Asia-Pacific Journal of Risk and Insurance

2005 - 2025

Current editor(s): Michael R. Powers

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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

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

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

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

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

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

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

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

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: Panpan Diao 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

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 Krupa Viswanathan