Journal of Risk Finance

1999 - 2025

Current editor(s): Nawazish Mirza

From Emerald Group Publishing Limited
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Volume 14, issue 5, 2013

On the relevance of premium payment schemes for the performance of mutual funds with investment guarantees pp. 436-452

Nadine Gatzert

Managing and trading sovereign risk using credit derivatives and government markets pp. 453-467

Samuel Pollege and Peter N. Posch

Remodeling of risk management in banking: evidence from the sub-continent and gulf pp. 468-489

Ahmad Raza Bilal, Noraini Bt. Abu Talib and Mohd Noor Azli Ali Khan

A complete agro-financial service framework for emerging economies pp. 490-497

Kunal Goel

Volume 14, issue 4, 2013

The significance of regulatory orientation, political stability and culture on consumption and price adequacy in insurance markets pp. 320-343

W. Jean Kwon

Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models pp. 344-352

Alfred Ka Chun Ma and Justina Yuen Ki Cheung

Multi‐year non‐life insurance risk pp. 353-377

Dorothea Diers, Martin Eling, Christian Kraus and Marc Linde

Firm size and risk taking in Malaysia's insurance industry pp. 378-391

Tuan Hock Ng, Lee Lee Chong and Hishamuddin Ismail

Research on lapse in life insurance: what has been done and what needs to be done? pp. 392-413

Martin Eling and Michael Kochanski

An innovative form of credit enhancement for securitized reverse mortgages pp. 414-431

Carlos E. Ortiz, Charles A. Stone and Anne Zissu

Volume 14, issue 3, 2013

Assessing the model risk with respect to the interest rate term structure under Solvency II pp. 200-233

Michael Martin

Modeling parameter risk in premium risk in multi‐year internal models pp. 234-250

Dorothea Diers, Martin Eling and Marc Linde

Earthquake insurance for Greece: comparative analysis and pricing issues pp. 251-265

Aglaia Petseti and Milton Nektarios

Modeling the effect of CEO power on efficiency pp. 266-285

Walid Bahloul, Nizar Hachicha and Abdelfettah Bouri

The financial performance of life insurance companies in Ghana pp. 286-302

Joseph Oscar Akotey, Frank G. Sackey, Lordina Amoah and Richard Frimpong Manso

A study on factors influencing claims in general insurance business in India pp. 303-314

T. Joji Rao and Krishan K. Pandey

Volume 14, issue 2, 2013

What is the driving force behind consolidations in the insurance market? pp. 108-119

Mahito Okura and Noriyoshi Yanase

The relationship between moral hazard and insurance fraud pp. 120-128

Mahito Okura

Optimal insurance risk allocation with steepest ascent and genetic algorithms pp. 129-139

SiewMun Ha

Longevity risk and survivor derivative pricing pp. 140-158

Paul Dawson, Hai Lin and Yangshu Liu

Comparison of temperature models using heating and cooling degree days futures pp. 159-178

Ahmet Göncü

Differences in the risk management practices of Islamic versus conventional financial institutions in Pakistan pp. 179-196

Owais Shafique, Nazik Hussain and M. Taimoor Hassan

Volume 14, issue 1, 2013

Atlantic hurricane forecast: a statistical analysis pp. 4-19

Siamak Daneshvaran and Maryam Haji

Quantifying spatial basis risk for weather index insurance pp. 20-34

Michael T. Norton, Calum Turvey and Daniel Osgood

Pricing ruin‐contingent life annuity under stochastic volatility pp. 35-48

Ning Rong and Farzad Alavi Fard

Risk aversion in family firms: what do we really know? pp. 49-70

Martin R.W. Hiebl

Is the risk management committee only a procedural compliance? pp. 71-86

Tuan‐Hock Ng, Lee‐Lee Chong and Hishamuddin Ismail

Empirical estimation of default and asset correlation of large corporates and banks in India pp. 87-99

