Economics at your fingertips  

Asia-Pacific Journal of Risk and Insurance

2005 - 2020

Current editor(s): Michael R. Powers

From De Gruyter
Bibliographic data for series maintained by Peter Golla ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 14, issue 1, 2020

Graphic and Numerical Evolution of a Bonus-Malus System via Markov Chain Models pp. 9 Downloads
Mohamed Yasser Bounnite and Abdelaziz Nasroallah
Monopoly, Heterogeneous Beliefs and Imperfect Information: The Insurance Market pp. 10 Downloads
Ogaku Michiko
On Three Standard Results in the Theory of Insurance Demand pp. 10 Downloads
Hong Liang
Actuarial Modeling and Analysis of the Hong Kong Life Annuity Scheme pp. 12 Downloads
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 Downloads
Chang Mu-Sheng and Chen Jiun-Lin
Dynamic Hedging Strategies Based on Changing Pricing Parameters for Compound Ratchets pp. 15 Downloads
Gaillardetz Patrice and El Khoury Samia
Allocating Overseas: Risk Assessment of Currency Hedging in Taiwan Life Insurance Industry pp. 16 Downloads
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 Downloads
Subir Sen

Volume 13, issue 2, 2019

Guest Editors’ Note on the Summer 2019 Special Issue – New Solutions in Risk Management pp. 2 Downloads
Kamiya Shinichi and Kogure Atsuyuki
Regularized Regression for Reserving and Mortality Models pp. 10 Downloads
Venter Gary
Factors Widening the Gap between Hypothetical and Actual choices—Empirical Evidence from the Japanese Medical Insurance Market— pp. 15 Downloads
Fujii Yoichiro and Inakura Noriko
Ordinary and Markov-Switching Autoregressive Models for Firm-Level Underwriting Data pp. 16 Downloads
Feng Frank Y. and Powers Michael R.
Estimating the Recovery Rates for Unsecured Loans to Small Sized Firms pp. 26 Downloads
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 Downloads
Zweifel Peter
Dynamic Monitoring and Forecasting of the Soundness of U.S. Insurers in a Cyclical Environment pp. 15 Downloads
Mao Hong and Hao Wei
Who Estimates When It’s Not Required? the Case of Subrogation pp. 16 Downloads
Ames Daniel, Graden Bryan S. and Sankara Jomo
Equity Incentives and Crash Risk in China’s A-Share Market pp. 18 Downloads
Jiahua Xu

Volume 12, issue 2, 2018

The Importance of Environmental, Social, and Governance Risks to Surety Underwriters pp. 14 Downloads
Shea Matthew and Hutchin James W.
Optimization of Price, Default Ratio and Capital under Regulatory Criterion of Maximizing Social Benefit pp. 15 Downloads
Mao Hong and Wen Zhongkai
Directors’ and Officers’ Liability Insurance and Firm Performance: Evidence from Taiwan pp. 15 Downloads
Yi Bingsheng, Chen Chia-wei and Lin Barry
Game Analysis of Risk Factors under Export Credit Insurance Finance pp. 17 Downloads
Shi Yanjing and Wang Haiyan
Individual Health Insurance Market with an Entrant – The ACA Health Insurance Exchange Observations pp. 27 Downloads
Shi Bo and Chen Wen
A k-Inflated Negative Binomial Mixture Regression Model: Application to Rate–Making Systems pp. 31 Downloads
Amir Payandeh and MohammadPour Saeed

Volume 12, issue 1, 2018

Optimal Price Setting and Insurer Capital Management in a Multiple Line Context pp. 22 Downloads
Mao Hong, Carson James M. and Ostaszewski Krzysztof M.
An Empirical Examination of Risk Premiums in the Indian Currency Futures Market pp. 24 Downloads
Satish Kumar
House Price Models for Banking and Insurance Applications: The Impact of Property Characteristics pp. 26 Downloads
Shao Adam W., Katja Hanewald and Michael Sherris and
A Bayesian Pricing of Longevity Derivatives with Interest Rate Risks pp. 30 Downloads
Kogure Atsuyuki and Fushimi Takahiro
The Simplest Non-Expected Utility Model for Lottery and Portfolio Choices pp. 36 Downloads
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 Downloads
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 Downloads
Mahmoudvand Rahim, Tan Chong It and Abbasi Narges
Econometrics Illustrated, with Applications from Insurance-Research Awards pp. 21 Downloads
Butler Richard J
Does Diversification Drive Down Risk-adjusted Returns? A Quantile Regression Approach pp. 32 Downloads
Shim Jeungbo

