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 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

Volume 78, issue 4, 2011

The Value of Enterprise Risk Management pp. 795-822

Robert E. Hoyt and Andre P. Liebenberg

Understanding the Death Benefit Switch Option in Universal Life Policies pp. 823-852

Nadine Gatzert and Gudrun Schmitt‐Hoermann

Canonical Valuation of Mortality‐Linked Securities pp. 853-884

Johnny Siu‐Hang Li and Andrew Cheuk‐Yin Ng

Securitization of Longevity Risk Using Percentile Tranching pp. 885-906

Changki Kim and Yangho Choi

Valuing the Longevity Insurance Acquired by Delayed Claiming of Social Security pp. 907-930

Wei Sun and Anthony Webb

Defined Benefit or Defined Contribution? A Study of Pension Choices pp. 931-960

João F. Cocco and Paula Lopes

Longevity Risk Management in Singapore's National Pension System pp. 961-982

Joelle H. Fong, Olivia Mitchell and Benedict S. K. Koh

Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study pp. 983-1002

Jean Pinquet, Montserrat Guillen and Mercedes Ayuso

Does Insurance Help to Escape the Poverty Trap?—A Ruin Theoretic Approach pp. 1003-1028

Raimund Kovacevic and Georg Ch. Pflug

The Economics of Natural and Unnatural Disasters, edited by William Kern pp. 1029-1032

Peter Molk and J.D. Yale

2011 Editor Report pp. 1033-1042

Georges Dionne

Volume 78, issue 3, 2011

Corporate Governance and Issues From the Insurance Industry pp. 501-518

Narjess Boubakri

Corporate Governance and Efficiency: Evidence From U.S. Property–Liability Insurance Industry pp. 519-550

Li‐Ying Huang, Gene C. Lai, Michael McNamara and Jennifer Wang

Chief Executive Officer Incentives, Monitoring, and Corporate Risk Management: Evidence From Insurance Use pp. 551-582

Mike Adams, Chen Lin and Hong Zou

The Impact of CEO Turnover on Property–Liability Insurer Performance pp. 583-608

Enya He, David W. Sommer and Xiaoying Xie

Institutional Ownership Stability and Risk Taking: Evidence From the Life–Health Insurance Industry pp. 609-641

Jiang Cheng, Elyas Elyasiani and Jingyi (Jane) Jia

Do U.S. Insurance Firms Offer the “Wrong” Incentives to Their Executives? pp. 643-672

Andreas Milidonis and Konstantinos Stathopoulos

CEO Turnover and Ownership Structure: Evidence From the U.S. Property–Liability Insurance Industry pp. 673-701

Enya He and David W. Sommer

An Empirical Examination of Stakeholder Groups as Monitoring Sources in Corporate Governance pp. 703-730

Cassandra R. Cole, Enya He, Kathleen A. McCullough, Anastasia Semykina and David W. Sommer

Managerial Discretion and Corporate Governance in Publicly Traded Firms: Evidence From the Property–Liability Insurance Industry pp. 731-760

Steve M. Miller

Earnings Smoothing, Executive Compensation, and Corporate Governance: Evidence From the Property–Liability Insurance Industry pp. 761-790

David L. Eckles, Martin Halek, Enya He, David W. Sommer and Rongrong Zhang

The Theory of Corporate Finance, by Jean Tirole pp. 791-793

Georges Dionne

Volume 78, issue 2, 2011

The Efficiency of Categorical Discrimination in Insurance Markets pp. 267-285

Casey Rothschild

Multidimensional Screening in Insurance Markets with Adverse Selection pp. 287-307

Keith J. Crocker and Arthur Snow

Mossin's Theorem Given Random Initial Wealth pp. 309-324

Soon Koo Hong, Keun Ock Lew, Richard MacMinn and Patrick Brockett

State Dependent Unemployment Benefits pp. 325-344

Torben M. Andersen and Michael Svarer

Forecasting in an Extended Chain‐Ladder‐Type Model pp. 345-359

Di Kuang, Bent Nielsen and Jens Perch Nielsen

Flood Insurance Coverage in the Coastal Zone pp. 361-388

Craig Landry and Mohammad R. Jahan‐Parvar

Consumer Response to a National Marketplace for Individual Health Insurance pp. 389-411

Stephen T. Parente, Roger Feldman, Jean Abraham and Yi Xu

Disease‐Specific Moral Hazard and Optimal Health Insurance Design for Physician Services pp. 413-446

Çağatay Koç

Valuation of Catastrophe Equity Puts With Markov‐Modulated Poisson Processes pp. 447-473

Chia‐Chien Chang, Shih‐Kuei Lin and Min-Teh Yu

Reinsurance and Capital Structure: Evidence From the United Kingdom Non‐Life Insurance Industry pp. 475-494

Yung‐Ming Shiu

Volume 78, issue 1, 2011

Introduction to the 2011 Symposium Issue of JRI on Microinsurance pp. 1-5

Craig Churchill, Richard Phillips and Dirk Reinhard

Participation in Micro Life Insurance and the Use of Other Financial Services in Ghana pp. 7-35

Lena Giesbert, Susan Steiner and Mirko Bendig

Crop Price Indemnified Loans for Farmers: A Pilot Experiment in Rural Ghana pp. 37-55

Dean Karlan, Ed Kutsoati, Margaret McMillan and Christopher Udry

Can Micro Health Insurance Reduce Poverty? Evidence From Bangladesh pp. 57-82

Syed Hamid, Jennifer Roberts and Paul Mosley

The Performance of Microinsurance Programs: A Data Envelopment Analysis pp. 83-115

Christian Biener and Martin Eling

Asymmetric Information and Countermeasures in Early Twentieth‐Century American Short‐Term Disability Microinsurance pp. 117-138

John E. Murray

Claims‐Made and Reported Policies and Insurer Profitability in Medical Malpractice pp. 139-162

Patricia Born and M. Martin Boyer

Restructuring of the Dutch Nonlife Insurance Industry: Consolidation, Organizational Form, and Focus pp. 163-184

Jacob Bikker and Janko Gorter

The Characteristics of Firms That Hire Chief Risk Officers pp. 185-211

Donald Pagach and Richard Warr

What Makes a Better Annuity? pp. 213-244

Jason S. Scott, John G. Watson and Wei‐Yin Hu

A New Premium Principle for Equity‐Indexed Annuities pp. 245-265

Patrice Gaillardetz and Joe Youssef Lakhmiri