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Journal of Risk & Insurance

2003 - 2022

Current editor(s): Joan T. Schmit

From The American Risk and Insurance Association
Contact information at EDIRC.

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Volume 75, issue 4, 2008

The Reasonable Person Negligence Standard and Liability Insurance pp. 815-823 Downloads
Vickie Bajtelsmit and Paul D. Thistle
Adverse Selection With Frequency and Severity Risk: Alternative Risk‐Sharing Provisions pp. 825-846 Downloads
James A. Ligon and Paul D. Thistle
Portfolio Choice and Life Insurance: The CRRA Case pp. 847-872 Downloads
Huaxiong Huang, Moshe Milevsky and Jin Wang
Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System‐GARCH Model pp. 873-891 Downloads
James M. Carson, Elyas Elyasiani and Iqbal Mansur
Effects of Corporate Diversification: Evidence From the Property–Liability Insurance Industry pp. 893-919 Downloads
Andre P. Liebenberg and David W. Sommer
Does Insurance Market Activity Promote Economic Growth? A Cross‐Country Study for Industrialized and Developing Countries pp. 921-946 Downloads
Marco Arena
The Market Structure–Performance Relationship in the International Insurance Sector pp. 947-966 Downloads
Nat Pope and Yu‐Luen Ma
Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita pp. 967-996 Downloads
Benjamin Blau, Robert A. Van Ness and Chip Wade
Loss Coverage as a Public Policy Objective for Risk Classification Schemes pp. 997-1018 Downloads
R. Guy Thomas
Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities pp. 1019-1038 Downloads
Wolfram J. Horneff, Raimond H. Maurer and Michael Z. Stamos
Consumption Externality and Equilibrium Underinsurance pp. 1039-1054 Downloads
Rachel Huang and Larry Y. Tzeng
Mortality Heterogeneity and the Distributional Consequences of Mandatory Annuitization pp. 1055-1079 Downloads
Guan Gong and Anthony Webb

Volume 75, issue 3, 2008

Age and Gender Effects on Auto Liability Insurance Payouts pp. 527-550 Downloads
Helen I. Doerpinghaus, Joan T. Schmit and Jason Jia‐Hsing Yeh
An Empirical Analysis of the Effects of Increasing Deductibles on Moral Hazard pp. 551-566 Downloads
Jennifer L. Wang, Ching‐Fan Chung and Larry Y. Tzeng
An Investigation Into the Diversification–Performance Relationship in the U.S. Property–Liability Insurance Industry pp. 567-591 Downloads
B. Elango, Yu‐Luen Ma and Nat Pope
APRA's Expert Judgment Ratings and Solvency Cover of Australian General Insurers pp. 593-616 Downloads
Ian G. Sharpe and Andrei Stadnik
Integrating Neural Networks for Risk‐Adjustment Models pp. 617-642 Downloads
Shuofen Hsu, Chaohsin Lin and Yaling Yang
Issues in Claims Reserving and Credibility: A Semiparametric Approach With Mixed Models pp. 643-676 Downloads
Katrien Antonio and Jan Beirlant
Racial Differences in the Demand for Life Insurance pp. 677-689 Downloads
Michael S. Gutter and Charles B. Hatcher
Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts pp. 691-712 Downloads
Nadine Gatzert and Hato Schmeiser
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? pp. 713-737 Downloads
Patrick L. Brockett, Linda L. Golden, Montserrat Guillen, Jens Perch Nielsen, Jan Parner and Ana Maria Perez‐Marin
Income Drawdown Schemes for a Defined‐Contribution Pension Plan pp. 739-761 Downloads
Paul Emms and Steven Haberman
Empirical Risk Analysis of Pension Insurance: The Case of Germany pp. 763-784 Downloads
Wolfgang Gerke, Ferdinand Mager, Timo Reinschmidt and Christian Schmieder
Managerial Career Concerns and Risk Management pp. 785-809 Downloads
Jouahn Nam, Jun Wang and Ge Zhang

