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 77, issue 4, 2010

Don't They Care? Or, Are They Just Unaware? Risk Perception and the Demand for Long‐Term Care Insurance pp. 715-747

Tian Zhou‐Richter, Mark J. Browne and Helmut Gründl

Fear of Loss and Happiness of Win: Properties and Applications pp. 749-766

Jingyuan Li

Minimizing the Risk of a Financial Product Using a Put Option pp. 767-800

Griselda Deelstra, Michèle Vanmaele and David Vyncke

Effects of Analysts’ Ratings on Insurer Stock Returns: Evidence of Asymmetric Responses pp. 801-827

Martin Halek and David L. Eckles

Ex Post Moral Hazard and Bayesian Learning in Insurance pp. 829-856

Michael Ludkovski and Virginia R. Young

On the Economics of Postassessments in Insurance Guaranty Funds: A Stakeholders’ Perspective pp. 857-892

Gilles Bernier and Ridha M. Mahfoudhi

Do Markets Like Frozen Defined Benefit Pensions? An Event Study pp. 893-909

Moshe Milevsky and Keke Song

Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk pp. 911-934

Dirk Broeders

Pricing the Option to Surrender in Incomplete Markets pp. 935-957

Andrea Consiglio and Domenico De Giovanni

Measuring Vulnerability to Natural Hazards: Towards Disaster Resilient Societies by J. Birkmann pp. 959-961

Maurizio Pompella

Volume 77, issue 3, 2010

An Economic Approach to Capital Allocation pp. 523-549

George Zanjani

Pricing and Capital Allocation for Multiline Insurance Firms pp. 551-578

Rustam Ibragimov, Dwight Jaffee and Johan Walden

Survivor Derivatives: A Consistent Pricing Framework pp. 579-596

Paul Dawson, Kevin Dowd, Andrew J. G. Cairns and David Blake

The Effects of Regulated Premium Subsidies on Insurance Costs: An Empirical Analysis of Automobile Insurance pp. 597-624

Mary Weiss, Sharon Tennyson and Laureen Regan

Calibrating CAT Bonds for Mexican Earthquakes pp. 625-650

Wolfgang Härdle and Brenda López Cabrera

The Demand for Life Insurance Policy Loans pp. 651-666

Andre P. Liebenberg, James M. Carson and Robert E. Hoyt

The Quality of Insurance Intermediary Services—Empirical Evidence for Germany pp. 667-701

Martina Eckardt and Solvig Räthke‐Döppner

U.S. Health‐care Reform: The Patient Protection and Affordable Care Act pp. 703-708

Scott E. Harrington

Legal Risk in the Financial Markets, by Roger McCormick pp. 709-711

Arvind Ashta

Stochastic Optimization Models in Finance—2006 edition edited by William T. Ziemba and Raymond G. Vickson pp. 711-712

Rick Gorvett

Operational Risk: Modeling Analytics, by Harry H. Panjer pp. 713-714

Rick Gorvett

Volume 77, issue 2, 2010

Separation of Ownership and Control: Implications for Board Composition pp. 265-295

Enya He and David W. Sommer

Compensation and Board Structure: Evidence From the Insurance Industry pp. 297-327

David Mayers and Clifford W. Smith

Insurer Reserve Error and Executive Compensation pp. 329-346

David L. Eckles and Martin Halek

Market Reaction to Regulatory Action in the Insurance Industry: The Case of Contingent Commission pp. 347-368

Jiang Cheng, Elyas Elyasiani and Tzu‐Ting Lin

Come Rain or Shine: Evidence on Flood Insurance Purchases in Florida pp. 369-397

Erwann O. Michel‐Kerjan and Carolyn Kousky

Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts pp. 399-422

Ming‐Chi Chen, Chia‐Chien Chang, Shih‐Kuei Lin and So‐ De Shyu

Individual Annuity Demand Under Aggregate Mortality Risk pp. 423-449

Roman N. Schulze and Thomas Post

Optimal Multiperiod Asset Allocation: Matching Assets to Liabilities in a Discrete Model pp. 451-472

