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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 73, issue 4, 2006

Longevity Risk and Capital Markets pp. 551-557 Downloads
Richard MacMinn, Patrick Brockett and David Blake
Pensions, Risks, and Capital Markets pp. 559-574 Downloads
Adair Turner
Demographic Issues in Longevity Risk Analysis pp. 575-609 Downloads
Eric Stallard
The Political Economy of Government‐Issued Longevity Bonds pp. 611-631 Downloads
Jeffrey Brown and Peter Orszag
Annuitization Lessons from the UK: Money‐Back Annuities and Other Developments pp. 633-646 Downloads
Tom Boardman
Longevity Bonds: Financial Engineering, Valuation, and Hedging pp. 647-672 Downloads
David Blake, Andrew Cairns, Kevin Dowd and Richard MacMinn
Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio pp. 673-686 Downloads
Moshe Milevsky, S. D. Promislow and V. R. Young
A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration pp. 687-718 Downloads
Andrew J. G. Cairns, David Blake and Kevin Dowd
Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization pp. 719-736 Downloads
Samuel H. Cox, Yijia Lin and Shaun Wang

Volume 73, issue 3, 2006

The Economics of Insurance Intermediaries pp. 359-396 Downloads
John Cummins and Neil A. Doherty
A Comparison of Neural Network, Statistical Methods, and Variable Choice for Life Insurers' Financial Distress Prediction pp. 397-419 Downloads
Patrick L. Brockett, Linda L. Golden, Jaeho Jang and Chuanhou Yang
The Impact of Insurance Fraud Detection Systems pp. 421-438 Downloads
Joerg Schiller
The Pricing of Insurer Demutualization Initial Public Offerings pp. 439-468 Downloads
Krupa Viswanathan
Pareto‐Optimal Insurance Policies in the Models with a Premium Based on the Actuarial Value pp. 469-487 Downloads
A. Y. Golubin
Subjective Economic Risk to Beneficiaries in Notional Defined Contribution Accounts pp. 489-515 Downloads
Carlos Vidal‐Meliá, Inmaculada Domínguez‐Fabián and José Enrique Devesa‐Carpio
Multi‐Event Bonus‐Malus Scales pp. 517-528 Downloads
Sandra Pitrebois, Michel Denuit and Jean‐François Walhin
A Voluntary Deductible in Social Health Insurance with Risk Equalization: “Community‐Rated or Risk‐Rated Premium Rebate?” pp. 529-550 Downloads
Richard C. Van Kleef, Wynand P. M. M. Van De Ven and René C. J. A. Van Vliet

Volume 73, issue 2, 2006

After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures pp. 193-229 Downloads
Kevin Dowd and David Blake
Stock Options and the Corporate Demand for Insurance pp. 231-260 Downloads
Li‐Ming Han and Richard MacMinn
The Liquidity Demand for Corporate Property Insurance pp. 261-278 Downloads
Arthur Hau
Strategic Demand for Insurance pp. 279-295 Downloads
S. Hun Seog
Mossin's Theorem for Upper‐Limit Insurance Policies pp. 297-301 Downloads
Harris Schlesinger
A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle pp. 303-308 Downloads
Luisa Tibiletti
The Effects of Occupational Injuries After Returns to Work: Work Absences and Losses of On‐the‐Job Productivity pp. 309-334 Downloads
Richard J. Butler, Marjorie Baldwin and William G. Johnson
Testing for Asymmetric Information in the Automobile Insurance Market Under Rate Regulation pp. 335-356 Downloads
Kuniyoshi Saito

Volume 73, issue 1, 2006

Survivor Swaps pp. 1-17 Downloads
Kevin Dowd, David Blake, Andrew J. G. Cairns and Paul Dawson
To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies pp. 19-41 Downloads
Helmut Gründl, Thomas Post and Roman N. Schulze
The Effect of the Real Option to Transfer on the Value of Guaranteed Minimum Death Benefits pp. 43-69 Downloads
Eric Ulm
Solvency, Capital Allocation, and Fair Rate of Return in Insurance pp. 71-96 Downloads
Michael Sherris
Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option pp. 97-121 Downloads
Laura Ballotta, Steven Haberman and Nan Wang
Can Bonus‐Malus Allieviate Insurance Fraud? pp. 123-151 Downloads
Ignacio Moreno, Francisco J. Vázquez and Richard Watt
Does Reinsurance Need Reinsurers? pp. 153-168 Downloads
Guillaume Plantin
A Reexamination of the Corporate Demand for Reinsurance pp. 169-192 Downloads
Cassandra R. Cole and Kathleen A. McCullough

