Asia-Pacific Journal of Risk and Insurance

2005 - 2021

Current editor(s): Michael R. Powers

From De Gruyter
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Volume 15, issue 1, 2021

An Evaluation of the New Japanese Bonus–Malus System with No-claim and Claimed Subclasses pp. 12

Okura Mahito, Yoshizawa Takuya and Sakaki Motohiro

Estimating China’s Future Life Insurance Market pp. 16

Ma Jiyue, Huang Fei and Bruhn Aaron

Hurricane Bond Price Dependency on Underlying Hurricane Parameters pp. 21

Chang Carolyn W. and Feng Yalan

A Hybrid Equity Release Plan for Retirement Financing pp. 24

Kwong Koon-Shing, Tse Yiu-Kuen and Chay Junxing

Utility-Consistent Valuation Schemes for the Own Risk and Solvency Assessment of Life Insurance Companies pp. 33

Le Courtois Olivier, Shen Li and Majri Mohamed

Volume 14, issue 2, 2020

Guest Editor’s Note on the Summer 2020 Special Issue – Perspectives in Risk Management pp. 02

Fong Joelle H.

How do Optimistic Individuals Affect Insurance Advertisements? pp. 18

Fujii Yoichiro, Ogaku Michiko, Okura Mahito and Osaki Yusuke

Currency Uncertainty, Interest Guarantee, and Risk-Based Premiums in Life Insurance Guaranty Schemes pp. 30

Chang Shih-Chieh Bill and Lee Yen-Kuan

Hedging of Variable Annuities under Basis Risk pp. 34

Bauer Jan

Trends in Life Insurance Demand and Lapse Literature pp. 46

Srbinoski Bojan, Strozzi Fernanda, Poposki Klime and Born Patricia H.

Volume 14, issue 1, 2020

Graphic and Numerical Evolution of a Bonus-Malus System via Markov Chain Models pp. 9

Mohamed Yasser Bounnite and Abdelaziz Nasroallah

Monopoly, Heterogeneous Beliefs and Imperfect Information: The Insurance Market pp. 10

Ogaku Michiko

On Three Standard Results in the Theory of Insurance Demand pp. 10

Hong Liang

Actuarial Modeling and Analysis of the Hong Kong Life Annuity Scheme pp. 12

Kwong Koon-Shing, Chan Wai-Sum and Siu-Hang Li Johnny

Does Captive Insurance Improve Firm Value? Evidence from S&P 500 Companies pp. 15

Chang Mu-Sheng and Chen Jiun-Lin

Dynamic Hedging Strategies Based on Changing Pricing Parameters for Compound Ratchets pp. 15

Gaillardetz Patrice and El Khoury Samia

Allocating Overseas: Risk Assessment of Currency Hedging in Taiwan Life Insurance Industry pp. 16

Chang Shih-Chieh, Lee Yen-Kuan, Hsuan Wei and Tu Chang-ye

Analysis of Cost Efficiency of Indian Life Insurers: A comparison of Quantity vs Value based DEA Approach pp. 25

Subir Sen

Volume 13, issue 2, 2019

Guest Editors’ Note on the Summer 2019 Special Issue – New Solutions in Risk Management pp. 2

Kamiya Shinichi and Kogure Atsuyuki

Regularized Regression for Reserving and Mortality Models pp. 10

Venter Gary

Factors Widening the Gap between Hypothetical and Actual choices—Empirical Evidence from the Japanese Medical Insurance Market— pp. 15

Fujii Yoichiro and Inakura Noriko

Ordinary and Markov-Switching Autoregressive Models for Firm-Level Underwriting Data pp. 16

Feng Frank Y. and Powers Michael R.

Estimating the Recovery Rates for Unsecured Loans to Small Sized Firms pp. 26

Toshiro Masahiro, Tasaki Masao, Hikidera Yusuke and Hibiki Norio

Volume 13, issue 1, 2019

Planned Solvency III Regulation: Should It Be Adopted Outside the European Union? pp. 12

Zweifel Peter

Dynamic Monitoring and Forecasting of the Soundness of U.S. Insurers in a Cyclical Environment pp. 15

Mao Hong and Hao Wei

Who Estimates When It’s Not Required? the Case of Subrogation pp. 16

Ames Daniel, Graden Bryan S. and Sankara Jomo

Equity Incentives and Crash Risk in China’s A-Share Market pp. 18

Jiahua Xu

Volume 12, issue 2, 2018

The Importance of Environmental, Social, and Governance Risks to Surety Underwriters pp. 14

Shea Matthew and Hutchin James W.