Hong‐Chih Huang

An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach pp. 473-497

Jennifer L. Wang, H.C. Huang, Sharon S. Yang and Jeffrey Tsai

On Pricing and Hedging the No‐Negative‐Equity Guarantee in Equity Release Mechanisms pp. 499-522

Johnny Siu‐Hang Li, Mary R. Hardy and Ken Seng Tan

Volume 77, issue 1, 2010

Introduction to the 2010 Special Issue of JRI on Health Insurance pp. 1-3

Georges Dionne

The Health Insurance Reform Debate pp. 5-38

Scott E. Harrington

Testing for Adverse Selection in Insurance Markets pp. 39-84

Alma Cohen and Peter Siegelman

The Effects of Consumer‐Directed Health Plans on Health Care Spending pp. 85-103

Anthony T. Lo Sasso, Lorens A. Helmchen and Robert Kaestner

The Effects of Offering Health Plan Choice Within Employment‐Based Purchasing Groups pp. 105-127

M. Kate Bundorf

Implications of the Interaction Between Insurance Choice and Medical Care Demand pp. 129-144

Richard Dusansky and Çağatay Koç

Flexible Spending Accounts and Adverse Selection pp. 145-153

James Cardon

Multifactorial Genetic Disorders and Adverse Selection: Epidemiology Meets Economics pp. 155-182

Angus Macdonald and Pradip Tapadar

Incentives for Voluntary Disclosure of Quality Information in HMO Markets pp. 183-210

Kyoungrae Jung

Medical Insurance Coverage and Health Production Efficiency pp. 211-229

Laurie J. Bates, Kankana Mukherjee and Rexford Santerre

Evaluating Permanent Disability Ratings Using Empirical Data on Earnings Losses pp. 231-260

Jayanta Bhattacharya, Frank Neuhauser, Robert T. Reville and Seth Seabury

Volume 76, issue 4, 2009

The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation pp. 785-819

Scott E. Harrington

Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data pp. 821-846

Jean‐Philippe Boucher, Michel Denuit and Montserrat Guillen

Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables pp. 847-866

Grzegorz Darkiewicz, Griselda Deelstra, Jan Dhaene, Tom Hoedemakers and Michèle Vanmaele

An Empirical Investigation of the Effect of Growth on Short‐Term Changes in Loss Ratios pp. 867-885

Michael M. Barth and David L. Eckles

The Impact of the Secondary Market on Life Insurers’ Surrender Profits pp. 887-908

Nadine Gatzert, Gudrun Hoermann and Hato Schmeiser

The Distributions of Policy Reserves Considering the Policy‐Year Structures of Surrender Rates and Expense Ratios pp. 909-931

Chenghsien Tsai, Weiyu Kuo and Derek Mi‐Hsiu Chiang

A Citation Analysis of Risk, Insurance, and Actuarial Research: 2001 Through 2005 pp. 933-953

L. Lee Colquitt, David W. Sommer and William L. Ferguson

Volume 76, issue 3, 2009

Introduction to the SCOR‐JRI Special Issue on New Forms of Risk Financing and Risk Engineering pp. 459-462

J. David Cummins and Georges Dionne

Securitization, Insurance, and Reinsurance pp. 463-492

John Cummins and Philippe Trainar

Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk‐Transfer Solutions pp. 493-545

John Cummins and Mary Weiss

Hybrid Cat Bonds pp. 547-578

Pauline Barrieu and Henri Loubergé

Catastrophe Bonds and Reinsurance: The Competitive Effect of Information‐Insensitive Triggers pp. 579-605

Silke Finken and Christian Laux

Catastrophe Risk Financing in the United States and the European Union: A Comparative Analysis of Alternative Regulatory Approaches pp. 607-637

