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 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

Volume 79, issue 4, 2012

Internationalization in the Reinsurance Industry: An Analysis of the Net Financial Position of U.S. Reinsurers pp. 897-930

Cassandra R. Cole, William L. Ferguson, Ryan B. Lee and Kathleen A. McCullough

Risk Taking and Performance of Public Insurers: An International Comparison pp. 931-962

L. Paige Fields, Manu Gupta and Puneet Prakash

Designing a Countercyclical Insurance Program for Systemic Risk pp. 963-993

Phelim Boyle and Joseph H. T. Kim

Are Underwriting Cycles Real and Forecastable? pp. 995-1015

M. Martin Boyer, Eric Jacquier and Simon van Norden

Moral Hazard and Health Insurance When Treatment Is Preventive pp. 1017-1038

S. Hun Seog

Insurance Contract Design When the Insurer Has Private Information on Loss Size pp. 1039-1050

Qin Lian and Harris Schlesinger

A History of the Term “Moral Hazard” pp. 1051-1075

David Rowell and Luke Connelly

Testing Adverse Selection With Two-Dimensional Information: Evidence From the Singapore Auto Insurance Market pp. 1077-1114

Peng Shi, Wei Zhang and Emiliano A. Valdez

Early Mover Advantages: Evidence From the Long-Term Care Insurance Market pp. 1115-1141

Michael K. McShane, Larry A. Cox and Yanling Ge

Thinking, Fast and Slow by Daniel Kahneman pp. 1143-1145

Lisa A. Gardner

Volume 79, issue 3, 2012

Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model pp. 595-618

Jacob Bikker, Dirk W. G. A. Broeders, David A. Hollanders and Eduard Ponds

A Dynamic Analysis of the Demand for Life Insurance pp. 619-644

Andre P. Liebenberg, James M. Carson and Randy E. Dumm

Creating Customer Value in Participating Life Insurance pp. 645-670

Nadine Gatzert, Ines Holzmüller and Hato Schmeiser

Can the Life Insurance Market Provide Evidence for a Bequest Motive? pp. 671-695

Joachim Inkmann and Alexander Michaelides

Longevity/Mortality Risk Modeling and Securities Pricing pp. 697-721

Yinglu Deng, Patrick L. Brockett and Richard D. MacMinn

The Role of RBC, Hurricane Exposure, Bond Portfolio Duration, and Macroeconomic and Industry-wide Factors in Property–Liability Insolvency Prediction pp. 723-750

Jiang Cheng and Mary Weiss

Dupes or Incompetents? An Examination of Management's Impact on Firm Distress pp. 751-783

J. Tyler Leverty and Martin Grace

Under What Conditions Is an Insurance Guaranty Fund Beneficial for Policyholders? pp. 785-815

Przemysław Rymaszewski, Hato Schmeiser and Joël Wagner

Rainfall or Rainmaking? Lawyers, Courts, and the Price of Mold Insurance in Texas pp. 817-839

Charles North, James R. Garven and Carl R. Gwin

Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator pp. 841-866

Frédéric Godin, Silvia Mayoral and Manuel Morales

The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts pp. 867-895

Chia-Chien Chang, Chou-Wen Wang and Chih-Yuan Yang

Volume 79, issue 2, 2012

Form Over Matter: Differences in the Incentives to Convert Using Full Versus Partial Demutualization in the U.S. Life Insurance Industry pp. 305-334

Otgontsetseg Erhemjamts and Richard D. Phillips

A Theory of the Demand for Underwriting pp. 335-349

Mark J. Browne and Shinichi Kamiya

Property–Liability Insurer Reserve Error: Motive, Manipulation, or Mistake pp. 351-380

Martin Grace and J. Tyler Leverty

Determinants of Corporate Diversification: Evidence From the Property–Liability Insurance Industry pp. 381-413

Thomas R. Berry-Stölzle, Andre P. Liebenberg, Joseph S. Ruhland and David W. Sommer

Do Publicly Traded Property–Casualty Insurers Cater to the Stock Market? pp. 415-430

Yu-Luen Ma and Yayuan Ren

Multivariate Analysis of Premium Dynamics in P&L Insurance pp. 431-448

Dorina Lazar and Michel M. Denuit

Catastrophe Bonds, Reinsurance, and the Optimal Collateralization of Risk Transfer pp. 449-476

Darius Lakdawalla and George Zanjani

The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds: A Cross-Country Comparison pp. 477-514

Jacob Bikker, Onno W. Steenbeek and Federico Torracchi

Whole Farm Income Insurance pp. 515-540

Calum Turvey

Insurance Pricing, Reserving, and Performance Evaluation Under External Constraints on Capitalization and Return on Equity pp. 541-566

Eric Ulm

Can Vehicle Maintenance Records Predict Automobile Accidents? pp. 567-584

Shyi-Tarn Bair, Rachel Huang and Kili C. Wang

Precautionary Effort: A New Look pp. 585-590

Louis Eeckhoudt, Rachel Huang and Larry Y. Tzeng

Uncertainty and Risk: Multidisciplinary Perspectives, edited by Gabriele Bammer and Michael Smithson pp. 591-593

Gábor Regős

Volume 79, issue 1, 2012

Optimal Capital Allocation Principles pp. 1-28

Jan Dhaene, Andreas Tsanakas, Emiliano Valdez and Steven Vanduffel

Enterprise Risk Management Through Strategic Allocation of Capital pp. 29-56

Jing Ai, Patrick L. Brockett, William W. Cooper and Linda L. Golden

Self‐Insurance and Self‐Protection as Public Goods pp. 57-76

Tim Lohse, Julio Robledo and Ulrich Schmidt

Risk Aversion and the Value of Risk to Life pp. 77-104

Antoine Bommier and Bertrand Villeneuve

The Cost of Duplicative Regulation: Evidence From Risk Retention Groups pp. 105-128

J. Tyler Leverty

The Effect of Regulation on Insurance Pricing: The Case of Germany pp. 129-164

Thomas R. Berry‐Stölzle and Patricia Born

The Value of Contingent Commissions in the Property–Casualty Insurance Industry: Evidence From Stock Market Returns pp. 165-192

Chinmoy Ghosh and James I. Hilliard

Performance and Risks of Open‐End Life Settlement Funds pp. 193-230

Alexander Braun, Nadine Gatzert and Hato Schmeiser

Do Small‐Group Health Insurance Regulations Influence Small Business Size? pp. 231-260

Kanika Kapur, Pinar Karaca‐Mandic, Susan M. Gates and Brent Fulton

A Spatial Econometric Analysis of Loss Experience in the U.S. Crop Insurance Program pp. 261-286

Joshua D. Woodard, Gary Schnitkey, Bruce Sherrick, Nancy Lozano‐Gracia and Luc Anselin

Index Insurance, Probabilistic Climate Forecasts, and Production pp. 287-300

Miguel A. Carriquiry and Daniel E. Osgood