Optimization of Price, Default Ratio and Capital under Regulatory Criterion of Maximizing Social Benefit pp. 15

Mao Hong and Wen Zhongkai

Directors’ and Officers’ Liability Insurance and Firm Performance: Evidence from Taiwan pp. 15

Yi Bingsheng, Chen Chia-wei and Lin Barry

Game Analysis of Risk Factors under Export Credit Insurance Finance pp. 17

Shi Yanjing and Wang Haiyan

Individual Health Insurance Market with an Entrant – The ACA Health Insurance Exchange Observations pp. 27

Shi Bo and Chen Wen

A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems pp. 31

Amir Payandeh and MohammadPour Saeed

Volume 12, issue 1, 2018

Optimal Price Setting and Insurer Capital Management in a Multiple Line Context pp. 22

Mao Hong, Carson James M. and Ostaszewski Krzysztof M.

An Empirical Examination of Risk Premiums in the Indian Currency Futures Market pp. 24

Satish Kumar

House Price Models for Banking and Insurance Applications: The Impact of Property Characteristics pp. 26

Shao Adam W., Katja Hanewald and Michael Sherris and

A Bayesian Pricing of Longevity Derivatives with Interest Rate Risks pp. 30

Kogure Atsuyuki and Fushimi Takahiro

The Simplest Non-Expected Utility Model for Lottery and Portfolio Choices pp. 36

Butler Richard and Lambson Val

Volume 11, issue 2, 2017

An Investigation of Residential Insurance Demand-side Reactions After a Natural Catastrophe: The Case of the 2010–11 Christchurch Earthquakes pp. 12

Mumo Richard and Richard Watt

Adjusting the Premium Relativities in a Bonus-Malus System: An Integrated Approach Using the First Claim Time and the Number of Claims pp. 19

Mahmoudvand Rahim, Tan Chong It and Abbasi Narges

Econometrics Illustrated, with Applications from Insurance-Research Awards pp. 21

Butler Richard J

Does Diversification Drive Down Risk-adjusted Returns? A Quantile Regression Approach pp. 32

Shim Jeungbo

Volume 11, issue 1, 2017

Bounded, Sigmoid Utility for Insurance Applications pp. 19

Gao Siwei and Powers Michael R.

Extending Demographic Windows of Opportunity: Evidence from Asia pp. 23

Joelle H. Fong

Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model pp. 29

Shim Jeungbo and Lee Seung-Hwan

Longevity Risk-Sharing Annuities: Partial Indexation in Mortality Experience pp. 30

Zhang Saisai and Li Johnny Siu-Hang

Value Investing: Circle of Competence in the Thai Insurance Industry pp. 33

Nettayanun Sampan

Volume 10, issue 2, 2016

Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment pp. 133-153

Kizaki Keisuke and Yoshifumi Muroi

The Risk of Variable Annuity Guarantees and Life Insurer Capital pp. 155-192

Baranoff Etti, Sager Thomas and Shi Bo

Consideration of Marital Status in a Mortality Model and its Application for Mortality Risk Management pp. 193-216

Kwon Hyuk-Sung

Actuarial Applications of a Statistical Model for Long-Term Care Insurance Operated with a Score-based Grading System: A Case Study of Korean Long-Term Care Insurance (K-LTCI) pp. 217-243

Kwon Hyuk-Sung, Ko Bangwon and Kim Ji-Hae

Volume 10, issue 1, 2016

Forecasting Mortality using Imputed Data: The Case of Taiwan pp. 1-20

Luo Sheng-Feng, Teng Huei-Wen and Lee Yu-Hsuan

On the Bayesian Risk Evaluation of Minimum Guarantees in Variable Annuities pp. 21-43

Byoung Hark Yoo, Ko Bangwon and Kwon Hyuk-Sung

On the Use of Long-Term Risk Measures as an Approach to Communicating Risks pp. 45-55

Ren Jiandong

Effective Structure of Reinsurance Function for Disaster Risk in the Asia-Oceania Region pp. 57-90

Kato Nobuhiro

Forecasting Thai Mortality by Using the Lee-Carter Model pp. 91-105

Yasungnoen Natthasurang and Sattayatham Pairote

Long-Term Care: Is There Crowding Out of Informal Care, Private Insurance as Well as Saving? pp. 107-132

Zweifel Peter and Courbage Christophe