Volume 72, issue 4, 2005

Multiple Losses, EX ANTE Moral Hazard, and the Implications for Umbrella Policies pp. 525-538 Downloads
Michael Breuer
Fraud Detection Using a Multinomial Logit Model With Missing Information pp. 539-550 Downloads
Steven B Caudill, Mercedes Ayuso and Montserrat Guillen
Deterring Fraud: The Role of General Damage Awards in Automobile Insurance Settlements pp. 551-575 Downloads
David S. Loughran
On the Consequences of Behavioral Adaptations in the Cost–Benefit Analysis of Road Safety Measures pp. 577-599 Downloads
Olivier Gossner and Pierre Picard
A Note on Bonus Scales pp. 601-607 Downloads
João Manuel Andrade e Silva and Maria de Lourdes Centeno
The (1992) Bonus‐Malus System in Tunisia: An Empirical Evaluation pp. 609-633 Downloads
Georges Dionne and Olfa Ghali
An Empirical Investigation of Market Structure, Efficiency, and Performance in Property‐Liability Insurance pp. 635-673 Downloads
Byeongyong Paul Choi and Mary Weiss

Volume 72, issue 3, 2005

The Cost of Firearm Deaths in the United States: Reduced Life Expectancies and Increased Insurance Costs pp. 359-374 Downloads
Jean Lemaire
Moral Hazard in Reinsurance Markets pp. 375-391 Downloads
Neil Doherty and Kent Smetters
Financial Intermediary Versus Production Approach to Efficiency of Marketing Distribution Systems and Organizational Structure of Insurance Companies pp. 393-412 Downloads
Patrick L. Brockett, William W. Cooper, Linda L. Golden, John J. Rousseau and Yuying Wang
Subsidization and Choice in the Group Health Insurance Market pp. 413-439 Downloads
Yu‐Luen Ma and Mark Browne
Estimating the Cost of Equity Capital for Property‐Liability Insurers pp. 441-478 Downloads
John Cummins and Richard Phillips
A Class of Conjugate Priors for Log‐Normal Claims Based on Conditional Specification pp. 479-495 Downloads
José María Sarabia, Enrique Castillo, Emilio Gómez‐Déniz and Francisco J. Vázquez‐Polo
The Simple Analytics of a Pooled Annuity Fund pp. 497-520 Downloads
John Piggott, Emiliano Valdez and Bettina Detzel

Volume 72, issue 2, 2005

Securitization of Life Insurance Assets and Liabilities pp. 193-226 Downloads
Alex Cowley and John Cummins
Securitization of Mortality Risks in Life Annuities pp. 227-252 Downloads
Yijia Lin and Samuel H. Cox
Comonotonic Approximations for Optimal Portfolio Selection Problems pp. 253-300 Downloads
Jan Dhaene, Steven Vanduffel, Marc Goovaerts, R. Kaas and D. Vyncke
The Implied Longevity Yield: A Note on Developing an Index for Life Annuities pp. 302-320 Downloads
Moshe Milevsky
Cash‐Balance Plan Conversions: Evidence on Excise Taxes and Implicit Contracts pp. 321-352 Downloads
Greg Niehaus and Tong Yu

Volume 72, issue 1, 2005

Real and Illusory Value Creation by Insurance Companies pp. 1-22 Downloads
David Babbel and Craig Merrill
Damages Caps, Insurability, and the Performance of Medical Malpractice Insurance pp. 23-43 Downloads
W Viscusi and Patricia H. Born
Dynamic Insurance Contracts and Adverse Selection pp. 45-59 Downloads
Maarten Janssen and Vladimir Karamychev
Adverse Selection in an Insurance Market With Government‐Guaranteed Subsistence Levels pp. 61-75 Downloads
Bum J. Kim and Harris Schlesinger
The Role of Holding Company Financial Information in the Insurer‐Rating Process: Evidence From the Property‐Liability Industry pp. 77-103 Downloads
Jennifer J. Gaver and Steven W. Pottier
Ownership Structure, Agency Costs, Specialization, and Efficiency: Analysis of Keiretsu and Independent Insurers in the Japanese Nonlife Insurance Industry pp. 105-158 Downloads
Vivian Jeng and Gene C. Lai
Insurance in a Market for Credence Goods pp. 159-176 Downloads
Kai Sülzle and Achim Wambach
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