny Siu-Hang Li and Ken Seng Tan

SOLVENCY ANALYSIS AND PREDICTION IN PROPERTY–CASUALTY INSURANCE: INCORPORATING ECONOMIC AND MARKET PREDICTORS pp. 97-124

Li Zhang and Norma Nielson

Uncertain Bequest Needs and Long-Term Insurance Contracts pp. 125-148

Wenan Fei, Claude Fluet and Harris Schlesinger

An OLG Model for Optimal Investment and Insurance Decisions pp. 149-172

Bingqing Li, Pu Liao and Jingfeng Xu

The Impact of Insurer Name Changes on The Demand for Insurance pp. 173-204

Cassandra R. Cole, Stephen G. Fier, James M. Carson and Demetra Andrews

Lender Exposure and Effort in the Syndicated Loan Market pp. 205-252

Nada Mora

BOOK REVIEW pp. 253-257

Martin Grace and Robert W. Klein