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 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

Volume 72, issue 4, 2005

Multiple Losses, EX ANTE Moral Hazard, and the Implications for Umbrella Policies pp. 525-538

Michael Breuer

Fraud Detection Using a Multinomial Logit Model With Missing Information pp. 539-550

Steven B Caudill, Mercedes Ayuso and Montserrat Guillen

Deterring Fraud: The Role of General Damage Awards in Automobile Insurance Settlements pp. 551-575

David S. Loughran

On the Consequences of Behavioral Adaptations in the Cost–Benefit Analysis of Road Safety Measures pp. 577-599

Olivier Gossner and Pierre Picard

A Note on Bonus Scales pp. 601-607

João Manuel Andrade e Silva and Maria de Lourdes Centeno

The (1992) Bonus‐Malus System in Tunisia: An Empirical Evaluation pp. 609-633

Georges Dionne and Olfa Ghali

An Empirical Investigation of Market Structure, Efficiency, and Performance in Property‐Liability Insurance pp. 635-673

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

Jean Lemaire

Moral Hazard in Reinsurance Markets pp. 375-391

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

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

Yu‐Luen Ma and Mark Browne

Estimating the Cost of Equity Capital for Property‐Liability Insurers pp. 441-478

John Cummins and Richard Phillips

A Class of Conjugate Priors for Log‐Normal Claims Based on Conditional Specification pp. 479-495

José María Sarabia, Enrique Castillo, Emilio Gómez‐Déniz and Francisco J. Vázquez‐Polo

The Simple Analytics of a Pooled Annuity Fund pp. 497-520

John Piggott, Emiliano Valdez and Bettina Detzel

Volume 72, issue 2, 2005

Securitization of Life Insurance Assets and Liabilities pp. 193-226

Alex Cowley and John Cummins

Securitization of Mortality Risks in Life Annuities pp. 227-252

Yijia Lin and Samuel H. Cox

Comonotonic Approximations for Optimal Portfolio Selection Problems pp. 253-300

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

Moshe Milevsky

Cash‐Balance Plan Conversions: Evidence on Excise Taxes and Implicit Contracts pp. 321-352

Greg Niehaus and Tong Yu

Volume 72, issue 1, 2005

Real and Illusory Value Creation by Insurance Companies pp. 1-22

David Babbel and Craig Merrill

Damages Caps, Insurability, and the Performance of Medical Malpractice Insurance pp. 23-43

W Viscusi and Patricia H. Born

Dynamic Insurance Contracts and Adverse Selection pp. 45-59

Maarten Janssen and Vladimir Karamychev

Adverse Selection in an Insurance Market With Government‐Guaranteed Subsistence Levels pp. 61-75

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

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

Vivian Jeng and Gene C. Lai

Insurance in a Market for Credence Goods pp. 159-176

Kai Sülzle and Achim Wambach