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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 Downloads
Okura Mahito, Yoshizawa Takuya and Sakaki Motohiro
Estimating China’s Future Life Insurance Market pp. 16 Downloads
Ma Jiyue, Huang Fei and Bruhn Aaron
Hurricane Bond Price Dependency on Underlying Hurricane Parameters pp. 21 Downloads
Chang Carolyn W. and Feng Yalan
A Hybrid Equity Release Plan for Retirement Financing pp. 24 Downloads
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 Downloads
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 Downloads
Fong Joelle H.
How do Optimistic Individuals Affect Insurance Advertisements? pp. 18 Downloads
Fujii Yoichiro, Ogaku Michiko, Okura Mahito and Osaki Yusuke
Currency Uncertainty, Interest Guarantee, and Risk-Based Premiums in Life Insurance Guaranty Schemes pp. 30 Downloads
Chang Shih-Chieh Bill and Lee Yen-Kuan
Hedging of Variable Annuities under Basis Risk pp. 34 Downloads
Bauer Jan
Trends in Life Insurance Demand and Lapse Literature pp. 46 Downloads
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 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 Yoshifumi Muroi
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
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