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 81, issue 4, 2014

Testing for Asymmetric Information Using “Unused Observables” in Insurance Markets: Evidence from the U.K. Annuity Market pp. 709-734

Amy Finkelstein and James Poterba

Heterogeneity of the Accident Externality from Driving pp. 735-756

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

Catherine Donnelly, Martin Englund, Jens Perch Nielsen and Carsten Tanggaard

Asymmetric Information in the Market for Automobile Insurance: Evidence From Germany pp. 781-801

Martin Spindler, Joachim Winter and Steffen Hagmayer

Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors pp. 803-830

Laura Spierdijk and Ruud Koning

The×Effectiveness of Gap Insurance With Respect to Basis Risk in a Shareholder Value Maximization Setting pp. 831-860

Nadine Gatzert and Ralf Kellner

Information Risk and the Cost of Capital pp. 861-882

David L. Eckles, Martin Halek and Rongrong Zhang

Reflexivity in Competition-Originated Underwriting Cycles pp. 883-906

Vsevolod K. Malinovskii

Tax Sharing in Insurance Markets: A Useful Parameterization pp. 907-942

Christelle Viauroux

The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees pp. 943-968

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

John Cummins and Georges Dionne

Why (Re)insurance is Not Systemic pp. 477-488

Denis Kessler

Systemic Risk and The U.S. Insurance Sector pp. 489-528

John Cummins and Mary Weiss

External Financing in the Life Insurance Industry: Evidence From the Financial Crisis pp. 529-562

Thomas R. Berry-Stölzle, Gregory P. Nini and Sabine Wende

Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty pp. 563-586

Daniel Rösch and Harald Scheule

Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property–Casualty Insurers pp. 587-622

Sojung Carol Park and Xiaoying Xie

Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis pp. 623-652

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

Martin Eling and Sebastian D. Marek

Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective pp. 683-708

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

Martin Eling and Dieter Kiesenbauer

The Relationship Between Regulatory Pressure and Insurer Risk Taking pp. 271-301

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

Kabir K. Dutta and David Babbel

Insurance Ratemaking and a Gini Index pp. 335-366

Edward W. (Jed) Frees, Glenn Meyers and A. David Cummings

Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) pp. 367-395

H. Huang, Moshe Milevsky and T. S. Salisbury

Insurance, Consumer Search, and Equilibrium Price Distributions pp. 397-429

Serife Akin and Brennan Platt

Optimal Design of the Attribution of Pension Fund Performance to Employees pp. 431-468

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

Robert Lieberthal

Volume 81, issue 1, 2014

Does the Threat of Insurer Liability for “Bad Faith” Affect Insurance Settlements? pp. 1-26

Danial Asmat and Sharon Tennyson

Financial Bounds for Insurance Claims pp. 27-56

Carole Bernard and Steven Vanduffel

Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance pp. 57-90

Nadine Gatzert and Hannah Wesker

Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan pp. 91-112

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

Alexander Braun, Hato Schmeiser and Caroline Siegel

On the Use of Information in Oligopolistic Insurance Markets pp. 159-175

Iris Kesternich and Heiner Schumacher

Pension Conversion, Termination, and Wealth Transfers pp. 177-198

Joel T. Harper and Stephen D. Treanor

Optimum Hurricane Futures Hedge in a Warming Environment: A Risk–Return Jump-Diffusion Approach pp. 199-217

Carolyn W. Chang, Jack S. K. Chang and Min-Ming Wen

Risk-Minimizing Reinsurance Protection For Multivariate Risks pp. 219-236

K. C. Cheung, K. C. J. Sung and S. C. P. Yam

Volume 80, issue 4, 2013

Mortality Portfolio Risk Management pp. 853-890

Samuel H. Cox, Yijia Lin, Ruilin Tian and Luis F. Zuluaga

Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework pp. 891-919

Yanwei Zhang and Vanja Dukic

Pricing Mortality Securities With Correlated Mortality Indexes pp. 921-948

Yijia Lin, Sheen Liu and Jifeng Yu

Managing Systematic Mortality Risk With Group Self-Pooling and Annuitization Schemes pp. 949-974

Chao Qiao and Michael Sherris

A Savings Plan With Targeted Contributions pp. 975-1000

Iqbal Owadally, Steven Haberman and Denise Gómez Hernández

Do Insurance Companies Possess an Informational Monopoly? Empirical Evidence From Auto Insurance pp. 1001-1026

Paul Kofman and Gregory P. Nini

Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework pp. 1027-1056

Chou-Wen Wang and Sharon S. Yang

Pension Wealth Uncertainty pp. 1057-1085

Luigi Guiso, Tullio Jappelli and Mario Padula

Corporate Insurance With Safety Loadings: A Note pp. 1087-1094

Lutz Arnold and Johannes Hartl

Volume 80, issue 3, 2013

Longevity Risk and Capital Markets: The 2011–2012 Update pp. 495-500

David Blake, Richard MacMinn and Raimond Maurer

The New Life Market pp. 501-558

David Blake, Andrew Cairns, Guy Coughlan, Kevin Dowd and Richard MacMinn

Informed Intermediation of Longevity Exposures pp. 559-584

Enrico Biffis and David Blake

Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan pp. 585-620

Samuel H. Cox, Yijia Lin, Ruilin Tian and Jifeng Yu

Robust Hedging of Longevity Risk pp. 621-648

Andrew J. G. Cairns

Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities pp. 649-676

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

Jason Brown and Mark Warshawsky

Living With Ambiguity: Pricing Mortality-Linked Securities With Smooth Ambiguity Preferences pp. 705-732

Hua Chen, Michael Sherris, Tao Sun and Wenge Zhu

Pricing Standardized Mortality Securitizations: A Two-Population Model With Transitory Jump Effects pp. 733-774

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

Chou-Wen Wang, Hong-Chih Huang and I-Chien Liu

Incorporating Longevity Risk and Medical Information Into Life Settlement Pricing pp. 799-826

Patrick L. Brockett, Shuo-li Chuang, Yinglu Deng and Richard D. MacMinn

Coherent Pricing of Life Settlements Under Asymmetric Information pp. 827-851

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

Dirk Broeders and An Chen

The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure pp. 273-308

Hato Schmeiser and Joël Wagner

Deciding Whether to Invest in Mitigation Measures: Evidence From Florida pp. 309-327

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

Uwe Focht, Andreas Richter and Joerg Schiller

Systemic Weather Risk and Crop Insurance: The Case of China pp. 351-372

Ostap Okhrin, Martin Odening and Wei Xu

Derivatives Clearing, Default Risk, and Insurance pp. 373-400

Robert Jones and Christophe Perignon

Accuracy of Premium Calculation Models for CAT Bonds—An Empirical Analysis pp. 401-421

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

Thomas R. Berry-Stölzle, Robert E. Hoyt and Sabine Wende

Pension Portfolio Choice and Peer Envy pp. 461-489

Jacqueline Volkman-Wise

Volume 80, issue 1, 2013

New Editor Announcement pp. vi-vi

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

Patricia H. Born and Barbara Klimaszewski-Blettner

The Risk-Sharing Implications of Disaster Insurance Funds pp. 37-64

Alexei Boulatov and Stephan Dieckmann

The Impact of Catastrophes on Insurer Stock Volatility pp. 65-94

Christian Thomann

The Value and Risk of Defined Contribution Pension Schemes: International Evidence pp. 95-119

Edmund Cannon and Ian Tonks

A Robust Unsupervised Method for Fraud Rate Estimation pp. 121-143

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

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

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

Sommarat Chantarat, Andrew G. Mude, Christopher Barrett and Michael Carter