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 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

Volume 75, issue 4, 2008

The Reasonable Person Negligence Standard and Liability Insurance pp. 815-823

Vickie Bajtelsmit and Paul D. Thistle

Adverse Selection With Frequency and Severity Risk: Alternative Risk‐Sharing Provisions pp. 825-846

James A. Ligon and Paul D. Thistle

Portfolio Choice and Life Insurance: The CRRA Case pp. 847-872

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

James M. Carson, Elyas Elyasiani and Iqbal Mansur

Effects of Corporate Diversification: Evidence From the Property–Liability Insurance Industry pp. 893-919

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

Marco Arena

The Market Structure–Performance Relationship in the International Insurance Sector pp. 947-966

Nat Pope and Yu‐Luen Ma

Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita pp. 967-996

Benjamin Blau, Robert A. Van Ness and Chip Wade

Loss Coverage as a Public Policy Objective for Risk Classification Schemes pp. 997-1018

R. Guy Thomas

Optimal Gradual Annuitization: Quantifying the Costs of Switching to Annuities pp. 1019-1038

Wolfram J. Horneff, Raimond H. Maurer and Michael Z. Stamos

Consumption Externality and Equilibrium Underinsurance pp. 1039-1054

Rachel Huang and Larry Y. Tzeng

Mortality Heterogeneity and the Distributional Consequences of Mandatory Annuitization pp. 1055-1079

Guan Gong and Anthony Webb

Volume 75, issue 3, 2008

Age and Gender Effects on Auto Liability Insurance Payouts pp. 527-550

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

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

B. Elango, Yu‐Luen Ma and Nat Pope

APRA's Expert Judgment Ratings and Solvency Cover of Australian General Insurers pp. 593-616

Ian G. Sharpe and Andrei Stadnik

Integrating Neural Networks for Risk‐Adjustment Models pp. 617-642

Shuofen Hsu, Chaohsin Lin and Yaling Yang

Issues in Claims Reserving and Credibility: A Semiparametric Approach With Mixed Models pp. 643-676

Katrien Antonio and Jan Beirlant

Racial Differences in the Demand for Life Insurance pp. 677-689

Michael S. Gutter and Charles B. Hatcher

Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts pp. 691-712

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

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

Paul Emms and Steven Haberman

Empirical Risk Analysis of Pension Insurance: The Case of Germany pp. 763-784

Wolfgang Gerke, Ferdinand Mager, Timo Reinschmidt and Christian Schmieder

Managerial Career Concerns and Risk Management pp. 785-809

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

Mary Weiss and Joseph Qiu

An Extension of Arrow's Result on Optimal Reinsurance Contract pp. 275-288

Marek Kaluszka and Andrzej Okolewski

Dynamic Prevention in Short‐Term Insurance Contracts pp. 289-312

M. Martin Boyer and Karine Gobert

A Study of the Interaction of Insurance and Financial Markets: Efficiency and Full Insurance Coverage pp. 313-342

Jose S. Penalva Zuasti

When Is a Coinsurance‐Type Insurance Policy Inferior or Even Giffen? pp. 343-364

Arthur Hau

Can a Coherent Risk Measure Be Too Subadditive? pp. 365-386

Jan Dhaene, Roger Laeven, Steven Vanduffel, G. Darkiewicz and Marc Goovaerts

CAPM and Option Pricing With Elliptically Contoured Distributions pp. 387-409

Mahmoud Hamada and Emiliano Valdez

Risk Measurement Performance of Alternative Distribution Functions pp. 411-437

Turan G. Bali and Panayiotis Theodossiou

The Role of Internal Capital Markets in Financial Intermediaries: Evidence From Insurer Groups pp. 439-461

Lawrence S. Powell, David W. Sommer and David L. Eckles

Foreign Affiliates of the Largest Insurance Groups: Location‐Specific Advantages pp. 463-491

J. François Outreville

Explaining Low Annuity Demand: An Optimal Portfolio Application to Japan pp. 493-516

Sachi Purcal and John Piggott

A Remark on “A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle” pp. 517-519

Jingyuan Li

Volume 75, issue 1, 2008

Precautionary Insurance Demand With State‐Dependent Background Risk pp. 1-16

Wenan Fei and Harris Schlesinger

Natural Disaster Insurance and the Equity‐Efficiency Trade‐Off pp. 17-38

Pierre Picard

Catastrophic Losses and Insurer Profitability: Evidence From 9/11 pp. 39-62

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

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

Mark J. Browne and Joan T. Schmit

Estimating the Cost of Equity for Property‐Liability Insurance Companies pp. 101-124

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

Gene C. Lai, Michael J. McNamara and Tong Yu

Informational Cascade in the Insurance Market pp. 145-165

S. Hun Seog

Pricing and Hedging of Discrete Dynamic Guaranteed Funds pp. 167-192

Wai‐Man Tse, Eric C. Chang, Leong Kwan Li and Henry M. K. Mok

On the Feasibility of Insurers' Investment Policies pp. 193-206

Peter Zweifel and Christoph Auckenthaler

Evaluating Liquidation Strategies for Insurance Companies pp. 207-230

Thomas R. Berry‐Stölzle

Mean Reversion in Net Discount Ratios: A Study in the Context of Fractionally Integrated Models pp. 231-247

Steven Clark, T. Daniel Coggin and Faith R. Neale