Arindam Bandyopadhyay and Sonali Ganguly

Learn from insurance: cyber bore pp. 100-102

Michael Mainelli

Volume 13, issue 5, 2012

The impact of natural hedging on a life insurer's risk situation pp. 396-423

Nadine Gatzert and Hannah Wesker

A multi‐year risk capital concept for internal models and enterprise risk management pp. 424-437

Dorothea Diers

The determinants of frequency and severity of operational losses in Tunisian insurance industry pp. 438-475

Wael Hemrit and Mounira Ben Arab

Zero‐modified discrete distributions for operational risk modelling pp. 476-490

Younès Mouatassim

Small businesses and risk contingent credit pp. 491-506

Calum Turvey, Vicki L. Bogan and Cao Yu

The tale of the tail: extreme‐value patterns of financial returns pp. 507-516

Angelo Corelli

Volume 13, issue 4, 2012

Short monetary systems: take a risk, create money pp. 280-284

Michael Mainelli

The risk of model misspecification and its impact on solvency measurement in the insurance sector pp. 285-308

Hato Schmeiser, Caroline Siegel and Joël Wagner

Backtesting the solvency capital requirement for longevity risk pp. 309-319

Mariarosaria Coppola and Valeria D'Amato

Market‐consistent embedded value in non‐life insurance: how to measure it and why pp. 320-346

Dorothea Diers, Martin Eling, Christian Kraus and Andreas Reuß

Leverage, product diversity and performance of general insurers in Malaysia pp. 347-361

Soon‐Yau Foong and Razak Idris

Analyzing the technical efficiency of insurance companies in GCC pp. 362-380

Khalid Al‐Amri, Said Gattoufi and Saeed Al‐Muharrami

Hazardous immorality: strategic externalization of risk and credit pricing pp. 381-391

Zaneta Chapman and Thomas Getzen

Volume 13, issue 3, 2012

The merits of pooling claims revisited pp. 184-198

Nadine Gatzert and Hato Schmeiser

Integrated risk management in agriculture: an inductive research pp. 199-214

Sonit Singla and Mahim Sagar

Risk management practices of conventional and Islamic banks in Bahrain pp. 215-239

Hameeda Abu Hussain and Jasim Al‐Ajmi

The life security system for Chinese families in compliance with the family planning policy pp. 240-261

Guojun Wang and Xing Su

Testing dominant theories and assumptions in behavioral finance pp. 262-268

Moawia Alghalith, Christos Floros and Marla Dukharan

What has changed? The development of corporate governance in Malaysia pp. 269-276

Sulaiman Alnasser

Volume 13, issue 2, 2012

Long term versus warm phase, part I: hurricane frequency analysis pp. 100-117

Siamak Daneshvaran and Maryam Haji

Long term versus warm phase, part II: hurricane loss analysis pp. 118-132

Siamak Daneshvaran and Maryam Haji

Determinants of narrative risk disclosures in UK interim reports pp. 133-147

Hany Elzahar and Khaled Hussainey

Risk management practices in Islamic banks of Pakistan pp. 148-159

Sania Khalid and Shehla Amjad

Measuring risk and financial support for NPPs using Monte Carlo simulation pp. 160-170

Hosein Piranfar and Omar Masood

To be or not: feeding information in standard minority games pp. 171-178

Angelo Corelli

Volume 13, issue 1, 2012

New evidence for underwriting cycles in US property‐liability insurance pp. 4-12

Dorina Lazar and Michel Denuit

Industry loss warranties: contract features, pricing, and central demand factors pp. 13-31

Nadine Gatzert and Hato Schmeiser

Pricing temperature‐based weather derivatives in China pp. 32-44

Ahmet Göncü

Modelling rain risk: a multi‐order Markov chain model approach pp. 45-60

Markus Stowasser

Evaluating the cost efficiency of insurance companies in Ghana pp. 61-76

Kwadjo Ansah‐Adu, Charles Andoh and Joshua Abor

Parsimonious exposure‐at‐default modeling for unfunded loan commitments pp. 77-94

Pinaki Bag and Michael Jacobs