Volume 75, issue 2, 2008

The Journal of Risk and Insurance: A 75‐Year Historical Perspective pp. 253-274 Downloads
Mary Weiss and Joseph Qiu
An Extension of Arrow's Result on Optimal Reinsurance Contract pp. 275-288 Downloads
Marek Kaluszka and Andrzej Okolewski
Dynamic Prevention in Short‐Term Insurance Contracts pp. 289-312 Downloads
M. Martin Boyer and Karine Gobert
A Study of the Interaction of Insurance and Financial Markets: Efficiency and Full Insurance Coverage pp. 313-342 Downloads
Jose S. Penalva Zuasti
When Is a Coinsurance‐Type Insurance Policy Inferior or Even Giffen? pp. 343-364 Downloads
Arthur Hau
Can a Coherent Risk Measure Be Too Subadditive? pp. 365-386 Downloads
Jan Dhaene, Roger Laeven, Steven Vanduffel, G. Darkiewicz and Marc Goovaerts
CAPM and Option Pricing With Elliptically Contoured Distributions pp. 387-409 Downloads
Mahmoud Hamada and Emiliano Valdez
Risk Measurement Performance of Alternative Distribution Functions pp. 411-437 Downloads
Turan G. Bali and Panayiotis Theodossiou
The Role of Internal Capital Markets in Financial Intermediaries: Evidence From Insurer Groups pp. 439-461 Downloads
Lawrence S. Powell, David W. Sommer and David L. Eckles
Foreign Affiliates of the Largest Insurance Groups: Location‐Specific Advantages pp. 463-491 Downloads
J. François Outreville
Explaining Low Annuity Demand: An Optimal Portfolio Application to Japan pp. 493-516 Downloads
Sachi Purcal and John Piggott
A Remark on “A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle” pp. 517-519 Downloads
Jingyuan Li

Volume 75, issue 1, 2008

Precautionary Insurance Demand With State‐Dependent Background Risk pp. 1-16 Downloads
Wenan Fei and Harris Schlesinger
Natural Disaster Insurance and the Equity‐Efficiency Trade‐Off pp. 17-38 Downloads
Pierre Picard
Catastrophic Losses and Insurer Profitability: Evidence From 9/11 pp. 39-62 Downloads
Xuanjuan Chen, Helen Doerpinghaus, Bing‐Xuan Lin and Tong Yu
Flood Hazards, Insurance Rates, and Amenities: Evidence From the Coastal Housing Market pp. 63-82 Downloads
Okmyung Bin, Jamie Brown Kruse and Craig Landry
Litigation Patterns in Automobile Bodily Injury Claims 1977–1997: Effects of Time and Tort Reforms pp. 83-100 Downloads
Mark J. Browne and Joan T. Schmit
Estimating the Cost of Equity for Property‐Liability Insurance Companies pp. 101-124 Downloads
Min‐Ming Wen, Anna D Martin, Gene Lai and Thomas J. O'Brien
The Wealth Effect of Demutualization: Evidence From the U.S. Property‐Liability and Life Insurance Industries pp. 125-144 Downloads
Gene C. Lai, Michael J. McNamara and Tong Yu
Informational Cascade in the Insurance Market pp. 145-165 Downloads
S. Hun Seog
Pricing and Hedging of Discrete Dynamic Guaranteed Funds pp. 167-192 Downloads
Wai‐Man Tse, Eric C. Chang, Leong Kwan Li and Henry M. K. Mok
On the Feasibility of Insurers' Investment Policies pp. 193-206 Downloads
Peter Zweifel and Christoph Auckenthaler
Evaluating Liquidation Strategies for Insurance Companies pp. 207-230 Downloads
Thomas R. Berry‐Stölzle
Mean Reversion in Net Discount Ratios: A Study in the Context of Fractionally Integrated Models pp. 231-247 Downloads
Steven Clark, T. Daniel Coggin and Faith R. Neale

Volume 74, issue 4, 2007

First‐Best Equilibrium in Insurance Markets With Transaction Costs and Heterogeneity pp. 739-760 Downloads
Jerry W. Liu and Mark J. Browne
On the Revelation of Private Information in the U.S. Crop Insurance Program pp. 761-776 Downloads
Alan Ker and A. Tolga Ergun
Is Bancassurance a Viable Model for Financial Firms? pp. 777-794 Downloads
L. Paige Fields, Donald R. Fraser and James W. Kolari
Modeling Operational Risk With Bayesian Networks pp. 795-827 Downloads
R. G. Cowell, R. J. Verrall and Y. K. Yoon
On the Corporate Demand for Insurance: The Case of Korean Nonfinancial Firms pp. 829-850 Downloads
Laureen Regan and Yeon Hur
The Organizational Structure of Insurance Companies: The Role of Heterogeneous Risks and Guaranty Funds pp. 851-862 Downloads
James A. Ligon and Paul D. Thistle
Heavy‐tailed Behavior of Commodity Price Distribution and Optimal Hedging Demand pp. 863-881 Downloads
Hyun Jin
Optimal Tax Deductions for Net Losses Under Private Insurance With an Upper Limit pp. 883-893 Downloads
Rachel Huang and Larry Y. Tzeng