Robert W. Klein and Shaun Wang

Copulas: A Personal View pp. 639-650

Paul Embrechts

Modeling and Management of Nonlinear Dependencies–Copulas in Dynamic Financial Analysis pp. 651-681

Martin Eling and Denis Toplek

Control and Out‐of‐Sample Validation of Dependent Risks pp. 683-707

Christian Gourieroux and Wei Liu

Optimal Reinsurance Arrangements Under Tail Risk Measures pp. 709-725

Carole Bernard and Weidong Tian

Modeling Mortality With Jumps: Applications to Mortality Securitization pp. 727-751

Hua Chen and Samuel H. Cox

Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets pp. 753-783

Fredj Jawadi, Catherine Bruneau and Nadia Sghaier

Volume 76, issue 2, 2009

On the Possibility of Profitable Self‐Selection Contracts in Competitive Insurance Markets pp. 249-259

Arthur Snow

Time Deductibles as Screening Devices: Competitive Markets pp. 261-278

Jaap Spreeuw and Martin Karlsson

Insurance Markets With Differential Information pp. 279-294

S. Hun Seog

Adverse Selection and the Opaqueness of Insurers pp. 295-321

Tao Zhang, Larry A. Cox and Robert A. Van Ness

On the Role of Patience in an Insurance Market With Asymmetric Information pp. 323-341

Michael Sonnenholzner and Achim Wambach

Evidence of Asymmetric Information in the Automobile Insurance Market: Dichotomous Versus Multinomial Measurement of Insurance Coverage pp. 343-366

Hyojoung Kim, Doyoung Kim, Subin Im and James W. Hardin

A Cross‐National Study of Government Social Insurance as an Alternative to Tort Liability Compensation pp. 367-384

Dana A. Kerr, Yu‐Luen Ma and Joan T. Schmit

Getting Feedback on Defined Contribution Pension Plans pp. 385-417

Bonnie‐Jeanne MacDonald and Andrew J. G. Cairns

The Term Structure of Reserve Durations and the Duration of Aggregate Reserves pp. 419-441

Chenghsien Tsai

Multidimensional Credibility With Time Effects: An Application to Commercial Business Lines pp. 443-453

Martin Englund, Jim Gustafsson, Jens Perch Nielsen and Fredrik Thuring

Volume 76, issue 1, 2009

Introduction to the Special Issue on Long‐Term Care Insurance and Health Insurance pp. 1-4

Georges Dionne

The Private Market for Long‐Term Care Insurance in the United States: A Review of the Evidence pp. 5-29

Jeffrey Brown and Amy Finkelstein

Housing, Health, and Annuities pp. 31-52

Thomas Davidoff

Asymmetric Information, Long‐Term Care Insurance, and Annuities: The Case for Bundled Contracts pp. 53-85

David C. Webb

Issuance Decisions and Strategic Focus: The Case of Long‐Term Care Insurance pp. 87-108

Michael K. McShane and Larry A. Cox

Long‐Term Disability Claims Rates and the Consumption‐to‐Wealth Ratio pp. 109-131

H. J. Smoluk

The Aggregate Demand for Private Health Insurance Coverage in the United States pp. 133-157

Francis Ahking, Carmelo Giaccotto and Rexford Santerre

Measuring Selection Incentives in Managed Care: Evidence From the Massachusetts State Employee Insurance Program pp. 159-175

Karen Eggleston and Anupa Bir

Adverse Selection, Moral Hazard, and Outlier Payment Policy pp. 177-195

Michel Mougeot and Florence Naegelen

The Effects of Tort Reform on Medical Malpractice Insurers' Ultimate Losses pp. 197-219

Patricia Born, W Viscusi and Tom Baker

Dynamics of the Market for Medical Malpractice Insurance pp. 221-247

Faith R. Neale, Kevin L. Eastman and Pamela Peterson Drake