Asia-Pacific Journal of Risk and Insurance

2005 - 2018

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 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

Kumar Satish

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

Shao Adam W., Hanewald Katja 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 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

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 Muroi Yoshifumi

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

Volume 9, issue 2, 2015

Hedging Flood Losses Using Cat Bonds pp. 149-184

Têtu Alexandre, Van Son Lai, Soumaré Issouf and Gendron Michel

Measuring Extreme Market Risk: The Sri Lankan Context pp. 185-201

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

Diao Panpan and Zhang Zhonggen

Incentive Contracting with an Independent Underwriter: Does It Benefit Insurers? pp. 231-259

Gao Siwei and Plehn-Dujowich Jose M.

Social Insurance Pension Schemes: Stochastic Actuarial Valuation Using an Analytical Model pp. 261-301

Iyer Subramaniam

Uniform Estimate for Randomly Weighted Sums of Dependent Subexponential Random Variables pp. 303-318

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

Yang Ann Shawing

The Impact of Public Insurance on Private Insurance Demand pp. 35-45

Okura Mahito

Do the Over-the-Counter Sales at Banks Expand the Individual Annuity Market in Japan? pp. 47-76

Azegami Hideto

Risk Analysis for Reverse Mortgages with Different Payout Designs pp. 77-105

Cho Daniel, Katja Hanewald and Sherris Michael

The Fisher Hypothesis and Its Implications for Defined Benefits pp. 107-124

Leung Andrew P.

The Square-Root Rule for Reinsurance: Further Analysis and Consideration of China’s Market pp. 125-148

Du Nan, Zeng Zhangrong and Viswanathan Krupa

Volume 8, issue 2, 2014

The Determinants of Corporate Image for Life Insurers in Taiwan pp. 24

Chen Tsai-Jyh and Wan Annie

Demand for Life Insurance in Malaysia: An Ethnic Comparison Using Household Expenditure Survey Data pp. 26

Tan Andrew K. G., Yen Steven T., Hasan Abdul Rahman and Muhamed Kamarudin

Farmland-based Reverse Mortgages for Aged Farmers pp. 29

Kim Changki, Kim Eyunghee and Jung Seungyoung

An Analysis of Systemic Risk in the Insurance Sector – Evidence from Asia-Pacific Region pp. 30

Kanno Masayasu

The Longevity Prospects of Australian Seniors: An Evaluation of Forecast Method and Outcome pp. 34

Tickle Leonie and Booth Heather

Optimal Symmetric No-Trade Ranges in Asset Rebalancing Strategy with Transaction Costs pp. 35

Hibiki Norio and Yamamoto Rei

Volume 8, issue 1, 2013

Improving Money’s Worth Ratio Calculations: The Case of Singapore’s Pension Annuities pp. 1-26

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

Huang Minan, Chen Bingzheng and Deng Yinglu

The Determinants of the Use of Derivatives in the Japanese Insurance Companies pp. 57-81

Lantara I Wayan Nuka and Takao Atsushi

The Implementation of Embedded Value (EV) Reporting in Israel: Myth and Reality pp. 83-104

Eden Yoram

A Family of Mortality Jump Models Applied to US Data pp. 105-121

Chen Hua

Enhancing Value in IT Services Offshoring: Real Options Matter pp. 123-147

Chipalkatti Niranjan, Koch Bruce, Bonnie Buchanan and Doh Jonathan

Volume 7, issue 2, 2013

Measuring U.S. Hurricane Risk Associated with Natural Climate Cycle and Global Warming Effects pp. 1-26

Yang Chih-Yuan and Chang Chia-Chien

Insurance Group Risk Management Model for the Next-Generation Solvency Framework pp. 27-52

Kanno Masayasu

Analysis of the Residual Structure of the Lee–Carter Model: The Case of Japanese Mortality pp. 53-80

Igawa Takayuki

The Impact of Mortality Risk on the Asset and Liability Management of Insurance Companies pp. 81-104

Qi Ming

Pricing Equity Index Annuities with Surrender Options in Four Models pp. 105-142

Kélani Abdou and Quittard-Pinon François

The Asymptotic Ruin Problem in Health Care Insurance with Interest pp. 143-162

Adekambi Franck

Volume 7, issue 1, 2012

Health Care Insurance Pricing Using Alternating Renewal Processes pp. 1-14

Adekambi Franck and Mamane Salha

Projecting the Cost of Long-Term Care Insurance in Korea pp. 1-22

Kwon Hyuk-Sung, Lee Chang-Soo and Hur Jun-Soo

Statistical Review of Nuclear Power Accidents pp. 1-20

Hofert Marius and Wüthrich Mario V.

Survival Analysis of Left Truncated Income Protection Insurance Data pp. 1-24

Liu Qing, Pitt David, Wang Yan and Wu Xueyuan

Logit Regression Based Bankruptcy Prediction of Korean Firms pp. 1-28

Han Chulwoo, Kang Hyeongmook, Kim Gamin and Yi Joseph

Efficiency and Productivity of Indian Life Insurance Industry pp. 1-28

Kalyan Chakraborty, Dutta Anirban and Sengupta Partha Pratim