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 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

Volume 73, issue 4, 2006

Longevity Risk and Capital Markets pp. 551-557

Richard MacMinn, Patrick Brockett and David Blake

Pensions, Risks, and Capital Markets pp. 559-574

Adair Turner

Demographic Issues in Longevity Risk Analysis pp. 575-609

Eric Stallard

The Political Economy of Government‐Issued Longevity Bonds pp. 611-631

Jeffrey Brown and Peter Orszag

Annuitization Lessons from the UK: Money‐Back Annuities and Other Developments pp. 633-646

Tom Boardman

Longevity Bonds: Financial Engineering, Valuation, and Hedging pp. 647-672

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

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

Andrew J. G. Cairns, David Blake and Kevin Dowd

Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization pp. 719-736

Samuel H. Cox, Yijia Lin and Shaun Wang

Volume 73, issue 3, 2006

The Economics of Insurance Intermediaries pp. 359-396

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

Patrick L. Brockett, Linda L. Golden, Jaeho Jang and Chuanhou Yang

The Impact of Insurance Fraud Detection Systems pp. 421-438

Joerg Schiller

The Pricing of Insurer Demutualization Initial Public Offerings pp. 439-468

Krupa Viswanathan

Pareto‐Optimal Insurance Policies in the Models with a Premium Based on the Actuarial Value pp. 469-487

A. Y. Golubin

Subjective Economic Risk to Beneficiaries in Notional Defined Contribution Accounts pp. 489-515

Carlos Vidal‐Meliá, Inmaculada Domínguez‐Fabián and José Enrique Devesa‐Carpio

Multi‐Event Bonus‐Malus Scales pp. 517-528

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

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

Kevin Dowd and David Blake

Stock Options and the Corporate Demand for Insurance pp. 231-260

Li‐Ming Han and Richard MacMinn

The Liquidity Demand for Corporate Property Insurance pp. 261-278

Arthur Hau

Strategic Demand for Insurance pp. 279-295

S. Hun Seog

Mossin's Theorem for Upper‐Limit Insurance Policies pp. 297-301

Harris Schlesinger

A Shortcut Way of Pricing Default Risk Through Zero‐Utility Principle pp. 303-308

Luisa Tibiletti

The Effects of Occupational Injuries After Returns to Work: Work Absences and Losses of On‐the‐Job Productivity pp. 309-334

Richard J. Butler, Marjorie Baldwin and William G. Johnson

Testing for Asymmetric Information in the Automobile Insurance Market Under Rate Regulation pp. 335-356

Kuniyoshi Saito

Volume 73, issue 1, 2006

Survivor Swaps pp. 1-17

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

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

Eric Ulm

Solvency, Capital Allocation, and Fair Rate of Return in Insurance pp. 71-96

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

Laura Ballotta, Steven Haberman and Nan Wang

Can Bonus‐Malus Allieviate Insurance Fraud? pp. 123-151

Ignacio Moreno, Francisco J. Vázquez and Richard Watt

Does Reinsurance Need Reinsurers? pp. 153-168

Guillaume Plantin

A Reexamination of the Corporate Demand for Reinsurance pp. 169-192

Cassandra R. Cole and Kathleen A. McCullough