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 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

Volume 74, issue 4, 2007

First‐Best Equilibrium in Insurance Markets With Transaction Costs and Heterogeneity pp. 739-760

Jerry W. Liu and Mark J. Browne

On the Revelation of Private Information in the U.S. Crop Insurance Program pp. 761-776

Alan Ker and A. Tolga Ergun

Is Bancassurance a Viable Model for Financial Firms? pp. 777-794

L. Paige Fields, Donald R. Fraser and James W. Kolari

Modeling Operational Risk With Bayesian Networks pp. 795-827

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

Laureen Regan and Yeon Hur

The Organizational Structure of Insurance Companies: The Role of Heterogeneous Risks and Guaranty Funds pp. 851-862

James A. Ligon and Paul D. Thistle

Heavy‐tailed Behavior of Commodity Price Distribution and Optimal Hedging Demand pp. 863-881

Hyun Jin

Optimal Tax Deductions for Net Losses Under Private Insurance With an Upper Limit pp. 883-893

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

Michael Hoy and Julia Witt

Analysis of Participating Life Insurance Contracts: A Unification Approach pp. 547-570

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

Alexander Kling, Andreas Richter and Jochen Ruß

The Determinants of Private Debt Holdings: Evidence From the Life Insurance Industry pp. 591-612

Steven W. Pottier

One‐Period Model of Individual Consumption, Life Insurance, and Investment Decisions pp. 613-636

Yanyun Zhu

The Demand for Life Insurance in OECD Countries pp. 637-652

Donghui Li, Fariborz Moshirian, Pascal Nguyen and Timothy Wee

Capital and Risk Revisited: A Structural Equation Model Approach for Life Insurers pp. 653-681

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

Vivian Jeng, Gene C. Lai and Michael J. McNamara

JRI, JF,and the Internet: Coauthors, New Authors, and Empirical Research pp. 713-737

Richard J. Butler

Volume 74, issue 2, 2007

Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers pp. 273-299

Kenneth Froot

Capital Allocation for Insurance Companies—What Good IS IT? pp. 301-317

Helmut Gründl and Hato Schmeiser

Handling Weather Related Risks Through the Financial Markets: Considerations of Credit Risk, Basis Risk, and Hedging pp. 319-346

Linda L. Golden, Mulong Wang and Chuanhou Yang

Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks pp. 347-376

T. F. Coleman, Young-Rae Kim, Y. Li and M. Patron

Financial Distress in Australian General Insurers pp. 377-399

Ian G. Sharpe and Andrei Stadnik

Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH–M Model pp. 401-423

Elijah Brewer, James M. Carson, Elyas Elyasiani, Iqbal Mansur and William L. Scott

Selection Bias and Auditing Policies for Insurance Claims pp. 425-440

Jean Pinquet, Mercedes Ayuso and Montserrat Guillen

The Incentive Effects of Increasing Per‐Claim Deductible Contracts in Automobile Insurance pp. 441-459

Chu‐Shiu Li, Chwen‐Chi Liu and Jia‐Hsing Yeh

Resistance (to Fraud) Is Futile pp. 461-492

M. Martin Boyer

A Test of the Eclectic Paradigm: Evidence From the U.S. Reinsurance Market pp. 493-522

Cassandra R. Cole, Ryan B. Lee and Kathleen A. McCullough

Volume 74, issue 1, 2007

Editorial Change pp. 1-1

James R. Garven

Insurance, Bond Covenants, and Under‐ or Over‐investment With Risky Asset Reconstitution pp. 3-22

Arthur Hau

Biological and Psychobehavioral Correlates of Credit Scores and Automobile Insurance Losses: Toward an Explication of Why Credit Scoring Works pp. 23-63

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

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

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

Mark V. Pauly and Bradley Herring

Household Life Cycle Protection: Life Insurance Holdings, Financial Vulnerability, and Portfolio Implications pp. 141-173

Yijia Lin and Martin Grace

Wealth, Income, and Optimal Insurance pp. 175-184

Kangoh Lee

On the Lack of Participating Policy Usage by Stock Insurance Companies pp. 185-206

Geoffrey Friesen

The Allocation of Governmental Regulatory Authority: Federalism and the Case of Insurance Regulation pp. 207-238

Martin Grace and Richard Phillips

Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs pp. 239-268

Knut Aase