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Asia-Pacific Journal of Risk and Insurance

2005 - 2019

Current editor(s): Michael R. Powers

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

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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
Xu Jiahua

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
Payandeh Najafabadi Amir T. 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
Kumar Satish
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 Watt Richard
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

Volume 8, issue 2, 2014

The Determinants of Corporate Image for Life Insurers in Taiwan pp. 24 Downloads
Chen Tsai-Jyh and Wan Annie
Demand for Life Insurance in Malaysia: An Ethnic Comparison Using Household Expenditure Survey Data pp. 26 Downloads
Tan Andrew K. G., Yen Steven T., Hasan Abdul Rahman and Muhamed Kamarudin
Farmland-based Reverse Mortgages for Aged Farmers pp. 29 Downloads
Kim Changki, Kim Eyunghee and Jung Seungyoung
An Analysis of Systemic Risk in the Insurance Sector – Evidence from Asia-Pacific Region pp. 30 Downloads
Kanno Masayasu
The Longevity Prospects of Australian Seniors: An Evaluation of Forecast Method and Outcome pp. 34 Downloads
Tickle Leonie and Booth Heather
Optimal Symmetric No-Trade Ranges in Asset Rebalancing Strategy with Transaction Costs pp. 35 Downloads
Hibiki Norio and Yamamoto Rei

Volume 8, issue 1, 2014

Improving Money’s Worth Ratio Calculations: The Case of Singapore’s Pension Annuities pp. 1-26 Downloads
Joelle H. Fong, Lemaire Jean and Tse Yiu K.
Welfare Effects of Developing the Reverse Mortgage Market in China: An Individual and Social Perspective pp. 27-55 Downloads
Huang Minan, Chen Bingzheng and Deng Yinglu
The Determinants of the Use of Derivatives in the Japanese Insurance Companies pp. 57-81 Downloads
Lantara I Wayan Nuka and Takao Atsushi
The Implementation of Embedded Value (EV) Reporting in Israel: Myth and Reality pp. 83-104 Downloads
Eden Yoram
A Family of Mortality Jump Models Applied to US Data pp. 105-121 Downloads
Chen Hua
Enhancing Value in IT Services Offshoring: Real Options Matter pp. 123-147 Downloads
Chipalkatti Niranjan, Koch Bruce, Bonnie Buchanan and Doh Jonathan
Page updated 2019-03-18