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 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

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