Volume 11, issue 1, 2017

Bounded, Sigmoid Utility for Insurance Applications pp. 19 Downloads
Gao Siwei and Powers Michael R.
Extending Demographic Windows of Opportunity: Evidence from Asia pp. 23 Downloads
Joelle H. Fong
Dependency between Risks and the Insurer’s Economic Capital: A Copula-based GARCH Model pp. 29 Downloads
Shim Jeungbo and Lee Seung-Hwan
Longevity Risk-Sharing Annuities: Partial Indexation in Mortality Experience pp. 30 Downloads
Zhang Saisai and Li Johnny Siu-Hang
Value Investing: Circle of Competence in the Thai Insurance Industry pp. 33 Downloads
Nettayanun Sampan

Volume 10, issue 2, 2016

Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment pp. 133-153 Downloads
Kizaki Keisuke and Muroi Yoshifumi
The Risk of Variable Annuity Guarantees and Life Insurer Capital pp. 155-192 Downloads
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 Downloads
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 Downloads
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 Downloads
Luo Sheng-Feng, Teng Huei-Wen and Lee Yu-Hsuan
On the Bayesian Risk Evaluation of Minimum Guarantees in Variable Annuities pp. 21-43 Downloads
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 Downloads
Ren Jiandong
Effective Structure of Reinsurance Function for Disaster Risk in the Asia-Oceania Region pp. 57-90 Downloads
Kato Nobuhiro
Forecasting Thai Mortality by Using the Lee-Carter Model pp. 91-105 Downloads
Yasungnoen Natthasurang and Sattayatham Pairote
Long-Term Care: Is There Crowding Out of Informal Care, Private Insurance as Well as Saving? pp. 107-132 Downloads
Zweifel Peter and Courbage Christophe

Volume 9, issue 2, 2015

Hedging Flood Losses Using Cat Bonds pp. 149-184 Downloads
Têtu Alexandre, Van Son Lai, Soumaré Issouf and Gendron Michel
Measuring Extreme Market Risk: The Sri Lankan Context pp. 185-201 Downloads
Wijeyakulasuriya D. A. and Wickremasinghe W. N.
Premium Rate Design and Risk Regionalization for the Policy-Based Wheat Insurance of Henan Province in China pp. 203-229 Downloads
Panpan Diao and Zhang Zhonggen
Incentive Contracting with an Independent Underwriter: Does It Benefit Insurers? pp. 231-259 Downloads
Gao Siwei and Plehn-Dujowich Jose M.
Social Insurance Pension Schemes: Stochastic Actuarial Valuation Using an Analytical Model pp. 261-301 Downloads
Iyer Subramaniam
Uniform Estimate for Randomly Weighted Sums of Dependent Subexponential Random Variables pp. 303-318 Downloads
Liu Yan and Zhang Qinqin

Volume 9, issue 1, 2015

Measuring Self-Service Technology Latent Difficulties: Insurance Decisions on Utilitarian and Hedonic Influences pp. 1-33 Downloads
Yang Ann Shawing
The Impact of Public Insurance on Private Insurance Demand pp. 35-45 Downloads
Okura Mahito
Do the Over-the-Counter Sales at Banks Expand the Individual Annuity Market in Japan? pp. 47-76 Downloads
Azegami Hideto
Risk Analysis for Reverse Mortgages with Different Payout Designs pp. 77-105 Downloads
Cho Daniel, Katja Hanewald and Sherris Michael
The Fisher Hypothesis and Its Implications for Defined Benefits pp. 107-124 Downloads
Leung Andrew P.
The Square-Root Rule for Reinsurance: Further Analysis and Consideration of China’s Market pp. 125-148 Downloads
Du Nan, Zeng Zhangrong and Viswanathan Krupa
Page updated 2020-05-28