Volume 74, issue 3, 2007

Welfare Effects of Banning Genetic Information in the Life Insurance Market: The Case of BRCA1/2 Genes pp. 523-546 Downloads
Michael Hoy and Julia Witt
Analysis of Participating Life Insurance Contracts: A Unification Approach pp. 547-570 Downloads
Nadine Gatzert and Alexander Kling
The Impact of Surplus Distribution on the Risk Exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees pp. 571-589 Downloads
Alexander Kling, Andreas Richter and Jochen Ruß
The Determinants of Private Debt Holdings: Evidence From the Life Insurance Industry pp. 591-612 Downloads
Steven W. Pottier
One‐Period Model of Individual Consumption, Life Insurance, and Investment Decisions pp. 613-636 Downloads
Yanyun Zhu
The Demand for Life Insurance in OECD Countries pp. 637-652 Downloads
Donghui Li, Fariborz Moshirian, Pascal Nguyen and Timothy Wee
Capital and Risk Revisited: A Structural Equation Model Approach for Life Insurers pp. 653-681 Downloads
Etti G. Baranoff, Savas Papadopoulos and Thomas W. Sager
Efficiency and Demutualization: Evidence From the U.S. Life Insurance Industry in the 1980s and 1990s pp. 683-711 Downloads
Vivian Jeng, Gene C. Lai and Michael J. McNamara
JRI, JF,and the Internet: Coauthors, New Authors, and Empirical Research pp. 713-737 Downloads
Richard J. Butler

Volume 74, issue 2, 2007

Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers pp. 273-299 Downloads
Kenneth Froot
Capital Allocation for Insurance Companies—What Good IS IT? pp. 301-317 Downloads
Helmut Gründl and Hato Schmeiser
Handling Weather Related Risks Through the Financial Markets: Considerations of Credit Risk, Basis Risk, and Hedging pp. 319-346 Downloads
Linda L. Golden, Mulong Wang and Chuanhou Yang
Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks pp. 347-376 Downloads
T. F. Coleman, Young-Rae Kim, Y. Li and M. Patron
Financial Distress in Australian General Insurers pp. 377-399 Downloads
Ian G. Sharpe and Andrei Stadnik
Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH–M Model pp. 401-423 Downloads
Elijah Brewer, James M. Carson, Elyas Elyasiani, Iqbal Mansur and William L. Scott
Selection Bias and Auditing Policies for Insurance Claims pp. 425-440 Downloads
Jean Pinquet, Mercedes Ayuso and Montserrat Guillen
The Incentive Effects of Increasing Per‐Claim Deductible Contracts in Automobile Insurance pp. 441-459 Downloads
Chu‐Shiu Li, Chwen‐Chi Liu and Jia‐Hsing Yeh
Resistance (to Fraud) Is Futile pp. 461-492 Downloads
M. Martin Boyer
A Test of the Eclectic Paradigm: Evidence From the U.S. Reinsurance Market pp. 493-522 Downloads
Cassandra R. Cole, Ryan B. Lee and Kathleen A. McCullough

Volume 74, issue 1, 2007

Editorial Change pp. 1-1 Downloads
James R. Garven
Insurance, Bond Covenants, and Under‐ or Over‐investment With Risky Asset Reconstitution pp. 3-22 Downloads
Arthur Hau
Biological and Psychobehavioral Correlates of Credit Scores and Automobile Insurance Losses: Toward an Explication of Why Credit Scoring Works pp. 23-63 Downloads
Patrick L. Brockett and Linda L. Golden
Adverse Selection in Term Life Insurance Purchasing due to the BRCA1/2 Genetic Test and Elastic Demand pp. 65-86 Downloads
Krupa Viswanathan, Jean Lemaire, Kate Withers, Katrina Armstrong, Agnieszka Baumritter, John C. Hershey, Mark V. Pauly and David A. Asch
Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework pp. 87-113 Downloads
Michel Denuit, Pierre Devolder and Anne‐Cécile Goderniaux
The Demand for Health Insurance in the Group Setting: Can You Always Get What You Want? pp. 115-140 Downloads
Mark V. Pauly and Bradley Herring
Household Life Cycle Protection: Life Insurance Holdings, Financial Vulnerability, and Portfolio Implications pp. 141-173 Downloads
Yijia Lin and Martin Grace
Wealth, Income, and Optimal Insurance pp. 175-184 Downloads
Kangoh Lee
On the Lack of Participating Policy Usage by Stock Insurance Companies pp. 185-206 Downloads
Geoffrey Friesen
The Allocation of Governmental Regulatory Authority: Federalism and the Case of Insurance Regulation pp. 207-238 Downloads
Martin Grace and Richard Phillips
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs pp. 239-268 Downloads
Knut Aase
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